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 |
1,754.6 |
1,754.2 |
-0.4 |
0.0% |
1,789.8 |
High |
1,767.8 |
1,768.4 |
0.6 |
0.0% |
1,810.6 |
Low |
1,747.1 |
1,742.3 |
-4.8 |
-0.3% |
1,745.5 |
Close |
1,751.4 |
1,763.8 |
12.4 |
0.7% |
1,751.4 |
Range |
20.7 |
26.1 |
5.4 |
26.1% |
65.1 |
ATR |
24.0 |
24.2 |
0.1 |
0.6% |
0.0 |
Volume |
183,254 |
152,451 |
-30,803 |
-16.8% |
890,082 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.5 |
1,826.2 |
1,778.2 |
|
R3 |
1,810.4 |
1,800.1 |
1,771.0 |
|
R2 |
1,784.3 |
1,784.3 |
1,768.6 |
|
R1 |
1,774.0 |
1,774.0 |
1,766.2 |
1,779.2 |
PP |
1,758.2 |
1,758.2 |
1,758.2 |
1,760.7 |
S1 |
1,747.9 |
1,747.9 |
1,761.4 |
1,753.1 |
S2 |
1,732.1 |
1,732.1 |
1,759.0 |
|
S3 |
1,706.0 |
1,721.8 |
1,756.6 |
|
S4 |
1,679.9 |
1,695.7 |
1,749.4 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.5 |
1,923.0 |
1,787.2 |
|
R3 |
1,899.4 |
1,857.9 |
1,769.3 |
|
R2 |
1,834.3 |
1,834.3 |
1,763.3 |
|
R1 |
1,792.8 |
1,792.8 |
1,757.4 |
1,781.0 |
PP |
1,769.2 |
1,769.2 |
1,769.2 |
1,763.3 |
S1 |
1,727.7 |
1,727.7 |
1,745.4 |
1,715.9 |
S2 |
1,704.1 |
1,704.1 |
1,739.5 |
|
S3 |
1,639.0 |
1,662.6 |
1,733.5 |
|
S4 |
1,573.9 |
1,597.5 |
1,715.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,810.6 |
1,742.3 |
68.3 |
3.9% |
29.1 |
1.6% |
31% |
False |
True |
185,644 |
10 |
1,833.5 |
1,742.3 |
91.2 |
5.2% |
25.8 |
1.5% |
24% |
False |
True |
174,663 |
20 |
1,836.9 |
1,742.3 |
94.6 |
5.4% |
23.1 |
1.3% |
23% |
False |
True |
161,638 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.7 |
1.3% |
54% |
False |
False |
164,432 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.6 |
1.3% |
54% |
False |
False |
120,228 |
80 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
36% |
False |
False |
91,172 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
36% |
False |
False |
73,913 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.4 |
1.3% |
36% |
False |
False |
61,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.3 |
2.618 |
1,836.7 |
1.618 |
1,810.6 |
1.000 |
1,794.5 |
0.618 |
1,784.5 |
HIGH |
1,768.4 |
0.618 |
1,758.4 |
0.500 |
1,755.4 |
0.382 |
1,752.3 |
LOW |
1,742.3 |
0.618 |
1,726.2 |
1.000 |
1,716.2 |
1.618 |
1,700.1 |
2.618 |
1,674.0 |
4.250 |
1,631.4 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,761.0 |
1,769.8 |
PP |
1,758.2 |
1,767.8 |
S1 |
1,755.4 |
1,765.8 |
|