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 |
4,336.50 |
4,386.00 |
49.50 |
1.1% |
4,451.75 |
High |
4,406.50 |
4,455.00 |
48.50 |
1.1% |
4,483.50 |
Low |
4,321.25 |
4,385.75 |
64.50 |
1.5% |
4,406.50 |
Close |
4,384.00 |
4,438.00 |
54.00 |
1.2% |
4,421.75 |
Range |
85.25 |
69.25 |
-16.00 |
-18.8% |
77.00 |
ATR |
52.76 |
54.06 |
1.30 |
2.5% |
0.00 |
Volume |
1,767,853 |
1,447,395 |
-320,458 |
-18.1% |
9,678,453 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.00 |
4,605.25 |
4,476.00 |
|
R3 |
4,564.75 |
4,536.00 |
4,457.00 |
|
R2 |
4,495.50 |
4,495.50 |
4,450.75 |
|
R1 |
4,466.75 |
4,466.75 |
4,444.25 |
4,481.00 |
PP |
4,426.25 |
4,426.25 |
4,426.25 |
4,433.50 |
S1 |
4,397.50 |
4,397.50 |
4,431.75 |
4,412.00 |
S2 |
4,357.00 |
4,357.00 |
4,425.25 |
|
S3 |
4,287.75 |
4,328.25 |
4,419.00 |
|
S4 |
4,218.50 |
4,259.00 |
4,400.00 |
|
|
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 |
4,472.50 |
4,293.75 |
178.75 |
4.0% |
82.25 |
1.9% |
81% |
False |
False |
1,967,127 |
10 |
4,509.25 |
4,293.75 |
215.50 |
4.9% |
67.25 |
1.5% |
67% |
False |
False |
1,940,123 |
20 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
50.25 |
1.1% |
59% |
False |
False |
1,011,690 |
40 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
43.25 |
1.0% |
59% |
False |
False |
508,249 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
43.75 |
1.0% |
69% |
False |
False |
339,367 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
41.50 |
0.9% |
76% |
False |
False |
254,691 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
44.00 |
1.0% |
81% |
False |
False |
203,799 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
42.00 |
0.9% |
81% |
False |
False |
170,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,749.25 |
2.618 |
4,636.25 |
1.618 |
4,567.00 |
1.000 |
4,524.25 |
0.618 |
4,497.75 |
HIGH |
4,455.00 |
0.618 |
4,428.50 |
0.500 |
4,420.50 |
0.382 |
4,412.25 |
LOW |
4,385.75 |
0.618 |
4,343.00 |
1.000 |
4,316.50 |
1.618 |
4,273.75 |
2.618 |
4,204.50 |
4.250 |
4,091.50 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,432.00 |
4,421.50 |
PP |
4,426.25 |
4,404.75 |
S1 |
4,420.50 |
4,388.00 |
|