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 |
4,049.5 |
4,140.5 |
91.0 |
2.2% |
4,142.0 |
High |
4,145.5 |
4,185.5 |
40.0 |
1.0% |
4,184.0 |
Low |
4,047.0 |
4,137.5 |
90.5 |
2.2% |
4,082.0 |
Close |
4,123.0 |
4,174.0 |
51.0 |
1.2% |
4,088.5 |
Range |
98.5 |
48.0 |
-50.5 |
-51.3% |
102.0 |
ATR |
57.8 |
58.2 |
0.3 |
0.6% |
0.0 |
Volume |
767,922 |
658,815 |
-109,107 |
-14.2% |
5,599,139 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,309.7 |
4,289.8 |
4,200.4 |
|
R3 |
4,261.7 |
4,241.8 |
4,187.2 |
|
R2 |
4,213.7 |
4,213.7 |
4,182.8 |
|
R1 |
4,193.8 |
4,193.8 |
4,178.4 |
4,203.8 |
PP |
4,165.7 |
4,165.7 |
4,165.7 |
4,170.6 |
S1 |
4,145.8 |
4,145.8 |
4,169.6 |
4,155.8 |
S2 |
4,117.7 |
4,117.7 |
4,165.2 |
|
S3 |
4,069.7 |
4,097.8 |
4,160.8 |
|
S4 |
4,021.7 |
4,049.8 |
4,147.6 |
|
|
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 |
4,185.5 |
3,974.0 |
211.5 |
5.1% |
89.7 |
2.1% |
95% |
True |
False |
964,656 |
10 |
4,185.5 |
3,974.0 |
211.5 |
5.1% |
69.1 |
1.7% |
95% |
True |
False |
951,177 |
20 |
4,221.5 |
3,974.0 |
247.5 |
5.9% |
54.7 |
1.3% |
81% |
False |
False |
524,683 |
40 |
4,221.5 |
3,974.0 |
247.5 |
5.9% |
39.8 |
1.0% |
81% |
False |
False |
271,752 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
40.2 |
1.0% |
86% |
False |
False |
182,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,389.5 |
2.618 |
4,311.2 |
1.618 |
4,263.2 |
1.000 |
4,233.5 |
0.618 |
4,215.2 |
HIGH |
4,185.5 |
0.618 |
4,167.2 |
0.500 |
4,161.5 |
0.382 |
4,155.8 |
LOW |
4,137.5 |
0.618 |
4,107.8 |
1.000 |
4,089.5 |
1.618 |
4,059.8 |
2.618 |
4,011.8 |
4.250 |
3,933.5 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,169.8 |
4,149.3 |
PP |
4,165.7 |
4,124.5 |
S1 |
4,161.5 |
4,099.8 |
|