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 |
4,342.50 |
4,336.50 |
-6.00 |
-0.1% |
4,451.75 |
High |
4,395.75 |
4,406.50 |
10.75 |
0.2% |
4,483.50 |
Low |
4,329.25 |
4,321.25 |
-8.00 |
-0.2% |
4,406.50 |
Close |
4,343.25 |
4,384.00 |
40.75 |
0.9% |
4,421.75 |
Range |
66.50 |
85.25 |
18.75 |
28.2% |
77.00 |
ATR |
50.26 |
52.76 |
2.50 |
5.0% |
0.00 |
Volume |
1,941,006 |
1,767,853 |
-173,153 |
-8.9% |
9,678,453 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,626.25 |
4,590.50 |
4,431.00 |
|
R3 |
4,541.00 |
4,505.25 |
4,407.50 |
|
R2 |
4,455.75 |
4,455.75 |
4,399.75 |
|
R1 |
4,420.00 |
4,420.00 |
4,391.75 |
4,438.00 |
PP |
4,370.50 |
4,370.50 |
4,370.50 |
4,379.50 |
S1 |
4,334.75 |
4,334.75 |
4,376.25 |
4,352.50 |
S2 |
4,285.25 |
4,285.25 |
4,368.25 |
|
S3 |
4,200.00 |
4,249.50 |
4,360.50 |
|
S4 |
4,114.75 |
4,164.25 |
4,337.00 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.25 |
4,622.00 |
4,464.00 |
|
R3 |
4,591.25 |
4,545.00 |
4,443.00 |
|
R2 |
4,514.25 |
4,514.25 |
4,435.75 |
|
R1 |
4,468.00 |
4,468.00 |
4,428.75 |
4,452.50 |
PP |
4,437.25 |
4,437.25 |
4,437.25 |
4,429.50 |
S1 |
4,391.00 |
4,391.00 |
4,414.75 |
4,375.50 |
S2 |
4,360.25 |
4,360.25 |
4,407.75 |
|
S3 |
4,283.25 |
4,314.00 |
4,400.50 |
|
S4 |
4,206.25 |
4,237.00 |
4,379.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,478.50 |
4,293.75 |
184.75 |
4.2% |
77.50 |
1.8% |
49% |
False |
False |
1,975,612 |
10 |
4,519.75 |
4,293.75 |
226.00 |
5.2% |
64.50 |
1.5% |
40% |
False |
False |
1,845,214 |
20 |
4,539.50 |
4,293.75 |
245.75 |
5.6% |
47.75 |
1.1% |
37% |
False |
False |
939,672 |
40 |
4,539.50 |
4,293.75 |
245.75 |
5.6% |
42.25 |
1.0% |
37% |
False |
False |
472,145 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.4% |
43.00 |
1.0% |
52% |
False |
False |
315,255 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.6% |
41.25 |
0.9% |
63% |
False |
False |
236,600 |
100 |
4,539.50 |
4,011.25 |
528.25 |
12.0% |
43.50 |
1.0% |
71% |
False |
False |
189,325 |
120 |
4,539.50 |
4,002.00 |
537.50 |
12.3% |
41.75 |
1.0% |
71% |
False |
False |
158,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,768.75 |
2.618 |
4,629.75 |
1.618 |
4,544.50 |
1.000 |
4,491.75 |
0.618 |
4,459.25 |
HIGH |
4,406.50 |
0.618 |
4,374.00 |
0.500 |
4,364.00 |
0.382 |
4,353.75 |
LOW |
4,321.25 |
0.618 |
4,268.50 |
1.000 |
4,236.00 |
1.618 |
4,183.25 |
2.618 |
4,098.00 |
4.250 |
3,959.00 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,377.25 |
4,374.50 |
PP |
4,370.50 |
4,365.25 |
S1 |
4,364.00 |
4,356.00 |
|