Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
34,906.90 |
34,580.95 |
-325.95 |
-0.9% |
35,373.24 |
High |
34,990.36 |
34,880.77 |
-109.59 |
-0.3% |
35,373.24 |
Low |
34,510.30 |
34,522.03 |
11.73 |
0.0% |
34,599.61 |
Close |
34,577.57 |
34,814.39 |
236.82 |
0.7% |
34,607.72 |
Range |
480.06 |
358.74 |
-121.32 |
-25.3% |
773.63 |
ATR |
292.68 |
297.40 |
4.72 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,815.28 |
35,673.58 |
35,011.70 |
|
R3 |
35,456.54 |
35,314.84 |
34,913.04 |
|
R2 |
35,097.80 |
35,097.80 |
34,880.16 |
|
R1 |
34,956.10 |
34,956.10 |
34,847.27 |
35,026.95 |
PP |
34,739.06 |
34,739.06 |
34,739.06 |
34,774.49 |
S1 |
34,597.36 |
34,597.36 |
34,781.51 |
34,668.21 |
S2 |
34,380.32 |
34,380.32 |
34,748.62 |
|
S3 |
34,021.58 |
34,238.62 |
34,715.74 |
|
S4 |
33,662.84 |
33,879.88 |
34,617.08 |
|
|
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% |
393.93 |
1.1% |
44% |
False |
False |
|
10 |
35,475.40 |
34,510.30 |
965.10 |
2.8% |
293.01 |
0.8% |
32% |
False |
False |
|
20 |
35,510.71 |
34,510.30 |
1,000.41 |
2.9% |
268.26 |
0.8% |
30% |
False |
False |
|
40 |
35,631.19 |
34,510.30 |
1,120.89 |
3.2% |
256.17 |
0.7% |
27% |
False |
False |
|
60 |
35,631.19 |
33,741.76 |
1,889.43 |
5.4% |
277.19 |
0.8% |
57% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
275.85 |
0.8% |
65% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
289.96 |
0.8% |
65% |
False |
False |
|
120 |
35,631.19 |
32,681.07 |
2,950.12 |
8.5% |
286.02 |
0.8% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,405.42 |
2.618 |
35,819.95 |
1.618 |
35,461.21 |
1.000 |
35,239.51 |
0.618 |
35,102.47 |
HIGH |
34,880.77 |
0.618 |
34,743.73 |
0.500 |
34,701.40 |
0.382 |
34,659.07 |
LOW |
34,522.03 |
0.618 |
34,300.33 |
1.000 |
34,163.29 |
1.618 |
33,941.59 |
2.618 |
33,582.85 |
4.250 |
32,997.39 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,776.73 |
34,793.04 |
PP |
34,739.06 |
34,771.68 |
S1 |
34,701.40 |
34,750.33 |
|