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 |
1,769.2 |
1,743.7 |
-25.5 |
-1.4% |
1,754.2 |
High |
1,777.1 |
1,758.0 |
-19.1 |
-1.1% |
1,788.4 |
Low |
1,737.5 |
1,740.2 |
2.7 |
0.2% |
1,737.5 |
Close |
1,749.8 |
1,751.7 |
1.9 |
0.1% |
1,751.7 |
Range |
39.6 |
17.8 |
-21.8 |
-55.1% |
50.9 |
ATR |
25.4 |
24.8 |
-0.5 |
-2.1% |
0.0 |
Volume |
225,456 |
151,552 |
-73,904 |
-32.8% |
843,429 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.4 |
1,795.3 |
1,761.5 |
|
R3 |
1,785.6 |
1,777.5 |
1,756.6 |
|
R2 |
1,767.8 |
1,767.8 |
1,755.0 |
|
R1 |
1,759.7 |
1,759.7 |
1,753.3 |
1,763.8 |
PP |
1,750.0 |
1,750.0 |
1,750.0 |
1,752.0 |
S1 |
1,741.9 |
1,741.9 |
1,750.1 |
1,746.0 |
S2 |
1,732.2 |
1,732.2 |
1,748.4 |
|
S3 |
1,714.4 |
1,724.1 |
1,746.8 |
|
S4 |
1,696.6 |
1,706.3 |
1,741.9 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.9 |
1,882.7 |
1,779.7 |
|
R3 |
1,861.0 |
1,831.8 |
1,765.7 |
|
R2 |
1,810.1 |
1,810.1 |
1,761.0 |
|
R1 |
1,780.9 |
1,780.9 |
1,756.4 |
1,770.1 |
PP |
1,759.2 |
1,759.2 |
1,759.2 |
1,753.8 |
S1 |
1,730.0 |
1,730.0 |
1,747.0 |
1,719.2 |
S2 |
1,708.3 |
1,708.3 |
1,742.4 |
|
S3 |
1,657.4 |
1,679.1 |
1,737.7 |
|
S4 |
1,606.5 |
1,628.2 |
1,723.7 |
|
|
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% |
26.4 |
1.5% |
28% |
False |
False |
168,685 |
10 |
1,810.6 |
1,737.5 |
73.1 |
4.2% |
26.7 |
1.5% |
19% |
False |
False |
173,351 |
20 |
1,836.9 |
1,737.5 |
99.4 |
5.7% |
24.4 |
1.4% |
14% |
False |
False |
167,732 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.2% |
24.5 |
1.4% |
47% |
False |
False |
167,392 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.0 |
1.3% |
46% |
False |
False |
131,426 |
80 |
1,915.7 |
1,675.9 |
239.8 |
13.7% |
24.3 |
1.4% |
32% |
False |
False |
99,622 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.9 |
1.4% |
31% |
False |
False |
80,731 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.5 |
1.3% |
31% |
False |
False |
67,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.7 |
2.618 |
1,804.6 |
1.618 |
1,786.8 |
1.000 |
1,775.8 |
0.618 |
1,769.0 |
HIGH |
1,758.0 |
0.618 |
1,751.2 |
0.500 |
1,749.1 |
0.382 |
1,747.0 |
LOW |
1,740.2 |
0.618 |
1,729.2 |
1.000 |
1,722.4 |
1.618 |
1,711.4 |
2.618 |
1,693.6 |
4.250 |
1,664.6 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,750.8 |
1,763.0 |
PP |
1,750.0 |
1,759.2 |
S1 |
1,749.1 |
1,755.5 |
|