| 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 |
15,446.29 |
15,480.28 |
33.99 |
0.2% |
15,536.19 |
| High |
15,539.14 |
15,485.21 |
-53.93 |
-0.3% |
15,562.28 |
| Low |
15,370.88 |
15,291.04 |
-79.84 |
-0.5% |
15,291.04 |
| Close |
15,515.91 |
15,333.47 |
-182.44 |
-1.2% |
15,333.47 |
| Range |
168.26 |
194.17 |
25.91 |
15.4% |
271.24 |
| ATR |
156.08 |
160.99 |
4.91 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,952.42 |
15,837.11 |
15,440.26 |
|
| R3 |
15,758.25 |
15,642.94 |
15,386.87 |
|
| R2 |
15,564.08 |
15,564.08 |
15,369.07 |
|
| R1 |
15,448.77 |
15,448.77 |
15,351.27 |
15,409.34 |
| PP |
15,369.91 |
15,369.91 |
15,369.91 |
15,350.19 |
| S1 |
15,254.60 |
15,254.60 |
15,315.67 |
15,215.17 |
| S2 |
15,175.74 |
15,175.74 |
15,297.87 |
|
| S3 |
14,981.57 |
15,060.43 |
15,280.07 |
|
| S4 |
14,787.40 |
14,866.26 |
15,226.68 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,209.32 |
16,042.63 |
15,482.65 |
|
| R3 |
15,938.08 |
15,771.39 |
15,408.06 |
|
| R2 |
15,666.84 |
15,666.84 |
15,383.20 |
|
| R1 |
15,500.15 |
15,500.15 |
15,358.33 |
15,447.88 |
| PP |
15,395.60 |
15,395.60 |
15,395.60 |
15,369.46 |
| S1 |
15,228.91 |
15,228.91 |
15,308.61 |
15,176.64 |
| S2 |
15,124.36 |
15,124.36 |
15,283.74 |
|
| S3 |
14,853.12 |
14,957.67 |
15,258.88 |
|
| S4 |
14,581.88 |
14,686.43 |
15,184.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,562.28 |
15,291.04 |
271.24 |
1.8% |
189.53 |
1.2% |
16% |
False |
True |
|
| 10 |
15,701.40 |
15,291.04 |
410.36 |
2.7% |
164.15 |
1.1% |
10% |
False |
True |
|
| 20 |
15,701.40 |
14,969.69 |
731.71 |
4.8% |
140.56 |
0.9% |
50% |
False |
False |
|
| 40 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
143.78 |
0.9% |
60% |
False |
False |
|
| 60 |
15,701.40 |
14,324.26 |
1,377.14 |
9.0% |
140.41 |
0.9% |
73% |
False |
False |
|
| 80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.6% |
138.91 |
0.9% |
84% |
False |
False |
|
| 100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.8% |
151.68 |
1.0% |
87% |
False |
False |
|
| 120 |
15,701.40 |
12,798.03 |
2,903.37 |
18.9% |
151.23 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,310.43 |
|
2.618 |
15,993.55 |
|
1.618 |
15,799.38 |
|
1.000 |
15,679.38 |
|
0.618 |
15,605.21 |
|
HIGH |
15,485.21 |
|
0.618 |
15,411.04 |
|
0.500 |
15,388.13 |
|
0.382 |
15,365.21 |
|
LOW |
15,291.04 |
|
0.618 |
15,171.04 |
|
1.000 |
15,096.87 |
|
1.618 |
14,976.87 |
|
2.618 |
14,782.70 |
|
4.250 |
14,465.82 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,388.13 |
15,415.09 |
| PP |
15,369.91 |
15,387.88 |
| S1 |
15,351.69 |
15,360.68 |
|