| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,686.0 |
15,711.0 |
25.0 |
0.2% |
15,605.0 |
| High |
15,746.0 |
15,786.0 |
40.0 |
0.3% |
15,791.0 |
| Low |
15,637.0 |
15,579.0 |
-58.0 |
-0.4% |
15,554.0 |
| Close |
15,660.0 |
15,637.2 |
-22.8 |
-0.1% |
15,637.2 |
| Range |
109.0 |
207.0 |
98.0 |
89.9% |
237.0 |
| ATR |
165.9 |
168.8 |
2.9 |
1.8% |
0.0 |
| Volume |
55,259 |
4,290 |
-50,969 |
-92.2% |
317,799 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,288.4 |
16,169.8 |
15,751.1 |
|
| R3 |
16,081.4 |
15,962.8 |
15,694.1 |
|
| R2 |
15,874.4 |
15,874.4 |
15,675.2 |
|
| R1 |
15,755.8 |
15,755.8 |
15,656.2 |
15,711.6 |
| PP |
15,667.4 |
15,667.4 |
15,667.4 |
15,645.3 |
| S1 |
15,548.8 |
15,548.8 |
15,618.2 |
15,504.6 |
| S2 |
15,460.4 |
15,460.4 |
15,599.3 |
|
| S3 |
15,253.4 |
15,341.8 |
15,580.3 |
|
| S4 |
15,046.4 |
15,134.8 |
15,523.4 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,371.7 |
16,241.5 |
15,767.6 |
|
| R3 |
16,134.7 |
16,004.5 |
15,702.4 |
|
| R2 |
15,897.7 |
15,897.7 |
15,680.7 |
|
| R1 |
15,767.5 |
15,767.5 |
15,658.9 |
15,832.6 |
| PP |
15,660.7 |
15,660.7 |
15,660.7 |
15,693.3 |
| S1 |
15,530.5 |
15,530.5 |
15,615.5 |
15,595.6 |
| S2 |
15,423.7 |
15,423.7 |
15,593.8 |
|
| S3 |
15,186.7 |
15,293.5 |
15,572.0 |
|
| S4 |
14,949.7 |
15,056.5 |
15,506.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,791.0 |
15,554.0 |
237.0 |
1.5% |
166.2 |
1.1% |
35% |
False |
False |
63,559 |
| 10 |
15,927.0 |
15,448.0 |
479.0 |
3.1% |
179.2 |
1.1% |
39% |
False |
False |
73,217 |
| 20 |
16,005.0 |
15,448.0 |
557.0 |
3.6% |
161.7 |
1.0% |
34% |
False |
False |
66,380 |
| 40 |
16,024.0 |
15,407.0 |
617.0 |
3.9% |
151.5 |
1.0% |
37% |
False |
False |
63,787 |
| 60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
171.6 |
1.1% |
61% |
False |
False |
67,336 |
| 80 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
166.5 |
1.1% |
61% |
False |
False |
55,509 |
| 100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.9% |
169.1 |
1.1% |
69% |
False |
False |
44,430 |
| 120 |
16,024.0 |
14,759.0 |
1,265.0 |
8.1% |
158.5 |
1.0% |
69% |
False |
False |
37,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,665.8 |
|
2.618 |
16,327.9 |
|
1.618 |
16,120.9 |
|
1.000 |
15,993.0 |
|
0.618 |
15,913.9 |
|
HIGH |
15,786.0 |
|
0.618 |
15,706.9 |
|
0.500 |
15,682.5 |
|
0.382 |
15,658.1 |
|
LOW |
15,579.0 |
|
0.618 |
15,451.1 |
|
1.000 |
15,372.0 |
|
1.618 |
15,244.1 |
|
2.618 |
15,037.1 |
|
4.250 |
14,699.3 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,682.5 |
15,685.0 |
| PP |
15,667.4 |
15,669.1 |
| S1 |
15,652.3 |
15,653.1 |
|