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 |
4,166.0 |
4,099.5 |
-66.5 |
-1.6% |
4,142.0 |
High |
4,184.0 |
4,102.5 |
-81.5 |
-1.9% |
4,184.0 |
Low |
4,082.0 |
3,974.0 |
-108.0 |
-2.6% |
4,082.0 |
Close |
4,088.5 |
4,014.0 |
-74.5 |
-1.8% |
4,088.5 |
Range |
102.0 |
128.5 |
26.5 |
26.0% |
102.0 |
ATR |
47.7 |
53.4 |
5.8 |
12.1% |
0.0 |
Volume |
1,282,881 |
1,189,970 |
-92,911 |
-7.2% |
5,599,139 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,415.7 |
4,343.3 |
4,084.7 |
|
R3 |
4,287.2 |
4,214.8 |
4,049.3 |
|
R2 |
4,158.7 |
4,158.7 |
4,037.6 |
|
R1 |
4,086.3 |
4,086.3 |
4,025.8 |
4,058.3 |
PP |
4,030.2 |
4,030.2 |
4,030.2 |
4,016.1 |
S1 |
3,957.8 |
3,957.8 |
4,002.2 |
3,929.8 |
S2 |
3,901.7 |
3,901.7 |
3,990.4 |
|
S3 |
3,773.2 |
3,829.3 |
3,978.7 |
|
S4 |
3,644.7 |
3,700.8 |
3,943.3 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.2 |
4,358.3 |
4,144.6 |
|
R3 |
4,322.2 |
4,256.3 |
4,116.6 |
|
R2 |
4,220.2 |
4,220.2 |
4,107.2 |
|
R1 |
4,154.3 |
4,154.3 |
4,097.9 |
4,136.3 |
PP |
4,118.2 |
4,118.2 |
4,118.2 |
4,109.1 |
S1 |
4,052.3 |
4,052.3 |
4,079.2 |
4,034.3 |
S2 |
4,016.2 |
4,016.2 |
4,069.8 |
|
S3 |
3,914.2 |
3,950.3 |
4,060.5 |
|
S4 |
3,812.2 |
3,848.3 |
4,032.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,184.0 |
3,974.0 |
210.0 |
5.2% |
73.3 |
1.8% |
19% |
False |
True |
1,090,762 |
10 |
4,215.5 |
3,974.0 |
241.5 |
6.0% |
62.8 |
1.6% |
17% |
False |
True |
778,827 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.2% |
46.8 |
1.2% |
16% |
False |
True |
409,737 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.2% |
36.5 |
0.9% |
16% |
False |
True |
213,114 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
37.8 |
0.9% |
39% |
False |
False |
142,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,648.6 |
2.618 |
4,438.9 |
1.618 |
4,310.4 |
1.000 |
4,231.0 |
0.618 |
4,181.9 |
HIGH |
4,102.5 |
0.618 |
4,053.4 |
0.500 |
4,038.3 |
0.382 |
4,023.1 |
LOW |
3,974.0 |
0.618 |
3,894.6 |
1.000 |
3,845.5 |
1.618 |
3,766.1 |
2.618 |
3,637.6 |
4.250 |
3,427.9 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,038.3 |
4,079.0 |
PP |
4,030.2 |
4,057.3 |
S1 |
4,022.1 |
4,035.7 |
|