Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
1,773.93 |
1,767.69 |
-6.24 |
-0.4% |
1,787.42 |
High |
1,784.86 |
1,774.81 |
-10.05 |
-0.6% |
1,807.79 |
Low |
1,766.38 |
1,738.99 |
-27.39 |
-1.6% |
1,748.98 |
Close |
1,767.67 |
1,741.73 |
-25.94 |
-1.5% |
1,753.96 |
Range |
18.48 |
35.82 |
17.34 |
93.8% |
58.81 |
ATR |
20.25 |
21.36 |
1.11 |
5.5% |
0.00 |
Volume |
6,026 |
5,942 |
-84 |
-1.4% |
31,260 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.30 |
1,836.34 |
1,761.43 |
|
R3 |
1,823.48 |
1,800.52 |
1,751.58 |
|
R2 |
1,787.66 |
1,787.66 |
1,748.30 |
|
R1 |
1,764.70 |
1,764.70 |
1,745.01 |
1,758.27 |
PP |
1,751.84 |
1,751.84 |
1,751.84 |
1,748.63 |
S1 |
1,728.88 |
1,728.88 |
1,738.45 |
1,722.45 |
S2 |
1,716.02 |
1,716.02 |
1,735.16 |
|
S3 |
1,680.20 |
1,693.06 |
1,731.88 |
|
S4 |
1,644.38 |
1,657.24 |
1,722.03 |
|
|
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 |
1,784.86 |
1,738.99 |
45.87 |
2.6% |
23.07 |
1.3% |
6% |
False |
True |
5,995 |
10 |
1,807.79 |
1,738.99 |
68.80 |
4.0% |
22.78 |
1.3% |
4% |
False |
True |
6,139 |
20 |
1,833.19 |
1,738.99 |
94.20 |
5.4% |
20.53 |
1.2% |
3% |
False |
True |
6,219 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
21.03 |
1.2% |
34% |
False |
False |
6,428 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.65 |
1.1% |
34% |
False |
False |
6,380 |
80 |
1,909.13 |
1,693.69 |
215.44 |
12.4% |
20.95 |
1.2% |
22% |
False |
False |
6,362 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.42 |
1.2% |
22% |
False |
False |
6,373 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.13 |
1.2% |
22% |
False |
False |
6,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,927.05 |
2.618 |
1,868.59 |
1.618 |
1,832.77 |
1.000 |
1,810.63 |
0.618 |
1,796.95 |
HIGH |
1,774.81 |
0.618 |
1,761.13 |
0.500 |
1,756.90 |
0.382 |
1,752.67 |
LOW |
1,738.99 |
0.618 |
1,716.85 |
1.000 |
1,703.17 |
1.618 |
1,681.03 |
2.618 |
1,645.21 |
4.250 |
1,586.76 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,756.90 |
1,761.93 |
PP |
1,751.84 |
1,755.19 |
S1 |
1,746.79 |
1,748.46 |
|