| 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 |
45,215 |
46,700 |
1,485 |
3.3% |
51,755 |
| High |
47,025 |
48,510 |
1,485 |
3.2% |
53,125 |
| Low |
44,705 |
46,635 |
1,930 |
4.3% |
43,705 |
| Close |
46,515 |
48,190 |
1,675 |
3.6% |
45,675 |
| Range |
2,320 |
1,875 |
-445 |
-19.2% |
9,420 |
| ATR |
2,943 |
2,875 |
-68 |
-2.3% |
0 |
| Volume |
3,802 |
3,080 |
-722 |
-19.0% |
28,552 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53,403 |
52,672 |
49,221 |
|
| R3 |
51,528 |
50,797 |
48,706 |
|
| R2 |
49,653 |
49,653 |
48,534 |
|
| R1 |
48,922 |
48,922 |
48,362 |
49,288 |
| PP |
47,778 |
47,778 |
47,778 |
47,961 |
| S1 |
47,047 |
47,047 |
48,018 |
47,413 |
| S2 |
45,903 |
45,903 |
47,846 |
|
| S3 |
44,028 |
45,172 |
47,674 |
|
| S4 |
42,153 |
43,297 |
47,159 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75,762 |
70,138 |
50,856 |
|
| R3 |
66,342 |
60,718 |
48,266 |
|
| R2 |
56,922 |
56,922 |
47,402 |
|
| R1 |
51,298 |
51,298 |
46,539 |
49,400 |
| PP |
47,502 |
47,502 |
47,502 |
46,553 |
| S1 |
41,878 |
41,878 |
44,812 |
39,980 |
| S2 |
38,082 |
38,082 |
43,948 |
|
| S3 |
28,662 |
32,458 |
43,085 |
|
| S4 |
19,242 |
23,038 |
40,494 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,510 |
43,310 |
5,200 |
10.8% |
2,413 |
5.0% |
94% |
True |
False |
4,630 |
| 10 |
53,125 |
43,310 |
9,815 |
20.4% |
3,220 |
6.7% |
50% |
False |
False |
5,697 |
| 20 |
53,125 |
43,310 |
9,815 |
20.4% |
2,804 |
5.8% |
50% |
False |
False |
4,277 |
| 40 |
53,125 |
29,480 |
23,645 |
49.1% |
2,784 |
5.8% |
79% |
False |
False |
2,401 |
| 60 |
53,125 |
28,825 |
24,300 |
50.4% |
2,587 |
5.4% |
80% |
False |
False |
1,643 |
| 80 |
53,125 |
28,825 |
24,300 |
50.4% |
2,705 |
5.6% |
80% |
False |
False |
1,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56,479 |
|
2.618 |
53,419 |
|
1.618 |
51,544 |
|
1.000 |
50,385 |
|
0.618 |
49,669 |
|
HIGH |
48,510 |
|
0.618 |
47,794 |
|
0.500 |
47,573 |
|
0.382 |
47,351 |
|
LOW |
46,635 |
|
0.618 |
45,476 |
|
1.000 |
44,760 |
|
1.618 |
43,601 |
|
2.618 |
41,726 |
|
4.250 |
38,666 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
47,984 |
47,430 |
| PP |
47,778 |
46,670 |
| S1 |
47,573 |
45,910 |
|