Trading Metrics calculated at close of trading on 24-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
7,045.5 |
7,063.0 |
17.5 |
0.2% |
6,940.0 |
High |
7,101.5 |
7,069.5 |
-32.0 |
-0.5% |
7,101.5 |
Low |
7,037.0 |
7,007.0 |
-30.0 |
-0.4% |
6,791.5 |
Close |
7,048.0 |
7,020.5 |
-27.5 |
-0.4% |
7,020.5 |
Range |
64.5 |
62.5 |
-2.0 |
-3.1% |
310.0 |
ATR |
78.7 |
77.5 |
-1.2 |
-1.5% |
0.0 |
Volume |
100,951 |
77,365 |
-23,586 |
-23.4% |
549,682 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,220.0 |
7,182.5 |
7,055.0 |
|
R3 |
7,157.5 |
7,120.0 |
7,037.5 |
|
R2 |
7,095.0 |
7,095.0 |
7,032.0 |
|
R1 |
7,057.5 |
7,057.5 |
7,026.0 |
7,045.0 |
PP |
7,032.5 |
7,032.5 |
7,032.5 |
7,026.0 |
S1 |
6,995.0 |
6,995.0 |
7,015.0 |
6,982.5 |
S2 |
6,970.0 |
6,970.0 |
7,009.0 |
|
S3 |
6,907.5 |
6,932.5 |
7,003.5 |
|
S4 |
6,845.0 |
6,870.0 |
6,986.0 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,901.0 |
7,771.0 |
7,191.0 |
|
R3 |
7,591.0 |
7,461.0 |
7,106.0 |
|
R2 |
7,281.0 |
7,281.0 |
7,077.5 |
|
R1 |
7,151.0 |
7,151.0 |
7,049.0 |
7,216.0 |
PP |
6,971.0 |
6,971.0 |
6,971.0 |
7,004.0 |
S1 |
6,841.0 |
6,841.0 |
6,992.0 |
6,906.0 |
S2 |
6,661.0 |
6,661.0 |
6,963.5 |
|
S3 |
6,351.0 |
6,531.0 |
6,935.0 |
|
S4 |
6,041.0 |
6,221.0 |
6,850.0 |
|
|
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% |
110.5 |
1.6% |
74% |
False |
False |
109,936 |
10 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
95.0 |
1.4% |
74% |
False |
False |
172,699 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
73.0 |
1.0% |
62% |
False |
False |
97,914 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
45.0 |
0.6% |
62% |
False |
False |
49,108 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
38.5 |
0.6% |
68% |
False |
False |
32,742 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
35.5 |
0.5% |
68% |
False |
False |
24,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,335.0 |
2.618 |
7,233.0 |
1.618 |
7,170.5 |
1.000 |
7,132.0 |
0.618 |
7,108.0 |
HIGH |
7,069.5 |
0.618 |
7,045.5 |
0.500 |
7,038.0 |
0.382 |
7,031.0 |
LOW |
7,007.0 |
0.618 |
6,968.5 |
1.000 |
6,944.5 |
1.618 |
6,906.0 |
2.618 |
6,843.5 |
4.250 |
6,741.5 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,038.0 |
7,013.5 |
PP |
7,032.5 |
7,006.5 |
S1 |
7,026.5 |
7,000.0 |
|