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 |
47,025 |
48,240 |
1,215 |
2.6% |
51,935 |
High |
48,610 |
48,705 |
95 |
0.2% |
53,210 |
Low |
46,985 |
47,240 |
255 |
0.5% |
43,910 |
Close |
48,325 |
47,665 |
-660 |
-1.4% |
45,785 |
Range |
1,625 |
1,465 |
-160 |
-9.8% |
9,300 |
ATR |
2,803 |
2,708 |
-96 |
-3.4% |
0 |
Volume |
443 |
828 |
385 |
86.9% |
2,962 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,265 |
51,430 |
48,471 |
|
R3 |
50,800 |
49,965 |
48,068 |
|
R2 |
49,335 |
49,335 |
47,934 |
|
R1 |
48,500 |
48,500 |
47,799 |
48,185 |
PP |
47,870 |
47,870 |
47,870 |
47,713 |
S1 |
47,035 |
47,035 |
47,531 |
46,720 |
S2 |
46,405 |
46,405 |
47,396 |
|
S3 |
44,940 |
45,570 |
47,262 |
|
S4 |
43,475 |
44,105 |
46,859 |
|
|
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 |
48,705 |
43,450 |
5,255 |
11.0% |
2,252 |
4.7% |
80% |
True |
False |
679 |
10 |
53,210 |
43,450 |
9,760 |
20.5% |
2,987 |
6.3% |
43% |
False |
False |
651 |
20 |
53,210 |
43,450 |
9,760 |
20.5% |
2,713 |
5.7% |
43% |
False |
False |
412 |
40 |
53,210 |
31,820 |
21,390 |
44.9% |
2,657 |
5.6% |
74% |
False |
False |
241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54,931 |
2.618 |
52,540 |
1.618 |
51,075 |
1.000 |
50,170 |
0.618 |
49,610 |
HIGH |
48,705 |
0.618 |
48,145 |
0.500 |
47,973 |
0.382 |
47,800 |
LOW |
47,240 |
0.618 |
46,335 |
1.000 |
45,775 |
1.618 |
44,870 |
2.618 |
43,405 |
4.250 |
41,014 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
47,973 |
47,366 |
PP |
47,870 |
47,067 |
S1 |
47,768 |
46,768 |
|