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 |
15,248.0 |
15,528.0 |
280.0 |
1.8% |
15,601.0 |
High |
15,530.0 |
15,677.0 |
147.0 |
0.9% |
15,772.0 |
Low |
15,231.0 |
15,521.0 |
290.0 |
1.9% |
15,408.0 |
Close |
15,471.0 |
15,626.0 |
155.0 |
1.0% |
15,438.0 |
Range |
299.0 |
156.0 |
-143.0 |
-47.8% |
364.0 |
ATR |
199.9 |
200.3 |
0.4 |
0.2% |
0.0 |
Volume |
73,464 |
70,665 |
-2,799 |
-3.8% |
236,624 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,076.0 |
16,007.0 |
15,711.8 |
|
R3 |
15,920.0 |
15,851.0 |
15,668.9 |
|
R2 |
15,764.0 |
15,764.0 |
15,654.6 |
|
R1 |
15,695.0 |
15,695.0 |
15,640.3 |
15,729.5 |
PP |
15,608.0 |
15,608.0 |
15,608.0 |
15,625.3 |
S1 |
15,539.0 |
15,539.0 |
15,611.7 |
15,573.5 |
S2 |
15,452.0 |
15,452.0 |
15,597.4 |
|
S3 |
15,296.0 |
15,383.0 |
15,583.1 |
|
S4 |
15,140.0 |
15,227.0 |
15,540.2 |
|
|
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 |
5.0% |
316.4 |
2.0% |
81% |
False |
False |
94,471 |
10 |
15,772.0 |
14,998.0 |
774.0 |
5.0% |
234.4 |
1.5% |
81% |
False |
False |
60,138 |
20 |
15,966.0 |
14,998.0 |
968.0 |
6.2% |
189.6 |
1.2% |
65% |
False |
False |
30,329 |
40 |
15,991.0 |
14,998.0 |
993.0 |
6.4% |
142.2 |
0.9% |
63% |
False |
False |
15,173 |
60 |
15,991.0 |
14,998.0 |
993.0 |
6.4% |
149.4 |
1.0% |
63% |
False |
False |
10,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,340.0 |
2.618 |
16,085.4 |
1.618 |
15,929.4 |
1.000 |
15,833.0 |
0.618 |
15,773.4 |
HIGH |
15,677.0 |
0.618 |
15,617.4 |
0.500 |
15,599.0 |
0.382 |
15,580.6 |
LOW |
15,521.0 |
0.618 |
15,424.6 |
1.000 |
15,365.0 |
1.618 |
15,268.6 |
2.618 |
15,112.6 |
4.250 |
14,858.0 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,617.0 |
15,548.0 |
PP |
15,608.0 |
15,470.0 |
S1 |
15,599.0 |
15,392.0 |
|