| 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 |
15,518.05 |
15,427.25 |
-90.80 |
-0.6% |
15,666.30 |
| High |
15,524.13 |
15,518.95 |
-5.18 |
0.0% |
15,701.40 |
| Low |
15,352.06 |
15,316.40 |
-35.66 |
-0.2% |
15,433.43 |
| Close |
15,382.90 |
15,503.53 |
120.63 |
0.8% |
15,440.75 |
| Range |
172.07 |
202.55 |
30.48 |
17.7% |
267.97 |
| ATR |
151.49 |
155.14 |
3.65 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,053.94 |
15,981.29 |
15,614.93 |
|
| R3 |
15,851.39 |
15,778.74 |
15,559.23 |
|
| R2 |
15,648.84 |
15,648.84 |
15,540.66 |
|
| R1 |
15,576.19 |
15,576.19 |
15,522.10 |
15,612.52 |
| PP |
15,446.29 |
15,446.29 |
15,446.29 |
15,464.46 |
| S1 |
15,373.64 |
15,373.64 |
15,484.96 |
15,409.97 |
| S2 |
15,243.74 |
15,243.74 |
15,466.40 |
|
| S3 |
15,041.19 |
15,171.09 |
15,447.83 |
|
| S4 |
14,838.64 |
14,968.54 |
15,392.13 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,329.10 |
16,152.90 |
15,588.13 |
|
| R3 |
16,061.13 |
15,884.93 |
15,514.44 |
|
| R2 |
15,793.16 |
15,793.16 |
15,489.88 |
|
| R1 |
15,616.96 |
15,616.96 |
15,465.31 |
15,571.08 |
| PP |
15,525.19 |
15,525.19 |
15,525.19 |
15,502.25 |
| S1 |
15,348.99 |
15,348.99 |
15,416.19 |
15,303.11 |
| S2 |
15,257.22 |
15,257.22 |
15,391.62 |
|
| S3 |
14,989.25 |
15,081.02 |
15,367.06 |
|
| S4 |
14,721.28 |
14,813.05 |
15,293.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,675.46 |
15,316.40 |
359.06 |
2.3% |
188.80 |
1.2% |
52% |
False |
True |
|
| 10 |
15,701.40 |
15,316.40 |
385.00 |
2.5% |
149.93 |
1.0% |
49% |
False |
True |
|
| 20 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
143.41 |
0.9% |
79% |
False |
False |
|
| 40 |
15,701.40 |
14,710.11 |
991.29 |
6.4% |
139.94 |
0.9% |
80% |
False |
False |
|
| 60 |
15,701.40 |
14,128.01 |
1,573.39 |
10.1% |
138.33 |
0.9% |
87% |
False |
False |
|
| 80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.4% |
138.17 |
0.9% |
91% |
False |
False |
|
| 100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.6% |
150.42 |
1.0% |
93% |
False |
False |
|
| 120 |
15,701.40 |
12,721.66 |
2,979.74 |
19.2% |
151.89 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,379.79 |
|
2.618 |
16,049.23 |
|
1.618 |
15,846.68 |
|
1.000 |
15,721.50 |
|
0.618 |
15,644.13 |
|
HIGH |
15,518.95 |
|
0.618 |
15,441.58 |
|
0.500 |
15,417.68 |
|
0.382 |
15,393.77 |
|
LOW |
15,316.40 |
|
0.618 |
15,191.22 |
|
1.000 |
15,113.85 |
|
1.618 |
14,988.67 |
|
2.618 |
14,786.12 |
|
4.250 |
14,455.56 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,474.91 |
15,482.13 |
| PP |
15,446.29 |
15,460.74 |
| S1 |
15,417.68 |
15,439.34 |
|