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 |
46,700 |
48,270 |
1,570 |
3.4% |
51,755 |
High |
48,510 |
48,600 |
90 |
0.2% |
53,125 |
Low |
46,635 |
47,050 |
415 |
0.9% |
43,705 |
Close |
48,190 |
47,495 |
-695 |
-1.4% |
45,675 |
Range |
1,875 |
1,550 |
-325 |
-17.3% |
9,420 |
ATR |
2,875 |
2,780 |
-95 |
-3.3% |
0 |
Volume |
3,080 |
4,538 |
1,458 |
47.3% |
28,552 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,365 |
51,480 |
48,348 |
|
R3 |
50,815 |
49,930 |
47,921 |
|
R2 |
49,265 |
49,265 |
47,779 |
|
R1 |
48,380 |
48,380 |
47,637 |
48,048 |
PP |
47,715 |
47,715 |
47,715 |
47,549 |
S1 |
46,830 |
46,830 |
47,353 |
46,498 |
S2 |
46,165 |
46,165 |
47,211 |
|
S3 |
44,615 |
45,280 |
47,069 |
|
S4 |
43,065 |
43,730 |
46,643 |
|
|
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 |
48,600 |
43,310 |
5,290 |
11.1% |
2,339 |
4.9% |
79% |
True |
False |
4,727 |
10 |
53,125 |
43,310 |
9,815 |
20.7% |
3,101 |
6.5% |
43% |
False |
False |
5,723 |
20 |
53,125 |
43,310 |
9,815 |
20.7% |
2,786 |
5.9% |
43% |
False |
False |
4,468 |
40 |
53,125 |
31,730 |
21,395 |
45.0% |
2,738 |
5.8% |
74% |
False |
False |
2,505 |
60 |
53,125 |
29,245 |
23,880 |
50.3% |
2,537 |
5.3% |
76% |
False |
False |
1,711 |
80 |
53,125 |
28,825 |
24,300 |
51.2% |
2,651 |
5.6% |
77% |
False |
False |
1,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55,188 |
2.618 |
52,658 |
1.618 |
51,108 |
1.000 |
50,150 |
0.618 |
49,558 |
HIGH |
48,600 |
0.618 |
48,008 |
0.500 |
47,825 |
0.382 |
47,642 |
LOW |
47,050 |
0.618 |
46,092 |
1.000 |
45,500 |
1.618 |
44,542 |
2.618 |
42,992 |
4.250 |
40,463 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
47,825 |
47,214 |
PP |
47,715 |
46,933 |
S1 |
47,605 |
46,653 |
|