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 |
4,099.5 |
4,025.0 |
-74.5 |
-1.8% |
4,142.0 |
High |
4,102.5 |
4,085.5 |
-17.0 |
-0.4% |
4,184.0 |
Low |
3,974.0 |
4,014.0 |
40.0 |
1.0% |
4,082.0 |
Close |
4,014.0 |
4,065.0 |
51.0 |
1.3% |
4,088.5 |
Range |
128.5 |
71.5 |
-57.0 |
-44.4% |
102.0 |
ATR |
53.4 |
54.7 |
1.3 |
2.4% |
0.0 |
Volume |
1,189,970 |
923,696 |
-266,274 |
-22.4% |
5,599,139 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,269.3 |
4,238.7 |
4,104.3 |
|
R3 |
4,197.8 |
4,167.2 |
4,084.7 |
|
R2 |
4,126.3 |
4,126.3 |
4,078.1 |
|
R1 |
4,095.7 |
4,095.7 |
4,071.6 |
4,111.0 |
PP |
4,054.8 |
4,054.8 |
4,054.8 |
4,062.5 |
S1 |
4,024.2 |
4,024.2 |
4,058.4 |
4,039.5 |
S2 |
3,983.3 |
3,983.3 |
4,051.9 |
|
S3 |
3,911.8 |
3,952.7 |
4,045.3 |
|
S4 |
3,840.3 |
3,881.2 |
4,025.7 |
|
|
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% |
79.8 |
2.0% |
43% |
False |
False |
1,007,608 |
10 |
4,193.5 |
3,974.0 |
219.5 |
5.4% |
66.9 |
1.6% |
41% |
False |
False |
856,395 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
49.3 |
1.2% |
37% |
False |
False |
455,708 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
37.7 |
0.9% |
37% |
False |
False |
236,142 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
39.0 |
1.0% |
54% |
False |
False |
158,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,389.4 |
2.618 |
4,272.7 |
1.618 |
4,201.2 |
1.000 |
4,157.0 |
0.618 |
4,129.7 |
HIGH |
4,085.5 |
0.618 |
4,058.2 |
0.500 |
4,049.8 |
0.382 |
4,041.3 |
LOW |
4,014.0 |
0.618 |
3,969.8 |
1.000 |
3,942.5 |
1.618 |
3,898.3 |
2.618 |
3,826.8 |
4.250 |
3,710.1 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,059.9 |
4,079.0 |
PP |
4,054.8 |
4,074.3 |
S1 |
4,049.8 |
4,069.7 |
|