Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
46,550 |
46,490 |
-60 |
-0.1% |
51,935 |
High |
47,160 |
47,020 |
-140 |
-0.3% |
53,210 |
Low |
44,850 |
43,450 |
-1,400 |
-3.1% |
43,910 |
Close |
45,785 |
44,905 |
-880 |
-1.9% |
45,785 |
Range |
2,310 |
3,570 |
1,260 |
54.5% |
9,300 |
ATR |
2,858 |
2,909 |
51 |
1.8% |
0 |
Volume |
506 |
1,062 |
556 |
109.9% |
2,962 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,835 |
53,940 |
46,869 |
|
R3 |
52,265 |
50,370 |
45,887 |
|
R2 |
48,695 |
48,695 |
45,560 |
|
R1 |
46,800 |
46,800 |
45,232 |
45,963 |
PP |
45,125 |
45,125 |
45,125 |
44,706 |
S1 |
43,230 |
43,230 |
44,578 |
42,393 |
S2 |
41,555 |
41,555 |
44,251 |
|
S3 |
37,985 |
39,660 |
43,923 |
|
S4 |
34,415 |
36,090 |
42,942 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75,535 |
69,960 |
50,900 |
|
R3 |
66,235 |
60,660 |
48,343 |
|
R2 |
56,935 |
56,935 |
47,490 |
|
R1 |
51,360 |
51,360 |
46,638 |
49,498 |
PP |
47,635 |
47,635 |
47,635 |
46,704 |
S1 |
42,060 |
42,060 |
44,933 |
40,198 |
S2 |
38,335 |
38,335 |
44,080 |
|
S3 |
29,035 |
32,760 |
43,228 |
|
S4 |
19,735 |
23,460 |
40,670 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53,210 |
43,450 |
9,760 |
21.7% |
3,986 |
8.9% |
15% |
False |
True |
804 |
10 |
53,210 |
43,450 |
9,760 |
21.7% |
3,119 |
6.9% |
15% |
False |
True |
536 |
20 |
53,210 |
43,450 |
9,760 |
21.7% |
2,794 |
6.2% |
15% |
False |
True |
329 |
40 |
53,210 |
29,310 |
23,900 |
53.2% |
2,660 |
5.9% |
65% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62,193 |
2.618 |
56,366 |
1.618 |
52,796 |
1.000 |
50,590 |
0.618 |
49,226 |
HIGH |
47,020 |
0.618 |
45,656 |
0.500 |
45,235 |
0.382 |
44,814 |
LOW |
43,450 |
0.618 |
41,244 |
1.000 |
39,880 |
1.618 |
37,674 |
2.618 |
34,104 |
4.250 |
28,278 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,235 |
45,470 |
PP |
45,125 |
45,282 |
S1 |
45,015 |
45,093 |
|