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 |
34,733 |
34,610 |
-123 |
-0.4% |
34,530 |
High |
34,826 |
34,710 |
-116 |
-0.3% |
34,997 |
Low |
34,414 |
34,354 |
-60 |
-0.2% |
34,354 |
Close |
34,626 |
34,462 |
-164 |
-0.5% |
34,462 |
Range |
412 |
356 |
-56 |
-13.6% |
643 |
ATR |
351 |
352 |
0 |
0.1% |
0 |
Volume |
168,763 |
186,984 |
18,221 |
10.8% |
971,200 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,577 |
35,375 |
34,658 |
|
R3 |
35,221 |
35,019 |
34,560 |
|
R2 |
34,865 |
34,865 |
34,527 |
|
R1 |
34,663 |
34,663 |
34,495 |
34,586 |
PP |
34,509 |
34,509 |
34,509 |
34,470 |
S1 |
34,307 |
34,307 |
34,429 |
34,230 |
S2 |
34,153 |
34,153 |
34,397 |
|
S3 |
33,797 |
33,951 |
34,364 |
|
S4 |
33,441 |
33,595 |
34,266 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,533 |
36,141 |
34,816 |
|
R3 |
35,890 |
35,498 |
34,639 |
|
R2 |
35,247 |
35,247 |
34,580 |
|
R1 |
34,855 |
34,855 |
34,521 |
34,730 |
PP |
34,604 |
34,604 |
34,604 |
34,542 |
S1 |
34,212 |
34,212 |
34,403 |
34,087 |
S2 |
33,961 |
33,961 |
34,344 |
|
S3 |
33,318 |
33,569 |
34,285 |
|
S4 |
32,675 |
32,926 |
34,108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,997 |
34,354 |
643 |
1.9% |
438 |
1.3% |
17% |
False |
True |
194,240 |
10 |
35,383 |
34,354 |
1,029 |
3.0% |
407 |
1.2% |
10% |
False |
True |
114,758 |
20 |
35,383 |
34,354 |
1,029 |
3.0% |
331 |
1.0% |
10% |
False |
True |
57,487 |
40 |
35,429 |
34,354 |
1,075 |
3.1% |
312 |
0.9% |
10% |
False |
True |
28,802 |
60 |
35,429 |
33,520 |
1,909 |
5.5% |
333 |
1.0% |
49% |
False |
False |
19,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,223 |
2.618 |
35,642 |
1.618 |
35,286 |
1.000 |
35,066 |
0.618 |
34,930 |
HIGH |
34,710 |
0.618 |
34,574 |
0.500 |
34,532 |
0.382 |
34,490 |
LOW |
34,354 |
0.618 |
34,134 |
1.000 |
33,998 |
1.618 |
33,778 |
2.618 |
33,422 |
4.250 |
32,841 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,532 |
34,590 |
PP |
34,509 |
34,547 |
S1 |
34,485 |
34,505 |
|