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 |
48,640 |
47,990 |
-650 |
-1.3% |
46,395 |
High |
48,830 |
48,605 |
-225 |
-0.5% |
48,830 |
Low |
47,455 |
47,030 |
-425 |
-0.9% |
43,720 |
Close |
47,860 |
47,790 |
-70 |
-0.1% |
47,790 |
Range |
1,375 |
1,575 |
200 |
14.5% |
5,110 |
ATR |
2,709 |
2,628 |
-81 |
-3.0% |
0 |
Volume |
444 |
313 |
-131 |
-29.5% |
1,104 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,533 |
51,737 |
48,656 |
|
R3 |
50,958 |
50,162 |
48,223 |
|
R2 |
49,383 |
49,383 |
48,079 |
|
R1 |
48,587 |
48,587 |
47,934 |
48,198 |
PP |
47,808 |
47,808 |
47,808 |
47,614 |
S1 |
47,012 |
47,012 |
47,646 |
46,623 |
S2 |
46,233 |
46,233 |
47,501 |
|
S3 |
44,658 |
45,437 |
47,357 |
|
S4 |
43,083 |
43,862 |
46,924 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,110 |
60,060 |
50,601 |
|
R3 |
57,000 |
54,950 |
49,195 |
|
R2 |
51,890 |
51,890 |
48,727 |
|
R1 |
49,840 |
49,840 |
48,258 |
50,865 |
PP |
46,780 |
46,780 |
46,780 |
47,293 |
S1 |
44,730 |
44,730 |
47,322 |
45,755 |
S2 |
41,670 |
41,670 |
46,853 |
|
S3 |
36,560 |
39,620 |
46,385 |
|
S4 |
31,450 |
34,510 |
44,980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,830 |
43,720 |
5,110 |
10.7% |
2,061 |
4.3% |
80% |
False |
False |
220 |
10 |
53,340 |
43,720 |
9,620 |
20.1% |
2,935 |
6.1% |
42% |
False |
False |
179 |
20 |
53,340 |
43,720 |
9,620 |
20.1% |
2,498 |
5.2% |
42% |
False |
False |
124 |
40 |
53,340 |
32,245 |
21,095 |
44.1% |
2,588 |
5.4% |
74% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55,299 |
2.618 |
52,728 |
1.618 |
51,153 |
1.000 |
50,180 |
0.618 |
49,578 |
HIGH |
48,605 |
0.618 |
48,003 |
0.500 |
47,818 |
0.382 |
47,632 |
LOW |
47,030 |
0.618 |
46,057 |
1.000 |
45,455 |
1.618 |
44,482 |
2.618 |
42,907 |
4.250 |
40,336 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
47,818 |
47,930 |
PP |
47,808 |
47,883 |
S1 |
47,799 |
47,837 |
|