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 |
15,466.0 |
15,150.0 |
-316.0 |
-2.0% |
15,601.0 |
High |
15,493.0 |
15,375.0 |
-118.0 |
-0.8% |
15,772.0 |
Low |
14,998.0 |
15,107.0 |
109.0 |
0.7% |
15,408.0 |
Close |
15,100.0 |
15,294.0 |
194.0 |
1.3% |
15,438.0 |
Range |
495.0 |
268.0 |
-227.0 |
-45.9% |
364.0 |
ATR |
185.9 |
192.3 |
6.4 |
3.4% |
0.0 |
Volume |
124,549 |
91,062 |
-33,487 |
-26.9% |
236,624 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,062.7 |
15,946.3 |
15,441.4 |
|
R3 |
15,794.7 |
15,678.3 |
15,367.7 |
|
R2 |
15,526.7 |
15,526.7 |
15,343.1 |
|
R1 |
15,410.3 |
15,410.3 |
15,318.6 |
15,468.5 |
PP |
15,258.7 |
15,258.7 |
15,258.7 |
15,287.8 |
S1 |
15,142.3 |
15,142.3 |
15,269.4 |
15,200.5 |
S2 |
14,990.7 |
14,990.7 |
15,244.9 |
|
S3 |
14,722.7 |
14,874.3 |
15,220.3 |
|
S4 |
14,454.7 |
14,606.3 |
15,146.6 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,631.3 |
16,398.7 |
15,638.2 |
|
R3 |
16,267.3 |
16,034.7 |
15,538.1 |
|
R2 |
15,903.3 |
15,903.3 |
15,504.7 |
|
R1 |
15,670.7 |
15,670.7 |
15,471.4 |
15,605.0 |
PP |
15,539.3 |
15,539.3 |
15,539.3 |
15,506.5 |
S1 |
15,306.7 |
15,306.7 |
15,404.6 |
15,241.0 |
S2 |
15,175.3 |
15,175.3 |
15,371.3 |
|
S3 |
14,811.3 |
14,942.7 |
15,337.9 |
|
S4 |
14,447.3 |
14,578.7 |
15,237.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,772.0 |
14,998.0 |
774.0 |
5.1% |
282.0 |
1.8% |
38% |
False |
False |
80,939 |
10 |
15,818.0 |
14,998.0 |
820.0 |
5.4% |
237.9 |
1.6% |
36% |
False |
False |
46,137 |
20 |
15,966.0 |
14,998.0 |
968.0 |
6.3% |
171.1 |
1.1% |
31% |
False |
False |
23,124 |
40 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
136.4 |
0.9% |
30% |
False |
False |
11,572 |
60 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
147.8 |
1.0% |
30% |
False |
False |
7,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,514.0 |
2.618 |
16,076.6 |
1.618 |
15,808.6 |
1.000 |
15,643.0 |
0.618 |
15,540.6 |
HIGH |
15,375.0 |
0.618 |
15,272.6 |
0.500 |
15,241.0 |
0.382 |
15,209.4 |
LOW |
15,107.0 |
0.618 |
14,941.4 |
1.000 |
14,839.0 |
1.618 |
14,673.4 |
2.618 |
14,405.4 |
4.250 |
13,968.0 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,276.3 |
15,385.0 |
PP |
15,258.7 |
15,354.7 |
S1 |
15,241.0 |
15,324.3 |
|