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 |
34,665.50 |
34,906.90 |
241.40 |
0.7% |
35,373.24 |
High |
34,939.10 |
34,990.36 |
51.26 |
0.1% |
35,373.24 |
Low |
34,665.50 |
34,510.30 |
-155.20 |
-0.4% |
34,599.61 |
Close |
34,869.63 |
34,577.57 |
-292.06 |
-0.8% |
34,607.72 |
Range |
273.60 |
480.06 |
206.46 |
75.5% |
773.63 |
ATR |
278.27 |
292.68 |
14.41 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,132.92 |
35,835.31 |
34,841.60 |
|
R3 |
35,652.86 |
35,355.25 |
34,709.59 |
|
R2 |
35,172.80 |
35,172.80 |
34,665.58 |
|
R1 |
34,875.19 |
34,875.19 |
34,621.58 |
34,783.97 |
PP |
34,692.74 |
34,692.74 |
34,692.74 |
34,647.13 |
S1 |
34,395.13 |
34,395.13 |
34,533.56 |
34,303.91 |
S2 |
34,212.68 |
34,212.68 |
34,489.56 |
|
S3 |
33,732.62 |
33,915.07 |
34,445.55 |
|
S4 |
33,252.56 |
33,435.01 |
34,313.54 |
|
|
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 |
35,199.89 |
34,510.30 |
689.59 |
2.0% |
371.94 |
1.1% |
10% |
False |
True |
|
10 |
35,475.40 |
34,510.30 |
965.10 |
2.8% |
273.11 |
0.8% |
7% |
False |
True |
|
20 |
35,510.71 |
34,510.30 |
1,000.41 |
2.9% |
269.31 |
0.8% |
7% |
False |
True |
|
40 |
35,631.19 |
33,981.79 |
1,649.40 |
4.8% |
263.20 |
0.8% |
36% |
False |
False |
|
60 |
35,631.19 |
33,312.07 |
2,319.12 |
6.7% |
281.15 |
0.8% |
55% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
275.03 |
0.8% |
55% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
290.82 |
0.8% |
55% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.3% |
288.02 |
0.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,030.62 |
2.618 |
36,247.16 |
1.618 |
35,767.10 |
1.000 |
35,470.42 |
0.618 |
35,287.04 |
HIGH |
34,990.36 |
0.618 |
34,806.98 |
0.500 |
34,750.33 |
0.382 |
34,693.68 |
LOW |
34,510.30 |
0.618 |
34,213.62 |
1.000 |
34,030.24 |
1.618 |
33,733.56 |
2.618 |
33,253.50 |
4.250 |
32,470.05 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,750.33 |
34,807.28 |
PP |
34,692.74 |
34,730.71 |
S1 |
34,635.16 |
34,654.14 |
|