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 |
46,545 |
45,240 |
-1,305 |
-2.8% |
51,755 |
High |
47,065 |
46,945 |
-120 |
-0.3% |
53,125 |
Low |
44,750 |
43,310 |
-1,440 |
-3.2% |
43,705 |
Close |
45,675 |
44,815 |
-860 |
-1.9% |
45,675 |
Range |
2,315 |
3,635 |
1,320 |
57.0% |
9,420 |
ATR |
2,941 |
2,991 |
50 |
1.7% |
0 |
Volume |
4,853 |
7,363 |
2,510 |
51.7% |
28,552 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,928 |
54,007 |
46,814 |
|
R3 |
52,293 |
50,372 |
45,815 |
|
R2 |
48,658 |
48,658 |
45,481 |
|
R1 |
46,737 |
46,737 |
45,148 |
45,880 |
PP |
45,023 |
45,023 |
45,023 |
44,595 |
S1 |
43,102 |
43,102 |
44,482 |
42,245 |
S2 |
41,388 |
41,388 |
44,149 |
|
S3 |
37,753 |
39,467 |
43,815 |
|
S4 |
34,118 |
35,832 |
42,816 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75,762 |
70,138 |
50,856 |
|
R3 |
66,342 |
60,718 |
48,266 |
|
R2 |
56,922 |
56,922 |
47,402 |
|
R1 |
51,298 |
51,298 |
46,539 |
49,400 |
PP |
47,502 |
47,502 |
47,502 |
46,553 |
S1 |
41,878 |
41,878 |
44,812 |
39,980 |
S2 |
38,082 |
38,082 |
43,948 |
|
S3 |
28,662 |
32,458 |
43,085 |
|
S4 |
19,242 |
23,038 |
40,494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53,125 |
43,310 |
9,815 |
21.9% |
4,046 |
9.0% |
15% |
False |
True |
7,183 |
10 |
53,125 |
43,310 |
9,815 |
21.9% |
3,197 |
7.1% |
15% |
False |
True |
5,756 |
20 |
53,125 |
43,310 |
9,815 |
21.9% |
2,853 |
6.4% |
15% |
False |
True |
3,998 |
40 |
53,125 |
29,245 |
23,880 |
53.3% |
2,761 |
6.2% |
65% |
False |
False |
2,239 |
60 |
53,125 |
28,825 |
24,300 |
54.2% |
2,637 |
5.9% |
66% |
False |
False |
1,533 |
80 |
53,125 |
28,825 |
24,300 |
54.2% |
2,833 |
6.3% |
66% |
False |
False |
1,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62,394 |
2.618 |
56,461 |
1.618 |
52,826 |
1.000 |
50,580 |
0.618 |
49,191 |
HIGH |
46,945 |
0.618 |
45,556 |
0.500 |
45,128 |
0.382 |
44,699 |
LOW |
43,310 |
0.618 |
41,064 |
1.000 |
39,675 |
1.618 |
37,429 |
2.618 |
33,794 |
4.250 |
27,861 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,128 |
45,388 |
PP |
45,023 |
45,197 |
S1 |
44,919 |
45,006 |
|