Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
48,320 |
48,025 |
-295 |
-0.6% |
46,625 |
High |
48,905 |
48,135 |
-770 |
-1.6% |
49,020 |
Low |
47,355 |
42,885 |
-4,470 |
-9.4% |
43,815 |
Close |
48,050 |
44,270 |
-3,780 |
-7.9% |
48,050 |
Range |
1,550 |
5,250 |
3,700 |
238.7% |
5,205 |
ATR |
2,602 |
2,791 |
189 |
7.3% |
0 |
Volume |
376 |
140 |
-236 |
-62.8% |
895 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,847 |
57,808 |
47,158 |
|
R3 |
55,597 |
52,558 |
45,714 |
|
R2 |
50,347 |
50,347 |
45,233 |
|
R1 |
47,308 |
47,308 |
44,751 |
46,203 |
PP |
45,097 |
45,097 |
45,097 |
44,544 |
S1 |
42,058 |
42,058 |
43,789 |
40,953 |
S2 |
39,847 |
39,847 |
43,308 |
|
S3 |
34,597 |
36,808 |
42,826 |
|
S4 |
29,347 |
31,558 |
41,383 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,577 |
60,518 |
50,913 |
|
R3 |
57,372 |
55,313 |
49,481 |
|
R2 |
52,167 |
52,167 |
49,004 |
|
R1 |
50,108 |
50,108 |
48,527 |
51,138 |
PP |
46,962 |
46,962 |
46,962 |
47,476 |
S1 |
44,903 |
44,903 |
47,573 |
45,933 |
S2 |
41,757 |
41,757 |
47,096 |
|
S3 |
36,552 |
39,698 |
46,619 |
|
S4 |
31,347 |
34,493 |
45,187 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,020 |
42,885 |
6,135 |
13.9% |
2,413 |
5.5% |
23% |
False |
True |
179 |
10 |
53,605 |
42,885 |
10,720 |
24.2% |
3,175 |
7.2% |
13% |
False |
True |
143 |
20 |
53,605 |
42,885 |
10,720 |
24.2% |
2,642 |
6.0% |
13% |
False |
True |
98 |
40 |
53,605 |
35,220 |
18,385 |
41.5% |
2,644 |
6.0% |
49% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70,448 |
2.618 |
61,880 |
1.618 |
56,630 |
1.000 |
53,385 |
0.618 |
51,380 |
HIGH |
48,135 |
0.618 |
46,130 |
0.500 |
45,510 |
0.382 |
44,891 |
LOW |
42,885 |
0.618 |
39,641 |
1.000 |
37,635 |
1.618 |
34,391 |
2.618 |
29,141 |
4.250 |
20,573 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,510 |
45,953 |
PP |
45,097 |
45,392 |
S1 |
44,683 |
44,831 |
|