| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,509.75 |
15,497.75 |
-12.00 |
-0.1% |
15,443.00 |
| High |
15,532.50 |
15,528.25 |
-4.25 |
0.0% |
15,557.50 |
| Low |
15,358.75 |
15,276.25 |
-82.50 |
-0.5% |
15,276.25 |
| Close |
15,509.50 |
15,326.00 |
-183.50 |
-1.2% |
15,326.00 |
| Range |
173.75 |
252.00 |
78.25 |
45.0% |
281.25 |
| ATR |
169.22 |
175.13 |
5.91 |
3.5% |
0.00 |
| Volume |
476,956 |
641,864 |
164,908 |
34.6% |
2,732,430 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,132.75 |
15,981.50 |
15,464.50 |
|
| R3 |
15,880.75 |
15,729.50 |
15,395.25 |
|
| R2 |
15,628.75 |
15,628.75 |
15,372.25 |
|
| R1 |
15,477.50 |
15,477.50 |
15,349.00 |
15,427.00 |
| PP |
15,376.75 |
15,376.75 |
15,376.75 |
15,351.75 |
| S1 |
15,225.50 |
15,225.50 |
15,303.00 |
15,175.00 |
| S2 |
15,124.75 |
15,124.75 |
15,279.75 |
|
| S3 |
14,872.75 |
14,973.50 |
15,256.75 |
|
| S4 |
14,620.75 |
14,721.50 |
15,187.50 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,230.25 |
16,059.50 |
15,480.75 |
|
| R3 |
15,949.00 |
15,778.25 |
15,403.25 |
|
| R2 |
15,667.75 |
15,667.75 |
15,377.50 |
|
| R1 |
15,497.00 |
15,497.00 |
15,351.75 |
15,441.75 |
| PP |
15,386.50 |
15,386.50 |
15,386.50 |
15,359.00 |
| S1 |
15,215.75 |
15,215.75 |
15,300.25 |
15,160.50 |
| S2 |
15,105.25 |
15,105.25 |
15,274.50 |
|
| S3 |
14,824.00 |
14,934.50 |
15,248.75 |
|
| S4 |
14,542.75 |
14,653.25 |
15,171.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,557.50 |
15,276.25 |
281.25 |
1.8% |
205.50 |
1.3% |
18% |
False |
True |
546,486 |
| 10 |
15,702.25 |
15,276.25 |
426.00 |
2.8% |
178.25 |
1.2% |
12% |
False |
True |
319,728 |
| 20 |
15,702.25 |
14,841.00 |
861.25 |
5.6% |
164.50 |
1.1% |
56% |
False |
False |
160,546 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
168.75 |
1.1% |
62% |
False |
False |
80,769 |
| 60 |
15,702.25 |
14,262.75 |
1,439.50 |
9.4% |
169.75 |
1.1% |
74% |
False |
False |
54,069 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.7% |
167.50 |
1.1% |
83% |
False |
False |
40,611 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.3% |
182.75 |
1.2% |
87% |
False |
False |
32,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,599.25 |
|
2.618 |
16,188.00 |
|
1.618 |
15,936.00 |
|
1.000 |
15,780.25 |
|
0.618 |
15,684.00 |
|
HIGH |
15,528.25 |
|
0.618 |
15,432.00 |
|
0.500 |
15,402.25 |
|
0.382 |
15,372.50 |
|
LOW |
15,276.25 |
|
0.618 |
15,120.50 |
|
1.000 |
15,024.25 |
|
1.618 |
14,868.50 |
|
2.618 |
14,616.50 |
|
4.250 |
14,205.25 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,402.25 |
15,404.50 |
| PP |
15,376.75 |
15,378.25 |
| S1 |
15,351.50 |
15,352.00 |
|