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 |
6,888.0 |
6,919.0 |
31.0 |
0.5% |
6,981.0 |
High |
6,973.5 |
7,073.0 |
99.5 |
1.4% |
7,061.0 |
Low |
6,879.5 |
6,898.0 |
18.5 |
0.3% |
6,898.0 |
Close |
6,938.5 |
7,047.0 |
108.5 |
1.6% |
6,907.0 |
Range |
94.0 |
175.0 |
81.0 |
86.2% |
163.0 |
ATR |
72.5 |
79.8 |
7.3 |
10.1% |
0.0 |
Volume |
120,138 |
111,560 |
-8,578 |
-7.1% |
1,177,315 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,531.0 |
7,464.0 |
7,143.0 |
|
R3 |
7,356.0 |
7,289.0 |
7,095.0 |
|
R2 |
7,181.0 |
7,181.0 |
7,079.0 |
|
R1 |
7,114.0 |
7,114.0 |
7,063.0 |
7,147.5 |
PP |
7,006.0 |
7,006.0 |
7,006.0 |
7,023.0 |
S1 |
6,939.0 |
6,939.0 |
7,031.0 |
6,972.5 |
S2 |
6,831.0 |
6,831.0 |
7,015.0 |
|
S3 |
6,656.0 |
6,764.0 |
6,999.0 |
|
S4 |
6,481.0 |
6,589.0 |
6,951.0 |
|
|
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 |
7,073.0 |
6,791.5 |
281.5 |
4.0% |
128.0 |
1.8% |
91% |
True |
False |
125,967 |
10 |
7,073.0 |
6,791.5 |
281.5 |
4.0% |
95.0 |
1.3% |
91% |
True |
False |
175,563 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
68.0 |
1.0% |
69% |
False |
False |
89,003 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
43.5 |
0.6% |
69% |
False |
False |
44,653 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
37.0 |
0.5% |
74% |
False |
False |
29,771 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
34.5 |
0.5% |
74% |
False |
False |
22,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,817.0 |
2.618 |
7,531.0 |
1.618 |
7,356.0 |
1.000 |
7,248.0 |
0.618 |
7,181.0 |
HIGH |
7,073.0 |
0.618 |
7,006.0 |
0.500 |
6,985.5 |
0.382 |
6,965.0 |
LOW |
6,898.0 |
0.618 |
6,790.0 |
1.000 |
6,723.0 |
1.618 |
6,615.0 |
2.618 |
6,440.0 |
4.250 |
6,154.0 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,026.5 |
7,009.0 |
PP |
7,006.0 |
6,970.5 |
S1 |
6,985.5 |
6,932.0 |
|