Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
34,810.27 |
34,737.86 |
-72.41 |
-0.2% |
34,665.50 |
High |
34,943.55 |
34,779.86 |
-163.69 |
-0.5% |
34,990.36 |
Low |
34,540.11 |
34,519.63 |
-20.48 |
-0.1% |
34,510.30 |
Close |
34,751.32 |
34,584.88 |
-166.44 |
-0.5% |
34,584.88 |
Range |
403.44 |
260.23 |
-143.21 |
-35.5% |
480.06 |
ATR |
304.98 |
301.78 |
-3.20 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,408.81 |
35,257.08 |
34,728.01 |
|
R3 |
35,148.58 |
34,996.85 |
34,656.44 |
|
R2 |
34,888.35 |
34,888.35 |
34,632.59 |
|
R1 |
34,736.62 |
34,736.62 |
34,608.73 |
34,682.37 |
PP |
34,628.12 |
34,628.12 |
34,628.12 |
34,601.00 |
S1 |
34,476.39 |
34,476.39 |
34,561.03 |
34,422.14 |
S2 |
34,367.89 |
34,367.89 |
34,537.17 |
|
S3 |
34,107.66 |
34,216.16 |
34,513.32 |
|
S4 |
33,847.43 |
33,955.93 |
34,441.75 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,135.36 |
35,840.18 |
34,848.91 |
|
R3 |
35,655.30 |
35,360.12 |
34,716.90 |
|
R2 |
35,175.24 |
35,175.24 |
34,672.89 |
|
R1 |
34,880.06 |
34,880.06 |
34,628.89 |
34,787.62 |
PP |
34,695.18 |
34,695.18 |
34,695.18 |
34,648.96 |
S1 |
34,400.00 |
34,400.00 |
34,540.87 |
34,307.56 |
S2 |
34,215.12 |
34,215.12 |
34,496.87 |
|
S3 |
33,735.06 |
33,919.94 |
34,452.86 |
|
S4 |
33,255.00 |
33,439.88 |
34,320.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,990.36 |
34,510.30 |
480.06 |
1.4% |
355.21 |
1.0% |
16% |
False |
False |
|
10 |
35,422.71 |
34,510.30 |
912.41 |
2.6% |
334.66 |
1.0% |
8% |
False |
False |
|
20 |
35,510.71 |
34,510.30 |
1,000.41 |
2.9% |
265.47 |
0.8% |
7% |
False |
False |
|
40 |
35,631.19 |
34,510.30 |
1,120.89 |
3.2% |
261.02 |
0.8% |
7% |
False |
False |
|
60 |
35,631.19 |
33,741.76 |
1,889.43 |
5.5% |
281.10 |
0.8% |
45% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
278.34 |
0.8% |
56% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
292.79 |
0.8% |
56% |
False |
False |
|
120 |
35,631.19 |
32,980.57 |
2,650.62 |
7.7% |
285.19 |
0.8% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,885.84 |
2.618 |
35,461.14 |
1.618 |
35,200.91 |
1.000 |
35,040.09 |
0.618 |
34,940.68 |
HIGH |
34,779.86 |
0.618 |
34,680.45 |
0.500 |
34,649.75 |
0.382 |
34,619.04 |
LOW |
34,519.63 |
0.618 |
34,358.81 |
1.000 |
34,259.40 |
1.618 |
34,098.58 |
2.618 |
33,838.35 |
4.250 |
33,413.65 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,649.75 |
34,731.59 |
PP |
34,628.12 |
34,682.69 |
S1 |
34,606.50 |
34,633.78 |
|