Trading Metrics calculated at close of trading on 22-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,025.0 |
4,049.5 |
24.5 |
0.6% |
4,142.0 |
High |
4,085.5 |
4,145.5 |
60.0 |
1.5% |
4,184.0 |
Low |
4,014.0 |
4,047.0 |
33.0 |
0.8% |
4,082.0 |
Close |
4,065.0 |
4,123.0 |
58.0 |
1.4% |
4,088.5 |
Range |
71.5 |
98.5 |
27.0 |
37.8% |
102.0 |
ATR |
54.7 |
57.8 |
3.1 |
5.7% |
0.0 |
Volume |
923,696 |
767,922 |
-155,774 |
-16.9% |
5,599,139 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.7 |
4,360.3 |
4,177.2 |
|
R3 |
4,302.2 |
4,261.8 |
4,150.1 |
|
R2 |
4,203.7 |
4,203.7 |
4,141.1 |
|
R1 |
4,163.3 |
4,163.3 |
4,132.0 |
4,183.5 |
PP |
4,105.2 |
4,105.2 |
4,105.2 |
4,115.3 |
S1 |
4,064.8 |
4,064.8 |
4,114.0 |
4,085.0 |
S2 |
4,006.7 |
4,006.7 |
4,104.9 |
|
S3 |
3,908.2 |
3,966.3 |
4,095.9 |
|
S4 |
3,809.7 |
3,867.8 |
4,068.8 |
|
|
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 |
5.1% |
88.3 |
2.1% |
71% |
False |
False |
979,068 |
10 |
4,184.0 |
3,974.0 |
210.0 |
5.1% |
70.3 |
1.7% |
71% |
False |
False |
920,012 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
52.7 |
1.3% |
60% |
False |
False |
493,141 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
39.4 |
1.0% |
60% |
False |
False |
255,310 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
40.3 |
1.0% |
71% |
False |
False |
171,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,564.1 |
2.618 |
4,403.4 |
1.618 |
4,304.9 |
1.000 |
4,244.0 |
0.618 |
4,206.4 |
HIGH |
4,145.5 |
0.618 |
4,107.9 |
0.500 |
4,096.3 |
0.382 |
4,084.6 |
LOW |
4,047.0 |
0.618 |
3,986.1 |
1.000 |
3,948.5 |
1.618 |
3,887.6 |
2.618 |
3,789.1 |
4.250 |
3,628.4 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,114.1 |
4,101.9 |
PP |
4,105.2 |
4,080.8 |
S1 |
4,096.3 |
4,059.8 |
|