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 |
1,775.0 |
1,769.2 |
-5.8 |
-0.3% |
1,789.8 |
High |
1,788.4 |
1,777.1 |
-11.3 |
-0.6% |
1,810.6 |
Low |
1,764.6 |
1,737.5 |
-27.1 |
-1.5% |
1,745.5 |
Close |
1,778.8 |
1,749.8 |
-29.0 |
-1.6% |
1,751.4 |
Range |
23.8 |
39.6 |
15.8 |
66.4% |
65.1 |
ATR |
24.1 |
25.4 |
1.2 |
5.1% |
0.0 |
Volume |
172,348 |
225,456 |
53,108 |
30.8% |
890,082 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.6 |
1,851.3 |
1,771.6 |
|
R3 |
1,834.0 |
1,811.7 |
1,760.7 |
|
R2 |
1,794.4 |
1,794.4 |
1,757.1 |
|
R1 |
1,772.1 |
1,772.1 |
1,753.4 |
1,763.5 |
PP |
1,754.8 |
1,754.8 |
1,754.8 |
1,750.5 |
S1 |
1,732.5 |
1,732.5 |
1,746.2 |
1,723.9 |
S2 |
1,715.2 |
1,715.2 |
1,742.5 |
|
S3 |
1,675.6 |
1,692.9 |
1,738.9 |
|
S4 |
1,636.0 |
1,653.3 |
1,728.0 |
|
|
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 |
1,788.4 |
1,737.5 |
50.9 |
2.9% |
26.9 |
1.5% |
24% |
False |
True |
175,026 |
10 |
1,810.6 |
1,737.5 |
73.1 |
4.2% |
26.7 |
1.5% |
17% |
False |
True |
171,820 |
20 |
1,836.9 |
1,737.5 |
99.4 |
5.7% |
24.4 |
1.4% |
12% |
False |
True |
166,881 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
24.7 |
1.4% |
46% |
False |
False |
168,904 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.0 |
1.3% |
45% |
False |
False |
128,972 |
80 |
1,915.7 |
1,675.9 |
239.8 |
13.7% |
24.2 |
1.4% |
31% |
False |
False |
97,766 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.0 |
1.4% |
30% |
False |
False |
79,243 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.5 |
1.3% |
30% |
False |
False |
66,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.4 |
2.618 |
1,880.8 |
1.618 |
1,841.2 |
1.000 |
1,816.7 |
0.618 |
1,801.6 |
HIGH |
1,777.1 |
0.618 |
1,762.0 |
0.500 |
1,757.3 |
0.382 |
1,752.6 |
LOW |
1,737.5 |
0.618 |
1,713.0 |
1.000 |
1,697.9 |
1.618 |
1,673.4 |
2.618 |
1,633.8 |
4.250 |
1,569.2 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,757.3 |
1,763.0 |
PP |
1,754.8 |
1,758.6 |
S1 |
1,752.3 |
1,754.2 |
|