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 |
47,990 |
47,740 |
-250 |
-0.5% |
46,395 |
High |
48,605 |
47,890 |
-715 |
-1.5% |
48,830 |
Low |
47,030 |
42,650 |
-4,380 |
-9.3% |
43,720 |
Close |
47,790 |
44,055 |
-3,735 |
-7.8% |
47,790 |
Range |
1,575 |
5,240 |
3,665 |
232.7% |
5,110 |
ATR |
2,628 |
2,815 |
187 |
7.1% |
0 |
Volume |
313 |
186 |
-127 |
-40.6% |
1,104 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,585 |
57,560 |
46,937 |
|
R3 |
55,345 |
52,320 |
45,496 |
|
R2 |
50,105 |
50,105 |
45,016 |
|
R1 |
47,080 |
47,080 |
44,535 |
45,973 |
PP |
44,865 |
44,865 |
44,865 |
44,311 |
S1 |
41,840 |
41,840 |
43,575 |
40,733 |
S2 |
39,625 |
39,625 |
43,094 |
|
S3 |
34,385 |
36,600 |
42,614 |
|
S4 |
29,145 |
31,360 |
41,173 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,110 |
60,060 |
50,601 |
|
R3 |
57,000 |
54,950 |
49,195 |
|
R2 |
51,890 |
51,890 |
48,727 |
|
R1 |
49,840 |
49,840 |
48,258 |
50,865 |
PP |
46,780 |
46,780 |
46,780 |
47,293 |
S1 |
44,730 |
44,730 |
47,322 |
45,755 |
S2 |
41,670 |
41,670 |
46,853 |
|
S3 |
36,560 |
39,620 |
46,385 |
|
S4 |
31,450 |
34,510 |
44,980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,830 |
42,650 |
6,180 |
14.0% |
2,414 |
5.5% |
23% |
False |
True |
222 |
10 |
53,340 |
42,650 |
10,690 |
24.3% |
3,175 |
7.2% |
13% |
False |
True |
194 |
20 |
53,340 |
42,650 |
10,690 |
24.3% |
2,621 |
5.9% |
13% |
False |
True |
128 |
40 |
53,340 |
34,820 |
18,520 |
42.0% |
2,696 |
6.1% |
50% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70,160 |
2.618 |
61,608 |
1.618 |
56,368 |
1.000 |
53,130 |
0.618 |
51,128 |
HIGH |
47,890 |
0.618 |
45,888 |
0.500 |
45,270 |
0.382 |
44,652 |
LOW |
42,650 |
0.618 |
39,412 |
1.000 |
37,410 |
1.618 |
34,172 |
2.618 |
28,932 |
4.250 |
20,380 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,270 |
45,740 |
PP |
44,865 |
45,178 |
S1 |
44,460 |
44,617 |
|