Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
6,940.0 |
6,888.0 |
-52.0 |
-0.7% |
6,981.0 |
High |
6,947.5 |
6,973.5 |
26.0 |
0.4% |
7,061.0 |
Low |
6,791.5 |
6,879.5 |
88.0 |
1.3% |
6,898.0 |
Close |
6,867.5 |
6,938.5 |
71.0 |
1.0% |
6,907.0 |
Range |
156.0 |
94.0 |
-62.0 |
-39.7% |
163.0 |
ATR |
69.9 |
72.5 |
2.6 |
3.7% |
0.0 |
Volume |
139,668 |
120,138 |
-19,530 |
-14.0% |
1,177,315 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,212.5 |
7,169.5 |
6,990.0 |
|
R3 |
7,118.5 |
7,075.5 |
6,964.5 |
|
R2 |
7,024.5 |
7,024.5 |
6,955.5 |
|
R1 |
6,981.5 |
6,981.5 |
6,947.0 |
7,003.0 |
PP |
6,930.5 |
6,930.5 |
6,930.5 |
6,941.0 |
S1 |
6,887.5 |
6,887.5 |
6,930.0 |
6,909.0 |
S2 |
6,836.5 |
6,836.5 |
6,921.5 |
|
S3 |
6,742.5 |
6,793.5 |
6,912.5 |
|
S4 |
6,648.5 |
6,699.5 |
6,887.0 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,444.5 |
7,338.5 |
6,996.5 |
|
R3 |
7,281.5 |
7,175.5 |
6,952.0 |
|
R2 |
7,118.5 |
7,118.5 |
6,937.0 |
|
R1 |
7,012.5 |
7,012.5 |
6,922.0 |
6,984.0 |
PP |
6,955.5 |
6,955.5 |
6,955.5 |
6,941.0 |
S1 |
6,849.5 |
6,849.5 |
6,892.0 |
6,821.0 |
S2 |
6,792.5 |
6,792.5 |
6,877.0 |
|
S3 |
6,629.5 |
6,686.5 |
6,862.0 |
|
S4 |
6,466.5 |
6,523.5 |
6,817.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,061.0 |
6,791.5 |
269.5 |
3.9% |
101.0 |
1.5% |
55% |
False |
False |
135,769 |
10 |
7,095.0 |
6,791.5 |
303.5 |
4.4% |
84.0 |
1.2% |
48% |
False |
False |
164,979 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
61.0 |
0.9% |
40% |
False |
False |
83,428 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
40.5 |
0.6% |
40% |
False |
False |
41,864 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
34.0 |
0.5% |
48% |
False |
False |
27,911 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
32.5 |
0.5% |
48% |
False |
False |
20,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,373.0 |
2.618 |
7,219.5 |
1.618 |
7,125.5 |
1.000 |
7,067.5 |
0.618 |
7,031.5 |
HIGH |
6,973.5 |
0.618 |
6,937.5 |
0.500 |
6,926.5 |
0.382 |
6,915.5 |
LOW |
6,879.5 |
0.618 |
6,821.5 |
1.000 |
6,785.5 |
1.618 |
6,727.5 |
2.618 |
6,633.5 |
4.250 |
6,480.0 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
6,934.5 |
6,934.5 |
PP |
6,930.5 |
6,930.5 |
S1 |
6,926.5 |
6,926.0 |
|