Trading Metrics calculated at close of trading on 22-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
1,764.30 |
1,773.93 |
9.63 |
0.5% |
1,787.42 |
High |
1,780.72 |
1,784.86 |
4.14 |
0.2% |
1,807.79 |
Low |
1,758.65 |
1,766.38 |
7.73 |
0.4% |
1,748.98 |
Close |
1,773.90 |
1,767.67 |
-6.23 |
-0.4% |
1,753.96 |
Range |
22.07 |
18.48 |
-3.59 |
-16.3% |
58.81 |
ATR |
20.39 |
20.25 |
-0.14 |
-0.7% |
0.00 |
Volume |
5,922 |
6,026 |
104 |
1.8% |
31,260 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.41 |
1,816.52 |
1,777.83 |
|
R3 |
1,809.93 |
1,798.04 |
1,772.75 |
|
R2 |
1,791.45 |
1,791.45 |
1,771.06 |
|
R1 |
1,779.56 |
1,779.56 |
1,769.36 |
1,776.27 |
PP |
1,772.97 |
1,772.97 |
1,772.97 |
1,771.32 |
S1 |
1,761.08 |
1,761.08 |
1,765.98 |
1,757.79 |
S2 |
1,754.49 |
1,754.49 |
1,764.28 |
|
S3 |
1,736.01 |
1,742.60 |
1,762.59 |
|
S4 |
1,717.53 |
1,724.12 |
1,757.51 |
|
|
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 |
1,795.78 |
1,744.50 |
51.28 |
2.9% |
25.22 |
1.4% |
45% |
False |
False |
6,119 |
10 |
1,807.79 |
1,744.50 |
63.29 |
3.6% |
20.67 |
1.2% |
37% |
False |
False |
6,235 |
20 |
1,833.19 |
1,744.50 |
88.69 |
5.0% |
19.66 |
1.1% |
26% |
False |
False |
6,257 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.46 |
1.2% |
53% |
False |
False |
6,440 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.49 |
1.1% |
53% |
False |
False |
6,386 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
20.77 |
1.2% |
33% |
False |
False |
6,367 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
21.36 |
1.2% |
33% |
False |
False |
6,380 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
20.93 |
1.2% |
33% |
False |
False |
6,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.40 |
2.618 |
1,833.24 |
1.618 |
1,814.76 |
1.000 |
1,803.34 |
0.618 |
1,796.28 |
HIGH |
1,784.86 |
0.618 |
1,777.80 |
0.500 |
1,775.62 |
0.382 |
1,773.44 |
LOW |
1,766.38 |
0.618 |
1,754.96 |
1.000 |
1,747.90 |
1.618 |
1,736.48 |
2.618 |
1,718.00 |
4.250 |
1,687.84 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,775.62 |
1,766.67 |
PP |
1,772.97 |
1,765.68 |
S1 |
1,770.32 |
1,764.68 |
|