Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
1,753.95 |
1,764.30 |
10.35 |
0.6% |
1,787.42 |
High |
1,766.05 |
1,780.72 |
14.67 |
0.8% |
1,807.79 |
Low |
1,744.50 |
1,758.65 |
14.15 |
0.8% |
1,748.98 |
Close |
1,764.31 |
1,773.90 |
9.59 |
0.5% |
1,753.96 |
Range |
21.55 |
22.07 |
0.52 |
2.4% |
58.81 |
ATR |
20.26 |
20.39 |
0.13 |
0.6% |
0.00 |
Volume |
5,885 |
5,922 |
37 |
0.6% |
31,260 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.30 |
1,827.67 |
1,786.04 |
|
R3 |
1,815.23 |
1,805.60 |
1,779.97 |
|
R2 |
1,793.16 |
1,793.16 |
1,777.95 |
|
R1 |
1,783.53 |
1,783.53 |
1,775.92 |
1,788.35 |
PP |
1,771.09 |
1,771.09 |
1,771.09 |
1,773.50 |
S1 |
1,761.46 |
1,761.46 |
1,771.88 |
1,766.28 |
S2 |
1,749.02 |
1,749.02 |
1,769.85 |
|
S3 |
1,726.95 |
1,739.39 |
1,767.83 |
|
S4 |
1,704.88 |
1,717.32 |
1,761.76 |
|
|
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 |
1,805.49 |
1,744.50 |
60.99 |
3.4% |
24.42 |
1.4% |
48% |
False |
False |
6,206 |
10 |
1,807.79 |
1,744.50 |
63.29 |
3.6% |
20.38 |
1.1% |
46% |
False |
False |
6,258 |
20 |
1,833.19 |
1,744.50 |
88.69 |
5.0% |
19.12 |
1.1% |
33% |
False |
False |
6,287 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.27 |
1.1% |
57% |
False |
False |
6,450 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.40 |
1.1% |
57% |
False |
False |
6,397 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
20.78 |
1.2% |
36% |
False |
False |
6,375 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
21.25 |
1.2% |
36% |
False |
False |
6,384 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
20.97 |
1.2% |
36% |
False |
False |
6,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.52 |
2.618 |
1,838.50 |
1.618 |
1,816.43 |
1.000 |
1,802.79 |
0.618 |
1,794.36 |
HIGH |
1,780.72 |
0.618 |
1,772.29 |
0.500 |
1,769.69 |
0.382 |
1,767.08 |
LOW |
1,758.65 |
0.618 |
1,745.01 |
1.000 |
1,736.58 |
1.618 |
1,722.94 |
2.618 |
1,700.87 |
4.250 |
1,664.85 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,772.50 |
1,770.14 |
PP |
1,771.09 |
1,766.37 |
S1 |
1,769.69 |
1,762.61 |
|