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 |
15,660.35 |
15,536.19 |
-124.16 |
-0.8% |
15,666.30 |
High |
15,673.50 |
15,562.28 |
-111.22 |
-0.7% |
15,701.40 |
Low |
15,433.43 |
15,351.70 |
-81.73 |
-0.5% |
15,433.43 |
Close |
15,440.75 |
15,434.50 |
-6.25 |
0.0% |
15,440.75 |
Range |
240.07 |
210.58 |
-29.49 |
-12.3% |
267.97 |
ATR |
145.24 |
149.91 |
4.67 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,081.23 |
15,968.45 |
15,550.32 |
|
R3 |
15,870.65 |
15,757.87 |
15,492.41 |
|
R2 |
15,660.07 |
15,660.07 |
15,473.11 |
|
R1 |
15,547.29 |
15,547.29 |
15,453.80 |
15,498.39 |
PP |
15,449.49 |
15,449.49 |
15,449.49 |
15,425.05 |
S1 |
15,336.71 |
15,336.71 |
15,415.20 |
15,287.81 |
S2 |
15,238.91 |
15,238.91 |
15,395.89 |
|
S3 |
15,028.33 |
15,126.13 |
15,376.59 |
|
S4 |
14,817.75 |
14,915.55 |
15,318.68 |
|
|
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 |
15,351.70 |
349.70 |
2.3% |
159.58 |
1.0% |
24% |
False |
True |
|
10 |
15,701.40 |
15,351.70 |
349.70 |
2.3% |
135.39 |
0.9% |
24% |
False |
True |
|
20 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
143.05 |
0.9% |
71% |
False |
False |
|
40 |
15,701.40 |
14,455.07 |
1,246.33 |
8.1% |
140.16 |
0.9% |
79% |
False |
False |
|
60 |
15,701.40 |
13,969.01 |
1,732.39 |
11.2% |
137.05 |
0.9% |
85% |
False |
False |
|
80 |
15,701.40 |
13,293.10 |
2,408.30 |
15.6% |
138.55 |
0.9% |
89% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.7% |
151.02 |
1.0% |
90% |
False |
False |
|
120 |
15,701.40 |
12,627.93 |
3,073.47 |
19.9% |
152.89 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,457.25 |
2.618 |
16,113.58 |
1.618 |
15,903.00 |
1.000 |
15,772.86 |
0.618 |
15,692.42 |
HIGH |
15,562.28 |
0.618 |
15,481.84 |
0.500 |
15,456.99 |
0.382 |
15,432.14 |
LOW |
15,351.70 |
0.618 |
15,221.56 |
1.000 |
15,141.12 |
1.618 |
15,010.98 |
2.618 |
14,800.40 |
4.250 |
14,456.74 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,456.99 |
15,513.58 |
PP |
15,449.49 |
15,487.22 |
S1 |
15,442.00 |
15,460.86 |
|