Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,638.72 |
15,660.35 |
21.63 |
0.1% |
15,666.30 |
High |
15,675.46 |
15,673.50 |
-1.96 |
0.0% |
15,701.40 |
Low |
15,556.74 |
15,433.43 |
-123.31 |
-0.8% |
15,433.43 |
Close |
15,561.05 |
15,440.75 |
-120.30 |
-0.8% |
15,440.75 |
Range |
118.72 |
240.07 |
121.35 |
102.2% |
267.97 |
ATR |
137.95 |
145.24 |
7.29 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,236.10 |
16,078.50 |
15,572.79 |
|
R3 |
15,996.03 |
15,838.43 |
15,506.77 |
|
R2 |
15,755.96 |
15,755.96 |
15,484.76 |
|
R1 |
15,598.36 |
15,598.36 |
15,462.76 |
15,557.13 |
PP |
15,515.89 |
15,515.89 |
15,515.89 |
15,495.28 |
S1 |
15,358.29 |
15,358.29 |
15,418.74 |
15,317.06 |
S2 |
15,275.82 |
15,275.82 |
15,396.74 |
|
S3 |
15,035.75 |
15,118.22 |
15,374.73 |
|
S4 |
14,795.68 |
14,878.15 |
15,308.71 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,329.10 |
16,152.90 |
15,588.13 |
|
R3 |
16,061.13 |
15,884.93 |
15,514.44 |
|
R2 |
15,793.16 |
15,793.16 |
15,489.88 |
|
R1 |
15,616.96 |
15,616.96 |
15,465.31 |
15,571.08 |
PP |
15,525.19 |
15,525.19 |
15,525.19 |
15,502.25 |
S1 |
15,348.99 |
15,348.99 |
15,416.19 |
15,303.11 |
S2 |
15,257.22 |
15,257.22 |
15,391.62 |
|
S3 |
14,989.25 |
15,081.02 |
15,367.06 |
|
S4 |
14,721.28 |
14,813.05 |
15,293.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,701.40 |
15,433.43 |
267.97 |
1.7% |
138.77 |
0.9% |
3% |
False |
True |
|
10 |
15,701.40 |
15,292.74 |
408.66 |
2.6% |
129.76 |
0.8% |
36% |
False |
False |
|
20 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
136.08 |
0.9% |
72% |
False |
False |
|
40 |
15,701.40 |
14,455.07 |
1,246.33 |
8.1% |
140.11 |
0.9% |
79% |
False |
False |
|
60 |
15,701.40 |
13,954.88 |
1,746.52 |
11.3% |
137.72 |
0.9% |
85% |
False |
False |
|
80 |
15,701.40 |
12,994.35 |
2,707.05 |
17.5% |
139.04 |
0.9% |
90% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.7% |
151.14 |
1.0% |
90% |
False |
False |
|
120 |
15,701.40 |
12,627.93 |
3,073.47 |
19.9% |
152.70 |
1.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,693.80 |
2.618 |
16,302.00 |
1.618 |
16,061.93 |
1.000 |
15,913.57 |
0.618 |
15,821.86 |
HIGH |
15,673.50 |
0.618 |
15,581.79 |
0.500 |
15,553.47 |
0.382 |
15,525.14 |
LOW |
15,433.43 |
0.618 |
15,285.07 |
1.000 |
15,193.36 |
1.618 |
15,045.00 |
2.618 |
14,804.93 |
4.250 |
14,413.13 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,553.47 |
15,554.45 |
PP |
15,515.89 |
15,516.55 |
S1 |
15,478.32 |
15,478.65 |
|