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 |
6,990.0 |
7,029.5 |
39.5 |
0.6% |
7,088.0 |
High |
7,018.5 |
7,043.0 |
24.5 |
0.3% |
7,160.0 |
Low |
6,977.5 |
6,991.0 |
13.5 |
0.2% |
6,960.0 |
Close |
7,001.5 |
6,997.5 |
-4.0 |
-0.1% |
6,995.0 |
Range |
41.0 |
52.0 |
11.0 |
26.8% |
200.0 |
ATR |
55.8 |
55.6 |
-0.3 |
-0.5% |
0.0 |
Volume |
160,571 |
94,527 |
-66,044 |
-41.1% |
222,902 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,166.5 |
7,134.0 |
7,026.0 |
|
R3 |
7,114.5 |
7,082.0 |
7,012.0 |
|
R2 |
7,062.5 |
7,062.5 |
7,007.0 |
|
R1 |
7,030.0 |
7,030.0 |
7,002.5 |
7,020.0 |
PP |
7,010.5 |
7,010.5 |
7,010.5 |
7,005.5 |
S1 |
6,978.0 |
6,978.0 |
6,992.5 |
6,968.0 |
S2 |
6,958.5 |
6,958.5 |
6,988.0 |
|
S3 |
6,906.5 |
6,926.0 |
6,983.0 |
|
S4 |
6,854.5 |
6,874.0 |
6,969.0 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,638.5 |
7,516.5 |
7,105.0 |
|
R3 |
7,438.5 |
7,316.5 |
7,050.0 |
|
R2 |
7,238.5 |
7,238.5 |
7,031.5 |
|
R1 |
7,116.5 |
7,116.5 |
7,013.5 |
7,077.5 |
PP |
7,038.5 |
7,038.5 |
7,038.5 |
7,019.0 |
S1 |
6,916.5 |
6,916.5 |
6,976.5 |
6,877.5 |
S2 |
6,838.5 |
6,838.5 |
6,958.5 |
|
S3 |
6,638.5 |
6,716.5 |
6,940.0 |
|
S4 |
6,438.5 |
6,516.5 |
6,885.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,060.5 |
6,976.0 |
84.5 |
1.2% |
56.5 |
0.8% |
25% |
False |
False |
233,400 |
10 |
7,160.0 |
6,960.0 |
200.0 |
2.9% |
60.0 |
0.9% |
19% |
False |
False |
123,696 |
20 |
7,160.0 |
6,954.0 |
206.0 |
2.9% |
46.0 |
0.7% |
21% |
False |
False |
62,243 |
40 |
7,160.0 |
6,831.0 |
329.0 |
4.7% |
32.5 |
0.5% |
51% |
False |
False |
31,271 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
27.5 |
0.4% |
62% |
False |
False |
20,849 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
27.5 |
0.4% |
62% |
False |
False |
15,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,264.0 |
2.618 |
7,179.0 |
1.618 |
7,127.0 |
1.000 |
7,095.0 |
0.618 |
7,075.0 |
HIGH |
7,043.0 |
0.618 |
7,023.0 |
0.500 |
7,017.0 |
0.382 |
7,011.0 |
LOW |
6,991.0 |
0.618 |
6,959.0 |
1.000 |
6,939.0 |
1.618 |
6,907.0 |
2.618 |
6,855.0 |
4.250 |
6,770.0 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,017.0 |
7,013.5 |
PP |
7,010.5 |
7,008.0 |
S1 |
7,004.0 |
7,003.0 |
|