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 |
45,375 |
47,025 |
1,650 |
3.6% |
51,935 |
High |
47,120 |
48,610 |
1,490 |
3.2% |
53,210 |
Low |
44,830 |
46,985 |
2,155 |
4.8% |
43,910 |
Close |
46,605 |
48,325 |
1,720 |
3.7% |
45,785 |
Range |
2,290 |
1,625 |
-665 |
-29.0% |
9,300 |
ATR |
2,865 |
2,803 |
-61 |
-2.1% |
0 |
Volume |
557 |
443 |
-114 |
-20.5% |
2,962 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,848 |
52,212 |
49,219 |
|
R3 |
51,223 |
50,587 |
48,772 |
|
R2 |
49,598 |
49,598 |
48,623 |
|
R1 |
48,962 |
48,962 |
48,474 |
49,280 |
PP |
47,973 |
47,973 |
47,973 |
48,133 |
S1 |
47,337 |
47,337 |
48,176 |
47,655 |
S2 |
46,348 |
46,348 |
48,027 |
|
S3 |
44,723 |
45,712 |
47,878 |
|
S4 |
43,098 |
44,087 |
47,431 |
|
|
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 |
48,610 |
43,450 |
5,160 |
10.7% |
2,322 |
4.8% |
94% |
True |
False |
591 |
10 |
53,210 |
43,450 |
9,760 |
20.2% |
3,113 |
6.4% |
50% |
False |
False |
601 |
20 |
53,210 |
43,450 |
9,760 |
20.2% |
2,732 |
5.7% |
50% |
False |
False |
372 |
40 |
53,210 |
29,550 |
23,660 |
49.0% |
2,704 |
5.6% |
79% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55,516 |
2.618 |
52,864 |
1.618 |
51,239 |
1.000 |
50,235 |
0.618 |
49,614 |
HIGH |
48,610 |
0.618 |
47,989 |
0.500 |
47,798 |
0.382 |
47,606 |
LOW |
46,985 |
0.618 |
45,981 |
1.000 |
45,360 |
1.618 |
44,356 |
2.618 |
42,731 |
4.250 |
40,079 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,149 |
47,560 |
PP |
47,973 |
46,795 |
S1 |
47,798 |
46,030 |
|