Trading Metrics calculated at close of trading on 24-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,027.2530 |
3,141.0260 |
113.7730 |
3.8% |
3,377.3040 |
High |
3,172.3310 |
3,161.2570 |
-11.0740 |
-0.3% |
3,539.9110 |
Low |
3,015.9100 |
2,743.6750 |
-272.2350 |
-9.0% |
2,657.0130 |
Close |
3,141.0260 |
2,945.5760 |
-195.4500 |
-6.2% |
2,945.5760 |
Range |
156.4210 |
417.5820 |
261.1610 |
167.0% |
882.8980 |
ATR |
285.2287 |
294.6825 |
9.4538 |
3.3% |
0.0000 |
Volume |
1,027,983 |
820,037 |
-207,946 |
-20.2% |
5,406,673 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.9153 |
3,991.8277 |
3,175.2461 |
|
R3 |
3,785.3333 |
3,574.2457 |
3,060.4111 |
|
R2 |
3,367.7513 |
3,367.7513 |
3,022.1327 |
|
R1 |
3,156.6637 |
3,156.6637 |
2,983.8544 |
3,053.4165 |
PP |
2,950.1693 |
2,950.1693 |
2,950.1693 |
2,898.5458 |
S1 |
2,739.0817 |
2,739.0817 |
2,907.2977 |
2,635.8345 |
S2 |
2,532.5873 |
2,532.5873 |
2,869.0193 |
|
S3 |
2,115.0053 |
2,321.4997 |
2,830.7410 |
|
S4 |
1,697.4233 |
1,903.9177 |
2,715.9059 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,696.1940 |
5,203.7830 |
3,431.1699 |
|
R3 |
4,813.2960 |
4,320.8850 |
3,188.3730 |
|
R2 |
3,930.3980 |
3,930.3980 |
3,107.4406 |
|
R1 |
3,437.9870 |
3,437.9870 |
3,026.5083 |
3,242.7435 |
PP |
3,047.5000 |
3,047.5000 |
3,047.5000 |
2,949.8783 |
S1 |
2,555.0890 |
2,555.0890 |
2,864.6437 |
2,359.8455 |
S2 |
2,164.6020 |
2,164.6020 |
2,783.7114 |
|
S3 |
1,281.7040 |
1,672.1910 |
2,702.7791 |
|
S4 |
398.8060 |
789.2930 |
2,459.9821 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,539.9110 |
2,657.0130 |
882.8980 |
30.0% |
390.5950 |
13.3% |
33% |
False |
False |
1,081,334 |
10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
34.4% |
307.7283 |
10.4% |
28% |
False |
False |
910,918 |
20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
46.4% |
313.2118 |
10.6% |
21% |
False |
False |
948,942 |
40 |
4,024.1120 |
2,304.5840 |
1,719.5280 |
58.4% |
266.7300 |
9.1% |
37% |
False |
False |
1,031,902 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
78.2% |
230.4206 |
7.8% |
53% |
False |
False |
1,095,093 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
78.6% |
232.5643 |
7.9% |
53% |
False |
False |
1,157,948 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
90.3% |
291.6020 |
9.9% |
46% |
False |
False |
1,201,504 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
90.3% |
283.0716 |
9.6% |
46% |
False |
False |
1,147,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,935.9805 |
2.618 |
4,254.4867 |
1.618 |
3,836.9047 |
1.000 |
3,578.8390 |
0.618 |
3,419.3227 |
HIGH |
3,161.2570 |
0.618 |
3,001.7407 |
0.500 |
2,952.4660 |
0.382 |
2,903.1913 |
LOW |
2,743.6750 |
0.618 |
2,485.6093 |
1.000 |
2,326.0930 |
1.618 |
2,068.0273 |
2.618 |
1,650.4453 |
4.250 |
968.9515 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
2,952.4660 |
2,935.2747 |
PP |
2,950.1693 |
2,924.9733 |
S1 |
2,947.8727 |
2,914.6720 |
|