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 |
43,375 |
42,800 |
-575 |
-1.3% |
46,625 |
High |
44,310 |
44,415 |
105 |
0.2% |
49,020 |
Low |
40,640 |
40,680 |
40 |
0.1% |
43,815 |
Close |
42,515 |
43,830 |
1,315 |
3.1% |
48,050 |
Range |
3,670 |
3,735 |
65 |
1.8% |
5,205 |
ATR |
2,854 |
2,917 |
63 |
2.2% |
0 |
Volume |
163 |
137 |
-26 |
-16.0% |
895 |
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54,180 |
52,740 |
45,884 |
|
R3 |
50,445 |
49,005 |
44,857 |
|
R2 |
46,710 |
46,710 |
44,515 |
|
R1 |
45,270 |
45,270 |
44,172 |
45,990 |
PP |
42,975 |
42,975 |
42,975 |
43,335 |
S1 |
41,535 |
41,535 |
43,488 |
42,255 |
S2 |
39,240 |
39,240 |
43,145 |
|
S3 |
35,505 |
37,800 |
42,803 |
|
S4 |
31,770 |
34,065 |
41,776 |
|
|
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 |
40,640 |
8,380 |
19.1% |
3,099 |
7.1% |
38% |
False |
False |
221 |
10 |
49,020 |
40,640 |
8,380 |
19.1% |
2,703 |
6.2% |
38% |
False |
False |
148 |
20 |
53,605 |
40,640 |
12,965 |
29.6% |
2,845 |
6.5% |
25% |
False |
False |
110 |
40 |
53,605 |
37,765 |
15,840 |
36.1% |
2,627 |
6.0% |
38% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60,289 |
2.618 |
54,193 |
1.618 |
50,458 |
1.000 |
48,150 |
0.618 |
46,723 |
HIGH |
44,415 |
0.618 |
42,988 |
0.500 |
42,548 |
0.382 |
42,107 |
LOW |
40,680 |
0.618 |
38,372 |
1.000 |
36,945 |
1.618 |
34,637 |
2.618 |
30,902 |
4.250 |
24,806 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,403 |
44,388 |
PP |
42,975 |
44,202 |
S1 |
42,548 |
44,016 |
|