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 |
34,610 |
34,400 |
-210 |
-0.6% |
34,530 |
High |
34,710 |
34,413 |
-297 |
-0.9% |
34,997 |
Low |
34,354 |
33,478 |
-876 |
-2.5% |
34,354 |
Close |
34,462 |
33,839 |
-623 |
-1.8% |
34,462 |
Range |
356 |
935 |
579 |
162.6% |
643 |
ATR |
352 |
397 |
45 |
12.8% |
0 |
Volume |
186,984 |
310,800 |
123,816 |
66.2% |
971,200 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,715 |
36,212 |
34,353 |
|
R3 |
35,780 |
35,277 |
34,096 |
|
R2 |
34,845 |
34,845 |
34,011 |
|
R1 |
34,342 |
34,342 |
33,925 |
34,126 |
PP |
33,910 |
33,910 |
33,910 |
33,802 |
S1 |
33,407 |
33,407 |
33,753 |
33,191 |
S2 |
32,975 |
32,975 |
33,668 |
|
S3 |
32,040 |
32,472 |
33,582 |
|
S4 |
31,105 |
31,537 |
33,325 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,533 |
36,141 |
34,816 |
|
R3 |
35,890 |
35,498 |
34,639 |
|
R2 |
35,247 |
35,247 |
34,580 |
|
R1 |
34,855 |
34,855 |
34,521 |
34,730 |
PP |
34,604 |
34,604 |
34,604 |
34,542 |
S1 |
34,212 |
34,212 |
34,403 |
34,087 |
S2 |
33,961 |
33,961 |
34,344 |
|
S3 |
33,318 |
33,569 |
34,285 |
|
S4 |
32,675 |
32,926 |
34,108 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,907 |
33,478 |
1,429 |
4.2% |
522 |
1.5% |
25% |
False |
True |
211,884 |
10 |
35,357 |
33,478 |
1,879 |
5.6% |
476 |
1.4% |
19% |
False |
True |
145,755 |
20 |
35,383 |
33,478 |
1,905 |
5.6% |
351 |
1.0% |
19% |
False |
True |
73,015 |
40 |
35,429 |
33,478 |
1,951 |
5.8% |
330 |
1.0% |
19% |
False |
True |
36,569 |
60 |
35,429 |
33,478 |
1,951 |
5.8% |
343 |
1.0% |
19% |
False |
True |
24,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,387 |
2.618 |
36,861 |
1.618 |
35,926 |
1.000 |
35,348 |
0.618 |
34,991 |
HIGH |
34,413 |
0.618 |
34,056 |
0.500 |
33,946 |
0.382 |
33,835 |
LOW |
33,478 |
0.618 |
32,900 |
1.000 |
32,543 |
1.618 |
31,965 |
2.618 |
31,030 |
4.250 |
29,504 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
33,946 |
34,152 |
PP |
33,910 |
34,048 |
S1 |
33,875 |
33,943 |
|