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 |
45,520 |
47,480 |
1,960 |
4.3% |
52,205 |
High |
47,275 |
48,760 |
1,485 |
3.1% |
53,340 |
Low |
45,005 |
47,150 |
2,145 |
4.8% |
44,195 |
Close |
46,795 |
48,445 |
1,650 |
3.5% |
45,940 |
Range |
2,270 |
1,610 |
-660 |
-29.1% |
9,145 |
ATR |
2,877 |
2,812 |
-65 |
-2.3% |
0 |
Volume |
108 |
59 |
-49 |
-45.4% |
656 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,948 |
52,307 |
49,331 |
|
R3 |
51,338 |
50,697 |
48,888 |
|
R2 |
49,728 |
49,728 |
48,740 |
|
R1 |
49,087 |
49,087 |
48,593 |
49,408 |
PP |
48,118 |
48,118 |
48,118 |
48,279 |
S1 |
47,477 |
47,477 |
48,297 |
47,798 |
S2 |
46,508 |
46,508 |
48,150 |
|
S3 |
44,898 |
45,867 |
48,002 |
|
S4 |
43,288 |
44,257 |
47,560 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75,260 |
69,745 |
50,970 |
|
R3 |
66,115 |
60,600 |
48,455 |
|
R2 |
56,970 |
56,970 |
47,617 |
|
R1 |
51,455 |
51,455 |
46,778 |
49,640 |
PP |
47,825 |
47,825 |
47,825 |
46,918 |
S1 |
42,310 |
42,310 |
45,102 |
40,495 |
S2 |
38,680 |
38,680 |
44,263 |
|
S3 |
29,535 |
33,165 |
43,425 |
|
S4 |
20,390 |
24,020 |
40,910 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,760 |
43,720 |
5,040 |
10.4% |
2,284 |
4.7% |
94% |
True |
False |
109 |
10 |
53,340 |
43,720 |
9,620 |
19.9% |
3,024 |
6.2% |
49% |
False |
False |
124 |
20 |
53,340 |
43,720 |
9,620 |
19.9% |
2,592 |
5.3% |
49% |
False |
False |
89 |
40 |
53,340 |
29,660 |
23,680 |
48.9% |
2,603 |
5.4% |
79% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55,603 |
2.618 |
52,975 |
1.618 |
51,365 |
1.000 |
50,370 |
0.618 |
49,755 |
HIGH |
48,760 |
0.618 |
48,145 |
0.500 |
47,955 |
0.382 |
47,765 |
LOW |
47,150 |
0.618 |
46,155 |
1.000 |
45,540 |
1.618 |
44,545 |
2.618 |
42,935 |
4.250 |
40,308 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,282 |
47,710 |
PP |
48,118 |
46,975 |
S1 |
47,955 |
46,240 |
|