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 |
1,767.69 |
1,741.78 |
-25.91 |
-1.5% |
1,753.95 |
High |
1,774.81 |
1,756.95 |
-17.86 |
-1.0% |
1,784.86 |
Low |
1,738.99 |
1,741.56 |
2.57 |
0.1% |
1,738.99 |
Close |
1,741.73 |
1,749.64 |
7.91 |
0.5% |
1,749.64 |
Range |
35.82 |
15.39 |
-20.43 |
-57.0% |
45.87 |
ATR |
21.36 |
20.94 |
-0.43 |
-2.0% |
0.00 |
Volume |
5,942 |
6,034 |
92 |
1.5% |
29,809 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.55 |
1,787.99 |
1,758.10 |
|
R3 |
1,780.16 |
1,772.60 |
1,753.87 |
|
R2 |
1,764.77 |
1,764.77 |
1,752.46 |
|
R1 |
1,757.21 |
1,757.21 |
1,751.05 |
1,760.99 |
PP |
1,749.38 |
1,749.38 |
1,749.38 |
1,751.28 |
S1 |
1,741.82 |
1,741.82 |
1,748.23 |
1,745.60 |
S2 |
1,733.99 |
1,733.99 |
1,746.82 |
|
S3 |
1,718.60 |
1,726.43 |
1,745.41 |
|
S4 |
1,703.21 |
1,711.04 |
1,741.18 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.44 |
1,868.41 |
1,774.87 |
|
R3 |
1,849.57 |
1,822.54 |
1,762.25 |
|
R2 |
1,803.70 |
1,803.70 |
1,758.05 |
|
R1 |
1,776.67 |
1,776.67 |
1,753.84 |
1,767.25 |
PP |
1,757.83 |
1,757.83 |
1,757.83 |
1,753.12 |
S1 |
1,730.80 |
1,730.80 |
1,745.44 |
1,721.38 |
S2 |
1,711.96 |
1,711.96 |
1,741.23 |
|
S3 |
1,666.09 |
1,684.93 |
1,737.03 |
|
S4 |
1,620.22 |
1,639.06 |
1,724.41 |
|
|
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% |
22.66 |
1.3% |
23% |
False |
False |
5,961 |
10 |
1,807.79 |
1,738.99 |
68.80 |
3.9% |
22.75 |
1.3% |
15% |
False |
False |
6,106 |
20 |
1,833.19 |
1,738.99 |
94.20 |
5.4% |
20.57 |
1.2% |
11% |
False |
False |
6,191 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
20.74 |
1.2% |
40% |
False |
False |
6,415 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.58 |
1.1% |
40% |
False |
False |
6,373 |
80 |
1,909.13 |
1,693.69 |
215.44 |
12.3% |
20.97 |
1.2% |
26% |
False |
False |
6,358 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.34 |
1.2% |
25% |
False |
False |
6,365 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.12 |
1.2% |
25% |
False |
False |
6,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.36 |
2.618 |
1,797.24 |
1.618 |
1,781.85 |
1.000 |
1,772.34 |
0.618 |
1,766.46 |
HIGH |
1,756.95 |
0.618 |
1,751.07 |
0.500 |
1,749.26 |
0.382 |
1,747.44 |
LOW |
1,741.56 |
0.618 |
1,732.05 |
1.000 |
1,726.17 |
1.618 |
1,716.66 |
2.618 |
1,701.27 |
4.250 |
1,676.15 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,749.51 |
1,761.93 |
PP |
1,749.38 |
1,757.83 |
S1 |
1,749.26 |
1,753.74 |
|