| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,600.00 |
15,553.50 |
-46.50 |
-0.3% |
15,649.50 |
| High |
15,667.25 |
15,660.00 |
-7.25 |
0.0% |
15,702.25 |
| Low |
15,538.25 |
15,425.75 |
-112.50 |
-0.7% |
15,425.75 |
| Close |
15,550.75 |
15,434.00 |
-116.75 |
-0.8% |
15,434.00 |
| Range |
129.00 |
234.25 |
105.25 |
81.6% |
276.50 |
| ATR |
155.43 |
161.06 |
5.63 |
3.6% |
0.00 |
| Volume |
51,083 |
387,522 |
336,439 |
658.6% |
461,735 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,209.25 |
16,056.00 |
15,562.75 |
|
| R3 |
15,975.00 |
15,821.75 |
15,498.50 |
|
| R2 |
15,740.75 |
15,740.75 |
15,477.00 |
|
| R1 |
15,587.50 |
15,587.50 |
15,455.50 |
15,547.00 |
| PP |
15,506.50 |
15,506.50 |
15,506.50 |
15,486.50 |
| S1 |
15,353.25 |
15,353.25 |
15,412.50 |
15,312.75 |
| S2 |
15,272.25 |
15,272.25 |
15,391.00 |
|
| S3 |
15,038.00 |
15,119.00 |
15,369.50 |
|
| S4 |
14,803.75 |
14,884.75 |
15,305.25 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,350.25 |
16,168.50 |
15,586.00 |
|
| R3 |
16,073.75 |
15,892.00 |
15,510.00 |
|
| R2 |
15,797.25 |
15,797.25 |
15,484.75 |
|
| R1 |
15,615.50 |
15,615.50 |
15,459.25 |
15,568.00 |
| PP |
15,520.75 |
15,520.75 |
15,520.75 |
15,497.00 |
| S1 |
15,339.00 |
15,339.00 |
15,408.75 |
15,291.50 |
| S2 |
15,244.25 |
15,244.25 |
15,383.25 |
|
| S3 |
14,967.75 |
15,062.50 |
15,358.00 |
|
| S4 |
14,691.25 |
14,786.00 |
15,282.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,702.25 |
15,425.75 |
276.50 |
1.8% |
151.00 |
1.0% |
3% |
False |
True |
92,970 |
| 10 |
15,702.25 |
15,257.00 |
445.25 |
2.9% |
152.75 |
1.0% |
40% |
False |
False |
47,388 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
165.50 |
1.1% |
73% |
False |
False |
24,233 |
| 40 |
15,702.25 |
14,437.00 |
1,265.25 |
8.2% |
168.50 |
1.1% |
79% |
False |
False |
12,571 |
| 60 |
15,702.25 |
13,833.75 |
1,868.50 |
12.1% |
169.50 |
1.1% |
86% |
False |
False |
8,578 |
| 80 |
15,702.25 |
12,941.50 |
2,760.75 |
17.9% |
170.00 |
1.1% |
90% |
False |
False |
6,458 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.2% |
182.00 |
1.2% |
90% |
False |
False |
5,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,655.50 |
|
2.618 |
16,273.25 |
|
1.618 |
16,039.00 |
|
1.000 |
15,894.25 |
|
0.618 |
15,804.75 |
|
HIGH |
15,660.00 |
|
0.618 |
15,570.50 |
|
0.500 |
15,543.00 |
|
0.382 |
15,515.25 |
|
LOW |
15,425.75 |
|
0.618 |
15,281.00 |
|
1.000 |
15,191.50 |
|
1.618 |
15,046.75 |
|
2.618 |
14,812.50 |
|
4.250 |
14,430.25 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,543.00 |
15,553.00 |
| PP |
15,506.50 |
15,513.25 |
| S1 |
15,470.25 |
15,473.50 |
|