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 |
1,754.2 |
1,765.5 |
11.3 |
0.6% |
1,789.8 |
High |
1,768.4 |
1,782.8 |
14.4 |
0.8% |
1,810.6 |
Low |
1,742.3 |
1,758.3 |
16.0 |
0.9% |
1,745.5 |
Close |
1,763.8 |
1,778.2 |
14.4 |
0.8% |
1,751.4 |
Range |
26.1 |
24.5 |
-1.6 |
-6.1% |
65.1 |
ATR |
24.2 |
24.2 |
0.0 |
0.1% |
0.0 |
Volume |
152,451 |
141,622 |
-10,829 |
-7.1% |
890,082 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.6 |
1,836.9 |
1,791.7 |
|
R3 |
1,822.1 |
1,812.4 |
1,784.9 |
|
R2 |
1,797.6 |
1,797.6 |
1,782.7 |
|
R1 |
1,787.9 |
1,787.9 |
1,780.4 |
1,792.8 |
PP |
1,773.1 |
1,773.1 |
1,773.1 |
1,775.5 |
S1 |
1,763.4 |
1,763.4 |
1,776.0 |
1,768.3 |
S2 |
1,748.6 |
1,748.6 |
1,773.7 |
|
S3 |
1,724.1 |
1,738.9 |
1,771.5 |
|
S4 |
1,699.6 |
1,714.4 |
1,764.7 |
|
|
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 |
1,808.5 |
1,742.3 |
66.2 |
3.7% |
28.0 |
1.6% |
54% |
False |
False |
174,378 |
10 |
1,810.6 |
1,742.3 |
68.3 |
3.8% |
24.3 |
1.4% |
53% |
False |
False |
163,578 |
20 |
1,836.9 |
1,742.3 |
94.6 |
5.3% |
22.8 |
1.3% |
38% |
False |
False |
160,903 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
23.9 |
1.3% |
63% |
False |
False |
165,866 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.7 |
1.3% |
63% |
False |
False |
122,530 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
24.0 |
1.4% |
42% |
False |
False |
92,892 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.8 |
1.3% |
42% |
False |
False |
75,306 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.3 |
1.3% |
42% |
False |
False |
63,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,886.9 |
2.618 |
1,846.9 |
1.618 |
1,822.4 |
1.000 |
1,807.3 |
0.618 |
1,797.9 |
HIGH |
1,782.8 |
0.618 |
1,773.4 |
0.500 |
1,770.6 |
0.382 |
1,767.7 |
LOW |
1,758.3 |
0.618 |
1,743.2 |
1.000 |
1,733.8 |
1.618 |
1,718.7 |
2.618 |
1,694.2 |
4.250 |
1,654.2 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,775.7 |
1,773.0 |
PP |
1,773.1 |
1,767.8 |
S1 |
1,770.6 |
1,762.6 |
|