Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,497.75 |
15,284.00 |
-213.75 |
-1.4% |
15,443.00 |
High |
15,528.25 |
15,338.25 |
-190.00 |
-1.2% |
15,557.50 |
Low |
15,276.25 |
14,807.50 |
-468.75 |
-3.1% |
15,276.25 |
Close |
15,326.00 |
15,009.50 |
-316.50 |
-2.1% |
15,326.00 |
Range |
252.00 |
530.75 |
278.75 |
110.6% |
281.25 |
ATR |
175.13 |
200.53 |
25.40 |
14.5% |
0.00 |
Volume |
641,864 |
845,911 |
204,047 |
31.8% |
2,732,430 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,644.00 |
16,357.50 |
15,301.50 |
|
R3 |
16,113.25 |
15,826.75 |
15,155.50 |
|
R2 |
15,582.50 |
15,582.50 |
15,106.75 |
|
R1 |
15,296.00 |
15,296.00 |
15,058.25 |
15,174.00 |
PP |
15,051.75 |
15,051.75 |
15,051.75 |
14,990.75 |
S1 |
14,765.25 |
14,765.25 |
14,960.75 |
14,643.00 |
S2 |
14,521.00 |
14,521.00 |
14,912.25 |
|
S3 |
13,990.25 |
14,234.50 |
14,863.50 |
|
S4 |
13,459.50 |
13,703.75 |
14,717.50 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,230.25 |
16,059.50 |
15,480.75 |
|
R3 |
15,949.00 |
15,778.25 |
15,403.25 |
|
R2 |
15,667.75 |
15,667.75 |
15,377.50 |
|
R1 |
15,497.00 |
15,497.00 |
15,351.75 |
15,441.75 |
PP |
15,386.50 |
15,386.50 |
15,386.50 |
15,359.00 |
S1 |
15,215.75 |
15,215.75 |
15,300.25 |
15,160.50 |
S2 |
15,105.25 |
15,105.25 |
15,274.50 |
|
S3 |
14,824.00 |
14,934.50 |
15,248.75 |
|
S4 |
14,542.75 |
14,653.25 |
15,171.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,532.50 |
14,807.50 |
725.00 |
4.8% |
268.50 |
1.8% |
28% |
False |
True |
602,593 |
10 |
15,702.25 |
14,807.50 |
894.75 |
6.0% |
219.00 |
1.5% |
23% |
False |
True |
404,007 |
20 |
15,702.25 |
14,807.50 |
894.75 |
6.0% |
178.75 |
1.2% |
23% |
False |
True |
202,781 |
40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.7% |
177.50 |
1.2% |
31% |
False |
False |
101,890 |
60 |
15,702.25 |
14,303.50 |
1,398.75 |
9.3% |
176.00 |
1.2% |
50% |
False |
False |
68,160 |
80 |
15,702.25 |
13,450.00 |
2,252.25 |
15.0% |
173.50 |
1.2% |
69% |
False |
False |
51,185 |
100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.7% |
187.25 |
1.2% |
75% |
False |
False |
40,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,594.00 |
2.618 |
16,727.75 |
1.618 |
16,197.00 |
1.000 |
15,869.00 |
0.618 |
15,666.25 |
HIGH |
15,338.25 |
0.618 |
15,135.50 |
0.500 |
15,073.00 |
0.382 |
15,010.25 |
LOW |
14,807.50 |
0.618 |
14,479.50 |
1.000 |
14,276.75 |
1.618 |
13,948.75 |
2.618 |
13,418.00 |
4.250 |
12,551.75 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,073.00 |
15,170.00 |
PP |
15,051.75 |
15,116.50 |
S1 |
15,030.50 |
15,063.00 |
|