Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
34,580.95 |
34,810.27 |
229.32 |
0.7% |
35,373.24 |
High |
34,880.77 |
34,943.55 |
62.78 |
0.2% |
35,373.24 |
Low |
34,522.03 |
34,540.11 |
18.08 |
0.1% |
34,599.61 |
Close |
34,814.39 |
34,751.32 |
-63.07 |
-0.2% |
34,607.72 |
Range |
358.74 |
403.44 |
44.70 |
12.5% |
773.63 |
ATR |
297.40 |
304.98 |
7.57 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,955.31 |
35,756.76 |
34,973.21 |
|
R3 |
35,551.87 |
35,353.32 |
34,862.27 |
|
R2 |
35,148.43 |
35,148.43 |
34,825.28 |
|
R1 |
34,949.88 |
34,949.88 |
34,788.30 |
34,847.44 |
PP |
34,744.99 |
34,744.99 |
34,744.99 |
34,693.77 |
S1 |
34,546.44 |
34,546.44 |
34,714.34 |
34,444.00 |
S2 |
34,341.55 |
34,341.55 |
34,677.36 |
|
S3 |
33,938.11 |
34,143.00 |
34,640.37 |
|
S4 |
33,534.67 |
33,739.56 |
34,529.43 |
|
|
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 |
35,104.25 |
34,510.30 |
593.95 |
1.7% |
404.10 |
1.2% |
41% |
False |
False |
|
10 |
35,475.40 |
34,510.30 |
965.10 |
2.8% |
321.33 |
0.9% |
25% |
False |
False |
|
20 |
35,510.71 |
34,510.30 |
1,000.41 |
2.9% |
267.77 |
0.8% |
24% |
False |
False |
|
40 |
35,631.19 |
34,510.30 |
1,120.89 |
3.2% |
259.67 |
0.7% |
22% |
False |
False |
|
60 |
35,631.19 |
33,741.76 |
1,889.43 |
5.4% |
279.09 |
0.8% |
53% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
278.16 |
0.8% |
63% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
291.92 |
0.8% |
63% |
False |
False |
|
120 |
35,631.19 |
32,905.13 |
2,726.06 |
7.8% |
285.97 |
0.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,658.17 |
2.618 |
35,999.76 |
1.618 |
35,596.32 |
1.000 |
35,346.99 |
0.618 |
35,192.88 |
HIGH |
34,943.55 |
0.618 |
34,789.44 |
0.500 |
34,741.83 |
0.382 |
34,694.22 |
LOW |
34,540.11 |
0.618 |
34,290.78 |
1.000 |
34,136.67 |
1.618 |
33,887.34 |
2.618 |
33,483.90 |
4.250 |
32,825.49 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,748.16 |
34,750.99 |
PP |
34,744.99 |
34,750.66 |
S1 |
34,741.83 |
34,750.33 |
|