| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,390.00 |
15,509.75 |
119.75 |
0.8% |
15,649.50 |
| High |
15,514.50 |
15,532.50 |
18.00 |
0.1% |
15,702.25 |
| Low |
15,307.75 |
15,358.75 |
51.00 |
0.3% |
15,425.75 |
| Close |
15,496.50 |
15,509.50 |
13.00 |
0.1% |
15,434.00 |
| Range |
206.75 |
173.75 |
-33.00 |
-16.0% |
276.50 |
| ATR |
168.87 |
169.22 |
0.35 |
0.2% |
0.00 |
| Volume |
511,438 |
476,956 |
-34,482 |
-6.7% |
461,735 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,988.25 |
15,922.50 |
15,605.00 |
|
| R3 |
15,814.50 |
15,748.75 |
15,557.25 |
|
| R2 |
15,640.75 |
15,640.75 |
15,541.25 |
|
| R1 |
15,575.00 |
15,575.00 |
15,525.50 |
15,521.00 |
| PP |
15,467.00 |
15,467.00 |
15,467.00 |
15,440.00 |
| S1 |
15,401.25 |
15,401.25 |
15,493.50 |
15,347.25 |
| S2 |
15,293.25 |
15,293.25 |
15,477.75 |
|
| S3 |
15,119.50 |
15,227.50 |
15,461.75 |
|
| S4 |
14,945.75 |
15,053.75 |
15,414.00 |
|
|
| 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 |
15,660.00 |
15,307.75 |
352.25 |
2.3% |
201.75 |
1.3% |
57% |
False |
False |
495,617 |
| 10 |
15,702.25 |
15,307.75 |
394.50 |
2.5% |
165.75 |
1.1% |
51% |
False |
False |
255,793 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
166.00 |
1.1% |
81% |
False |
False |
128,536 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
166.25 |
1.1% |
81% |
False |
False |
64,744 |
| 60 |
15,702.25 |
14,221.75 |
1,480.50 |
9.5% |
166.75 |
1.1% |
87% |
False |
False |
43,380 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.5% |
165.75 |
1.1% |
91% |
False |
False |
32,588 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.1% |
181.50 |
1.2% |
93% |
False |
False |
26,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,271.00 |
|
2.618 |
15,987.50 |
|
1.618 |
15,813.75 |
|
1.000 |
15,706.25 |
|
0.618 |
15,640.00 |
|
HIGH |
15,532.50 |
|
0.618 |
15,466.25 |
|
0.500 |
15,445.50 |
|
0.382 |
15,425.00 |
|
LOW |
15,358.75 |
|
0.618 |
15,251.25 |
|
1.000 |
15,185.00 |
|
1.618 |
15,077.50 |
|
2.618 |
14,903.75 |
|
4.250 |
14,620.25 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,488.25 |
15,479.75 |
| PP |
15,467.00 |
15,450.00 |
| S1 |
15,445.50 |
15,420.00 |
|