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 |
33,806 |
33,761 |
-45 |
-0.1% |
34,530 |
High |
34,236 |
34,319 |
83 |
0.2% |
34,997 |
Low |
33,712 |
33,638 |
-74 |
-0.2% |
34,354 |
Close |
33,798 |
34,129 |
331 |
1.0% |
34,462 |
Range |
524 |
681 |
157 |
30.0% |
643 |
ATR |
406 |
426 |
20 |
4.8% |
0 |
Volume |
237,057 |
217,014 |
-20,043 |
-8.5% |
971,200 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,072 |
35,781 |
34,504 |
|
R3 |
35,391 |
35,100 |
34,316 |
|
R2 |
34,710 |
34,710 |
34,254 |
|
R1 |
34,419 |
34,419 |
34,192 |
34,565 |
PP |
34,029 |
34,029 |
34,029 |
34,101 |
S1 |
33,738 |
33,738 |
34,067 |
33,884 |
S2 |
33,348 |
33,348 |
34,004 |
|
S3 |
32,667 |
33,057 |
33,942 |
|
S4 |
31,986 |
32,376 |
33,755 |
|
|
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 |
34,826 |
33,478 |
1,348 |
3.9% |
582 |
1.7% |
48% |
False |
False |
224,123 |
10 |
35,076 |
33,478 |
1,598 |
4.7% |
526 |
1.5% |
41% |
False |
False |
190,297 |
20 |
35,383 |
33,478 |
1,905 |
5.6% |
390 |
1.1% |
34% |
False |
False |
95,702 |
40 |
35,429 |
33,478 |
1,951 |
5.7% |
346 |
1.0% |
33% |
False |
False |
47,916 |
60 |
35,429 |
33,478 |
1,951 |
5.7% |
353 |
1.0% |
33% |
False |
False |
31,974 |
80 |
35,429 |
32,804 |
2,625 |
7.7% |
345 |
1.0% |
50% |
False |
False |
23,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,213 |
2.618 |
36,102 |
1.618 |
35,421 |
1.000 |
35,000 |
0.618 |
34,740 |
HIGH |
34,319 |
0.618 |
34,059 |
0.500 |
33,979 |
0.382 |
33,898 |
LOW |
33,638 |
0.618 |
33,217 |
1.000 |
32,957 |
1.618 |
32,536 |
2.618 |
31,855 |
4.250 |
30,744 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,079 |
34,068 |
PP |
34,029 |
34,007 |
S1 |
33,979 |
33,946 |
|