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 |
4,140.5 |
4,185.5 |
45.0 |
1.1% |
4,099.5 |
High |
4,185.5 |
4,200.5 |
15.0 |
0.4% |
4,200.5 |
Low |
4,137.5 |
4,128.5 |
-9.0 |
-0.2% |
3,974.0 |
Close |
4,174.0 |
4,136.5 |
-37.5 |
-0.9% |
4,136.5 |
Range |
48.0 |
72.0 |
24.0 |
50.0% |
226.5 |
ATR |
58.2 |
59.2 |
1.0 |
1.7% |
0.0 |
Volume |
658,815 |
574,050 |
-84,765 |
-12.9% |
4,114,453 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,371.2 |
4,325.8 |
4,176.1 |
|
R3 |
4,299.2 |
4,253.8 |
4,156.3 |
|
R2 |
4,227.2 |
4,227.2 |
4,149.7 |
|
R1 |
4,181.8 |
4,181.8 |
4,143.1 |
4,168.5 |
PP |
4,155.2 |
4,155.2 |
4,155.2 |
4,148.5 |
S1 |
4,109.8 |
4,109.8 |
4,129.9 |
4,096.5 |
S2 |
4,083.2 |
4,083.2 |
4,123.3 |
|
S3 |
4,011.2 |
4,037.8 |
4,116.7 |
|
S4 |
3,939.2 |
3,965.8 |
4,096.9 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.2 |
4,686.3 |
4,261.1 |
|
R3 |
4,556.7 |
4,459.8 |
4,198.8 |
|
R2 |
4,330.2 |
4,330.2 |
4,178.0 |
|
R1 |
4,233.3 |
4,233.3 |
4,157.3 |
4,281.8 |
PP |
4,103.7 |
4,103.7 |
4,103.7 |
4,127.9 |
S1 |
4,006.8 |
4,006.8 |
4,115.7 |
4,055.3 |
S2 |
3,877.2 |
3,877.2 |
4,095.0 |
|
S3 |
3,650.7 |
3,780.3 |
4,074.2 |
|
S4 |
3,424.2 |
3,553.8 |
4,011.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,200.5 |
3,974.0 |
226.5 |
5.5% |
83.7 |
2.0% |
72% |
True |
False |
822,890 |
10 |
4,200.5 |
3,974.0 |
226.5 |
5.5% |
71.1 |
1.7% |
72% |
True |
False |
971,359 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
56.8 |
1.4% |
66% |
False |
False |
547,112 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
41.1 |
1.0% |
66% |
False |
False |
286,102 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
40.4 |
1.0% |
75% |
False |
False |
191,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,506.5 |
2.618 |
4,389.0 |
1.618 |
4,317.0 |
1.000 |
4,272.5 |
0.618 |
4,245.0 |
HIGH |
4,200.5 |
0.618 |
4,173.0 |
0.500 |
4,164.5 |
0.382 |
4,156.0 |
LOW |
4,128.5 |
0.618 |
4,084.0 |
1.000 |
4,056.5 |
1.618 |
4,012.0 |
2.618 |
3,940.0 |
4.250 |
3,822.5 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,164.5 |
4,132.3 |
PP |
4,155.2 |
4,128.0 |
S1 |
4,145.8 |
4,123.8 |
|