| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,443.00 |
15,444.00 |
1.00 |
0.0% |
15,649.50 |
| High |
15,557.50 |
15,524.25 |
-33.25 |
-0.2% |
15,702.25 |
| Low |
15,342.75 |
15,344.50 |
1.75 |
0.0% |
15,425.75 |
| Close |
15,430.00 |
15,379.75 |
-50.25 |
-0.3% |
15,434.00 |
| Range |
214.75 |
179.75 |
-35.00 |
-16.3% |
276.50 |
| ATR |
164.89 |
165.96 |
1.06 |
0.6% |
0.00 |
| Volume |
565,373 |
536,799 |
-28,574 |
-5.1% |
461,735 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,955.50 |
15,847.25 |
15,478.50 |
|
| R3 |
15,775.75 |
15,667.50 |
15,429.25 |
|
| R2 |
15,596.00 |
15,596.00 |
15,412.75 |
|
| R1 |
15,487.75 |
15,487.75 |
15,396.25 |
15,452.00 |
| PP |
15,416.25 |
15,416.25 |
15,416.25 |
15,398.25 |
| S1 |
15,308.00 |
15,308.00 |
15,363.25 |
15,272.25 |
| S2 |
15,236.50 |
15,236.50 |
15,346.75 |
|
| S3 |
15,056.75 |
15,128.25 |
15,330.25 |
|
| S4 |
14,877.00 |
14,948.50 |
15,281.00 |
|
|
| 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 |
15,680.00 |
15,342.75 |
337.25 |
2.2% |
184.50 |
1.2% |
11% |
False |
False |
311,385 |
| 10 |
15,702.25 |
15,342.75 |
359.50 |
2.3% |
154.75 |
1.0% |
10% |
False |
False |
157,356 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
170.00 |
1.1% |
68% |
False |
False |
79,249 |
| 40 |
15,702.25 |
14,508.50 |
1,193.75 |
7.8% |
167.50 |
1.1% |
73% |
False |
False |
40,078 |
| 60 |
15,702.25 |
13,945.75 |
1,756.50 |
11.4% |
167.00 |
1.1% |
82% |
False |
False |
26,925 |
| 80 |
15,702.25 |
13,341.00 |
2,361.25 |
15.4% |
167.00 |
1.1% |
86% |
False |
False |
20,235 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.2% |
181.50 |
1.2% |
89% |
False |
False |
16,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,288.25 |
|
2.618 |
15,994.75 |
|
1.618 |
15,815.00 |
|
1.000 |
15,704.00 |
|
0.618 |
15,635.25 |
|
HIGH |
15,524.25 |
|
0.618 |
15,455.50 |
|
0.500 |
15,434.50 |
|
0.382 |
15,413.25 |
|
LOW |
15,344.50 |
|
0.618 |
15,233.50 |
|
1.000 |
15,164.75 |
|
1.618 |
15,053.75 |
|
2.618 |
14,874.00 |
|
4.250 |
14,580.50 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,434.50 |
15,501.50 |
| PP |
15,416.25 |
15,460.75 |
| S1 |
15,398.00 |
15,420.25 |
|