| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,444.00 |
15,390.00 |
-54.00 |
-0.3% |
15,649.50 |
| High |
15,524.25 |
15,514.50 |
-9.75 |
-0.1% |
15,702.25 |
| Low |
15,344.50 |
15,307.75 |
-36.75 |
-0.2% |
15,425.75 |
| Close |
15,379.75 |
15,496.50 |
116.75 |
0.8% |
15,434.00 |
| Range |
179.75 |
206.75 |
27.00 |
15.0% |
276.50 |
| ATR |
165.96 |
168.87 |
2.91 |
1.8% |
0.00 |
| Volume |
536,799 |
511,438 |
-25,361 |
-4.7% |
461,735 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,059.75 |
15,985.00 |
15,610.25 |
|
| R3 |
15,853.00 |
15,778.25 |
15,553.25 |
|
| R2 |
15,646.25 |
15,646.25 |
15,534.50 |
|
| R1 |
15,571.50 |
15,571.50 |
15,515.50 |
15,609.00 |
| PP |
15,439.50 |
15,439.50 |
15,439.50 |
15,458.25 |
| S1 |
15,364.75 |
15,364.75 |
15,477.50 |
15,402.00 |
| S2 |
15,232.75 |
15,232.75 |
15,458.50 |
|
| S3 |
15,026.00 |
15,158.00 |
15,439.75 |
|
| S4 |
14,819.25 |
14,951.25 |
15,382.75 |
|
|
| 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 |
15,667.25 |
15,307.75 |
359.50 |
2.3% |
193.00 |
1.2% |
53% |
False |
True |
410,443 |
| 10 |
15,702.25 |
15,307.75 |
394.50 |
2.5% |
160.00 |
1.0% |
48% |
False |
True |
208,303 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
168.75 |
1.1% |
79% |
False |
False |
104,734 |
| 40 |
15,702.25 |
14,659.50 |
1,042.75 |
6.7% |
166.00 |
1.1% |
80% |
False |
False |
52,847 |
| 60 |
15,702.25 |
14,057.00 |
1,645.25 |
10.6% |
167.25 |
1.1% |
87% |
False |
False |
35,438 |
| 80 |
15,702.25 |
13,341.00 |
2,361.25 |
15.2% |
167.75 |
1.1% |
91% |
False |
False |
26,627 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.1% |
181.25 |
1.2% |
93% |
False |
False |
21,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,393.25 |
|
2.618 |
16,055.75 |
|
1.618 |
15,849.00 |
|
1.000 |
15,721.25 |
|
0.618 |
15,642.25 |
|
HIGH |
15,514.50 |
|
0.618 |
15,435.50 |
|
0.500 |
15,411.00 |
|
0.382 |
15,386.75 |
|
LOW |
15,307.75 |
|
0.618 |
15,180.00 |
|
1.000 |
15,101.00 |
|
1.618 |
14,973.25 |
|
2.618 |
14,766.50 |
|
4.250 |
14,429.00 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,468.00 |
15,475.25 |
| PP |
15,439.50 |
15,454.00 |
| S1 |
15,411.00 |
15,432.50 |
|