| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,553.50 |
15,443.00 |
-110.50 |
-0.7% |
15,649.50 |
| High |
15,660.00 |
15,557.50 |
-102.50 |
-0.7% |
15,702.25 |
| Low |
15,425.75 |
15,342.75 |
-83.00 |
-0.5% |
15,425.75 |
| Close |
15,434.00 |
15,430.00 |
-4.00 |
0.0% |
15,434.00 |
| Range |
234.25 |
214.75 |
-19.50 |
-8.3% |
276.50 |
| ATR |
161.06 |
164.89 |
3.84 |
2.4% |
0.00 |
| Volume |
387,522 |
565,373 |
177,851 |
45.9% |
461,735 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,087.75 |
15,973.50 |
15,548.00 |
|
| R3 |
15,873.00 |
15,758.75 |
15,489.00 |
|
| R2 |
15,658.25 |
15,658.25 |
15,469.25 |
|
| R1 |
15,544.00 |
15,544.00 |
15,449.75 |
15,493.75 |
| PP |
15,443.50 |
15,443.50 |
15,443.50 |
15,418.25 |
| S1 |
15,329.25 |
15,329.25 |
15,410.25 |
15,279.00 |
| S2 |
15,228.75 |
15,228.75 |
15,390.75 |
|
| S3 |
15,014.00 |
15,114.50 |
15,371.00 |
|
| S4 |
14,799.25 |
14,899.75 |
15,312.00 |
|
|
| 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 |
15,342.75 |
359.50 |
2.3% |
169.50 |
1.1% |
24% |
False |
True |
205,421 |
| 10 |
15,702.25 |
15,342.75 |
359.50 |
2.3% |
156.50 |
1.0% |
24% |
False |
True |
103,826 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
172.00 |
1.1% |
73% |
False |
False |
52,469 |
| 40 |
15,702.25 |
14,437.00 |
1,265.25 |
8.2% |
168.75 |
1.1% |
78% |
False |
False |
26,683 |
| 60 |
15,702.25 |
13,945.75 |
1,756.50 |
11.4% |
167.25 |
1.1% |
85% |
False |
False |
17,988 |
| 80 |
15,702.25 |
13,134.50 |
2,567.75 |
16.6% |
169.25 |
1.1% |
89% |
False |
False |
13,525 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.2% |
182.00 |
1.2% |
90% |
False |
False |
10,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,470.25 |
|
2.618 |
16,119.75 |
|
1.618 |
15,905.00 |
|
1.000 |
15,772.25 |
|
0.618 |
15,690.25 |
|
HIGH |
15,557.50 |
|
0.618 |
15,475.50 |
|
0.500 |
15,450.00 |
|
0.382 |
15,424.75 |
|
LOW |
15,342.75 |
|
0.618 |
15,210.00 |
|
1.000 |
15,128.00 |
|
1.618 |
14,995.25 |
|
2.618 |
14,780.50 |
|
4.250 |
14,430.00 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,450.00 |
15,505.00 |
| PP |
15,443.50 |
15,480.00 |
| S1 |
15,436.75 |
15,455.00 |
|