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 |
4,386.00 |
4,439.00 |
53.00 |
1.2% |
4,411.75 |
High |
4,455.00 |
4,453.00 |
-2.00 |
0.0% |
4,455.00 |
Low |
4,385.75 |
4,410.75 |
25.00 |
0.6% |
4,293.75 |
Close |
4,438.00 |
4,445.75 |
7.75 |
0.2% |
4,445.75 |
Range |
69.25 |
42.25 |
-27.00 |
-39.0% |
161.25 |
ATR |
54.06 |
53.22 |
-0.84 |
-1.6% |
0.00 |
Volume |
1,447,395 |
1,182,037 |
-265,358 |
-18.3% |
9,049,631 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.25 |
4,546.75 |
4,469.00 |
|
R3 |
4,521.00 |
4,504.50 |
4,457.25 |
|
R2 |
4,478.75 |
4,478.75 |
4,453.50 |
|
R1 |
4,462.25 |
4,462.25 |
4,449.50 |
4,470.50 |
PP |
4,436.50 |
4,436.50 |
4,436.50 |
4,440.50 |
S1 |
4,420.00 |
4,420.00 |
4,442.00 |
4,428.25 |
S2 |
4,394.25 |
4,394.25 |
4,438.00 |
|
S3 |
4,352.00 |
4,377.75 |
4,434.25 |
|
S4 |
4,309.75 |
4,335.50 |
4,422.50 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.00 |
4,825.00 |
4,534.50 |
|
R3 |
4,720.75 |
4,663.75 |
4,490.00 |
|
R2 |
4,559.50 |
4,559.50 |
4,475.25 |
|
R1 |
4,502.50 |
4,502.50 |
4,460.50 |
4,531.00 |
PP |
4,398.25 |
4,398.25 |
4,398.25 |
4,412.50 |
S1 |
4,341.25 |
4,341.25 |
4,431.00 |
4,369.75 |
S2 |
4,237.00 |
4,237.00 |
4,416.25 |
|
S3 |
4,075.75 |
4,180.00 |
4,401.50 |
|
S4 |
3,914.50 |
4,018.75 |
4,357.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,455.00 |
4,293.75 |
161.25 |
3.6% |
77.50 |
1.7% |
94% |
False |
False |
1,809,926 |
10 |
4,483.50 |
4,293.75 |
189.75 |
4.3% |
65.25 |
1.5% |
80% |
False |
False |
1,872,808 |
20 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
50.75 |
1.1% |
62% |
False |
False |
1,070,307 |
40 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
43.25 |
1.0% |
62% |
False |
False |
537,725 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
44.00 |
1.0% |
71% |
False |
False |
359,047 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
41.75 |
0.9% |
78% |
False |
False |
269,454 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
44.00 |
1.0% |
82% |
False |
False |
215,618 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
42.25 |
0.9% |
82% |
False |
False |
180,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,632.50 |
2.618 |
4,563.50 |
1.618 |
4,521.25 |
1.000 |
4,495.25 |
0.618 |
4,479.00 |
HIGH |
4,453.00 |
0.618 |
4,436.75 |
0.500 |
4,432.00 |
0.382 |
4,427.00 |
LOW |
4,410.75 |
0.618 |
4,384.75 |
1.000 |
4,368.50 |
1.618 |
4,342.50 |
2.618 |
4,300.25 |
4.250 |
4,231.25 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,441.00 |
4,426.50 |
PP |
4,436.50 |
4,407.25 |
S1 |
4,432.00 |
4,388.00 |
|