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 |
1,752.80 |
1,753.95 |
1.15 |
0.1% |
1,787.42 |
High |
1,766.42 |
1,766.05 |
-0.37 |
0.0% |
1,807.79 |
Low |
1,748.98 |
1,744.50 |
-4.48 |
-0.3% |
1,748.98 |
Close |
1,753.96 |
1,764.31 |
10.35 |
0.6% |
1,753.96 |
Range |
17.44 |
21.55 |
4.11 |
23.6% |
58.81 |
ATR |
20.16 |
20.26 |
0.10 |
0.5% |
0.00 |
Volume |
6,204 |
5,885 |
-319 |
-5.1% |
31,260 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.94 |
1,815.17 |
1,776.16 |
|
R3 |
1,801.39 |
1,793.62 |
1,770.24 |
|
R2 |
1,779.84 |
1,779.84 |
1,768.26 |
|
R1 |
1,772.07 |
1,772.07 |
1,766.29 |
1,775.96 |
PP |
1,758.29 |
1,758.29 |
1,758.29 |
1,760.23 |
S1 |
1,750.52 |
1,750.52 |
1,762.33 |
1,754.41 |
S2 |
1,736.74 |
1,736.74 |
1,760.36 |
|
S3 |
1,715.19 |
1,728.97 |
1,758.38 |
|
S4 |
1,693.64 |
1,707.42 |
1,752.46 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.67 |
1,909.13 |
1,786.31 |
|
R3 |
1,887.86 |
1,850.32 |
1,770.13 |
|
R2 |
1,829.05 |
1,829.05 |
1,764.74 |
|
R1 |
1,791.51 |
1,791.51 |
1,759.35 |
1,780.88 |
PP |
1,770.24 |
1,770.24 |
1,770.24 |
1,764.93 |
S1 |
1,732.70 |
1,732.70 |
1,748.57 |
1,722.07 |
S2 |
1,711.43 |
1,711.43 |
1,743.18 |
|
S3 |
1,652.62 |
1,673.89 |
1,737.79 |
|
S4 |
1,593.81 |
1,615.08 |
1,721.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,807.79 |
1,744.50 |
63.29 |
3.6% |
24.92 |
1.4% |
31% |
False |
True |
6,233 |
10 |
1,826.92 |
1,744.50 |
82.42 |
4.7% |
21.55 |
1.2% |
24% |
False |
True |
6,266 |
20 |
1,833.19 |
1,744.50 |
88.69 |
5.0% |
19.42 |
1.1% |
22% |
False |
True |
6,308 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.08 |
1.1% |
51% |
False |
False |
6,461 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.28 |
1.1% |
51% |
False |
False |
6,400 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
20.67 |
1.2% |
32% |
False |
False |
6,383 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.33 |
1.2% |
32% |
False |
False |
6,390 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.4% |
21.08 |
1.2% |
36% |
False |
False |
6,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.64 |
2.618 |
1,822.47 |
1.618 |
1,800.92 |
1.000 |
1,787.60 |
0.618 |
1,779.37 |
HIGH |
1,766.05 |
0.618 |
1,757.82 |
0.500 |
1,755.28 |
0.382 |
1,752.73 |
LOW |
1,744.50 |
0.618 |
1,731.18 |
1.000 |
1,722.95 |
1.618 |
1,709.63 |
2.618 |
1,688.08 |
4.250 |
1,652.91 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,761.30 |
1,770.14 |
PP |
1,758.29 |
1,768.20 |
S1 |
1,755.28 |
1,766.25 |
|