Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
6,919.0 |
7,045.5 |
126.5 |
1.8% |
6,981.0 |
High |
7,073.0 |
7,101.5 |
28.5 |
0.4% |
7,061.0 |
Low |
6,898.0 |
7,037.0 |
139.0 |
2.0% |
6,898.0 |
Close |
7,047.0 |
7,048.0 |
1.0 |
0.0% |
6,907.0 |
Range |
175.0 |
64.5 |
-110.5 |
-63.1% |
163.0 |
ATR |
79.8 |
78.7 |
-1.1 |
-1.4% |
0.0 |
Volume |
111,560 |
100,951 |
-10,609 |
-9.5% |
1,177,315 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,255.5 |
7,216.5 |
7,083.5 |
|
R3 |
7,191.0 |
7,152.0 |
7,065.5 |
|
R2 |
7,126.5 |
7,126.5 |
7,060.0 |
|
R1 |
7,087.5 |
7,087.5 |
7,054.0 |
7,107.0 |
PP |
7,062.0 |
7,062.0 |
7,062.0 |
7,072.0 |
S1 |
7,023.0 |
7,023.0 |
7,042.0 |
7,042.5 |
S2 |
6,997.5 |
6,997.5 |
7,036.0 |
|
S3 |
6,933.0 |
6,958.5 |
7,030.5 |
|
S4 |
6,868.5 |
6,894.0 |
7,012.5 |
|
|
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 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
130.5 |
1.9% |
83% |
True |
False |
127,252 |
10 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
93.5 |
1.3% |
83% |
True |
False |
180,326 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
70.5 |
1.0% |
70% |
False |
False |
94,049 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
45.0 |
0.6% |
70% |
False |
False |
47,177 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
38.0 |
0.5% |
74% |
False |
False |
31,453 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
35.0 |
0.5% |
74% |
False |
False |
23,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,375.5 |
2.618 |
7,270.5 |
1.618 |
7,206.0 |
1.000 |
7,166.0 |
0.618 |
7,141.5 |
HIGH |
7,101.5 |
0.618 |
7,077.0 |
0.500 |
7,069.0 |
0.382 |
7,061.5 |
LOW |
7,037.0 |
0.618 |
6,997.0 |
1.000 |
6,972.5 |
1.618 |
6,932.5 |
2.618 |
6,868.0 |
4.250 |
6,763.0 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,069.0 |
7,029.0 |
PP |
7,062.0 |
7,009.5 |
S1 |
7,055.0 |
6,990.5 |
|