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 |
34,949.59 |
34,665.50 |
-284.09 |
-0.8% |
35,373.24 |
High |
35,104.25 |
34,939.10 |
-165.15 |
-0.5% |
35,373.24 |
Low |
34,599.61 |
34,665.50 |
65.89 |
0.2% |
34,599.61 |
Close |
34,607.72 |
34,869.63 |
261.91 |
0.8% |
34,607.72 |
Range |
504.64 |
273.60 |
-231.04 |
-45.8% |
773.63 |
ATR |
274.18 |
278.27 |
4.09 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,645.54 |
35,531.19 |
35,020.11 |
|
R3 |
35,371.94 |
35,257.59 |
34,944.87 |
|
R2 |
35,098.34 |
35,098.34 |
34,919.79 |
|
R1 |
34,983.99 |
34,983.99 |
34,894.71 |
35,041.17 |
PP |
34,824.74 |
34,824.74 |
34,824.74 |
34,853.33 |
S1 |
34,710.39 |
34,710.39 |
34,844.55 |
34,767.57 |
S2 |
34,551.14 |
34,551.14 |
34,819.47 |
|
S3 |
34,277.54 |
34,436.79 |
34,794.39 |
|
S4 |
34,003.94 |
34,163.19 |
34,719.15 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,181.08 |
36,668.03 |
35,033.22 |
|
R3 |
36,407.45 |
35,894.40 |
34,820.47 |
|
R2 |
35,633.82 |
35,633.82 |
34,749.55 |
|
R1 |
35,120.77 |
35,120.77 |
34,678.64 |
34,990.48 |
PP |
34,860.19 |
34,860.19 |
34,860.19 |
34,795.05 |
S1 |
34,347.14 |
34,347.14 |
34,536.80 |
34,216.85 |
S2 |
34,086.56 |
34,086.56 |
34,465.89 |
|
S3 |
33,312.93 |
33,573.51 |
34,394.97 |
|
S4 |
32,539.30 |
32,799.88 |
34,182.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,373.24 |
34,599.61 |
773.63 |
2.2% |
338.39 |
1.0% |
35% |
False |
False |
|
10 |
35,510.71 |
34,599.61 |
911.10 |
2.6% |
238.73 |
0.7% |
30% |
False |
False |
|
20 |
35,631.19 |
34,599.61 |
1,031.58 |
3.0% |
265.28 |
0.8% |
26% |
False |
False |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.4% |
270.87 |
0.8% |
60% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
278.99 |
0.8% |
68% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
273.54 |
0.8% |
68% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
290.11 |
0.8% |
68% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.2% |
287.10 |
0.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,101.90 |
2.618 |
35,655.38 |
1.618 |
35,381.78 |
1.000 |
35,212.70 |
0.618 |
35,108.18 |
HIGH |
34,939.10 |
0.618 |
34,834.58 |
0.500 |
34,802.30 |
0.382 |
34,770.02 |
LOW |
34,665.50 |
0.618 |
34,496.42 |
1.000 |
34,391.90 |
1.618 |
34,222.82 |
2.618 |
33,949.22 |
4.250 |
33,502.70 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,847.19 |
34,899.75 |
PP |
34,824.74 |
34,889.71 |
S1 |
34,802.30 |
34,879.67 |
|