Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
47,155.85 |
46,978.97 |
-176.88 |
-0.4% |
45,050.90 |
High |
48,167.74 |
48,786.60 |
618.86 |
1.3% |
48,488.91 |
Low |
46,824.47 |
42,581.33 |
-4,243.14 |
-9.1% |
43,598.41 |
Close |
46,982.06 |
43,539.55 |
-3,442.51 |
-7.3% |
46,982.06 |
Range |
1,343.27 |
6,205.27 |
4,862.00 |
362.0% |
4,890.50 |
ATR |
2,475.08 |
2,741.52 |
266.44 |
10.8% |
0.00 |
Volume |
17,136 |
67,036 |
49,900 |
291.2% |
174,700 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,584.97 |
59,767.53 |
46,952.45 |
|
R3 |
57,379.70 |
53,562.26 |
45,246.00 |
|
R2 |
51,174.43 |
51,174.43 |
44,677.18 |
|
R1 |
47,356.99 |
47,356.99 |
44,108.37 |
46,163.08 |
PP |
44,969.16 |
44,969.16 |
44,969.16 |
44,372.20 |
S1 |
41,151.72 |
41,151.72 |
42,970.73 |
39,957.81 |
S2 |
38,763.89 |
38,763.89 |
42,401.92 |
|
S3 |
32,558.62 |
34,946.45 |
41,833.10 |
|
S4 |
26,353.35 |
28,741.18 |
40,126.65 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61,027.96 |
58,895.51 |
49,671.84 |
|
R3 |
56,137.46 |
54,005.01 |
48,326.95 |
|
R2 |
51,246.96 |
51,246.96 |
47,878.65 |
|
R1 |
49,114.51 |
49,114.51 |
47,430.36 |
50,180.74 |
PP |
46,356.46 |
46,356.46 |
46,356.46 |
46,889.57 |
S1 |
44,224.01 |
44,224.01 |
46,533.76 |
45,290.24 |
S2 |
41,465.96 |
41,465.96 |
46,085.47 |
|
S3 |
36,575.46 |
39,333.51 |
45,637.17 |
|
S4 |
31,684.96 |
34,443.01 |
44,292.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,786.60 |
42,581.33 |
6,205.27 |
14.3% |
2,619.06 |
6.0% |
15% |
True |
True |
36,265 |
10 |
52,902.94 |
42,581.33 |
10,321.61 |
23.7% |
3,043.02 |
7.0% |
9% |
False |
True |
45,888 |
20 |
52,902.94 |
42,581.33 |
10,321.61 |
23.7% |
2,683.68 |
6.2% |
9% |
False |
True |
34,891 |
40 |
52,902.94 |
32,470.43 |
20,432.51 |
46.9% |
2,803.65 |
6.4% |
54% |
False |
False |
44,925 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
54.1% |
2,530.02 |
5.8% |
60% |
False |
False |
46,536 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
55.0% |
2,677.42 |
6.1% |
61% |
False |
False |
57,070 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
70.3% |
3,164.08 |
7.3% |
48% |
False |
False |
63,216 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
82.3% |
3,219.98 |
7.4% |
41% |
False |
False |
60,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75,159.00 |
2.618 |
65,032.00 |
1.618 |
58,826.73 |
1.000 |
54,991.87 |
0.618 |
52,621.46 |
HIGH |
48,786.60 |
0.618 |
46,416.19 |
0.500 |
45,683.97 |
0.382 |
44,951.74 |
LOW |
42,581.33 |
0.618 |
38,746.47 |
1.000 |
36,376.06 |
1.618 |
32,541.20 |
2.618 |
26,335.93 |
4.250 |
16,208.93 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,683.97 |
45,683.97 |
PP |
44,969.16 |
44,969.16 |
S1 |
44,254.36 |
44,254.36 |
|