Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,536.19 |
15,518.05 |
-18.14 |
-0.1% |
15,666.30 |
High |
15,562.28 |
15,524.13 |
-38.15 |
-0.2% |
15,701.40 |
Low |
15,351.70 |
15,352.06 |
0.36 |
0.0% |
15,433.43 |
Close |
15,434.50 |
15,382.90 |
-51.60 |
-0.3% |
15,440.75 |
Range |
210.58 |
172.07 |
-38.51 |
-18.3% |
267.97 |
ATR |
149.91 |
151.49 |
1.58 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,935.91 |
15,831.47 |
15,477.54 |
|
R3 |
15,763.84 |
15,659.40 |
15,430.22 |
|
R2 |
15,591.77 |
15,591.77 |
15,414.45 |
|
R1 |
15,487.33 |
15,487.33 |
15,398.67 |
15,453.52 |
PP |
15,419.70 |
15,419.70 |
15,419.70 |
15,402.79 |
S1 |
15,315.26 |
15,315.26 |
15,367.13 |
15,281.45 |
S2 |
15,247.63 |
15,247.63 |
15,351.35 |
|
S3 |
15,075.56 |
15,143.19 |
15,335.58 |
|
S4 |
14,903.49 |
14,971.12 |
15,288.26 |
|
|
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 |
15,675.46 |
15,351.70 |
323.76 |
2.1% |
175.76 |
1.1% |
10% |
False |
False |
|
10 |
15,701.40 |
15,351.70 |
349.70 |
2.3% |
137.75 |
0.9% |
9% |
False |
False |
|
20 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
141.11 |
0.9% |
66% |
False |
False |
|
40 |
15,701.40 |
14,530.78 |
1,170.62 |
7.6% |
141.37 |
0.9% |
73% |
False |
False |
|
60 |
15,701.40 |
13,969.01 |
1,732.39 |
11.3% |
137.98 |
0.9% |
82% |
False |
False |
|
80 |
15,701.40 |
13,401.53 |
2,299.87 |
15.0% |
137.79 |
0.9% |
86% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.8% |
150.37 |
1.0% |
88% |
False |
False |
|
120 |
15,701.40 |
12,627.93 |
3,073.47 |
20.0% |
152.01 |
1.0% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,255.43 |
2.618 |
15,974.61 |
1.618 |
15,802.54 |
1.000 |
15,696.20 |
0.618 |
15,630.47 |
HIGH |
15,524.13 |
0.618 |
15,458.40 |
0.500 |
15,438.10 |
0.382 |
15,417.79 |
LOW |
15,352.06 |
0.618 |
15,245.72 |
1.000 |
15,179.99 |
1.618 |
15,073.65 |
2.618 |
14,901.58 |
4.250 |
14,620.76 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,438.10 |
15,512.60 |
PP |
15,419.70 |
15,469.37 |
S1 |
15,401.30 |
15,426.13 |
|