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 |
45,655 |
47,710 |
2,055 |
4.5% |
52,365 |
High |
47,450 |
48,945 |
1,495 |
3.2% |
53,605 |
Low |
45,180 |
47,240 |
2,060 |
4.6% |
44,395 |
Close |
46,905 |
48,680 |
1,775 |
3.8% |
46,070 |
Range |
2,270 |
1,705 |
-565 |
-24.9% |
9,210 |
ATR |
2,847 |
2,790 |
-58 |
-2.0% |
0 |
Volume |
56 |
32 |
-24 |
-42.9% |
395 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,403 |
52,747 |
49,618 |
|
R3 |
51,698 |
51,042 |
49,149 |
|
R2 |
49,993 |
49,993 |
48,993 |
|
R1 |
49,337 |
49,337 |
48,836 |
49,665 |
PP |
48,288 |
48,288 |
48,288 |
48,453 |
S1 |
47,632 |
47,632 |
48,524 |
47,960 |
S2 |
46,583 |
46,583 |
48,367 |
|
S3 |
44,878 |
45,927 |
48,211 |
|
S4 |
43,173 |
44,222 |
47,742 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75,653 |
70,072 |
51,136 |
|
R3 |
66,443 |
60,862 |
48,603 |
|
R2 |
57,233 |
57,233 |
47,759 |
|
R1 |
51,652 |
51,652 |
46,914 |
49,838 |
PP |
48,023 |
48,023 |
48,023 |
47,116 |
S1 |
42,442 |
42,442 |
45,226 |
40,628 |
S2 |
38,813 |
38,813 |
44,382 |
|
S3 |
29,603 |
33,232 |
43,537 |
|
S4 |
20,393 |
24,022 |
41,005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,945 |
43,815 |
5,130 |
10.5% |
2,307 |
4.7% |
95% |
True |
False |
75 |
10 |
53,605 |
43,815 |
9,790 |
20.1% |
3,025 |
6.2% |
50% |
False |
False |
87 |
20 |
53,605 |
43,815 |
9,790 |
20.1% |
2,605 |
5.4% |
50% |
False |
False |
64 |
40 |
53,605 |
29,790 |
23,815 |
48.9% |
2,560 |
5.3% |
79% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56,191 |
2.618 |
53,409 |
1.618 |
51,704 |
1.000 |
50,650 |
0.618 |
49,999 |
HIGH |
48,945 |
0.618 |
48,294 |
0.500 |
48,093 |
0.382 |
47,891 |
LOW |
47,240 |
0.618 |
46,186 |
1.000 |
45,535 |
1.618 |
44,481 |
2.618 |
42,776 |
4.250 |
39,994 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,484 |
47,913 |
PP |
48,288 |
47,147 |
S1 |
48,093 |
46,380 |
|