Trading Metrics calculated at close of trading on 21-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
47,740 |
43,880 |
-3,860 |
-8.1% |
46,395 |
High |
47,890 |
44,110 |
-3,780 |
-7.9% |
48,830 |
Low |
42,650 |
40,400 |
-2,250 |
-5.3% |
43,720 |
Close |
44,055 |
42,300 |
-1,755 |
-4.0% |
47,790 |
Range |
5,240 |
3,710 |
-1,530 |
-29.2% |
5,110 |
ATR |
2,815 |
2,878 |
64 |
2.3% |
0 |
Volume |
186 |
445 |
259 |
139.2% |
1,104 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,400 |
51,560 |
44,341 |
|
R3 |
49,690 |
47,850 |
43,320 |
|
R2 |
45,980 |
45,980 |
42,980 |
|
R1 |
44,140 |
44,140 |
42,640 |
43,205 |
PP |
42,270 |
42,270 |
42,270 |
41,803 |
S1 |
40,430 |
40,430 |
41,960 |
39,495 |
S2 |
38,560 |
38,560 |
41,620 |
|
S3 |
34,850 |
36,720 |
41,280 |
|
S4 |
31,140 |
33,010 |
40,260 |
|
|
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 |
40,400 |
8,430 |
19.9% |
2,702 |
6.4% |
23% |
False |
True |
289 |
10 |
48,830 |
40,400 |
8,430 |
19.9% |
2,631 |
6.2% |
23% |
False |
True |
212 |
20 |
53,340 |
40,400 |
12,940 |
30.6% |
2,738 |
6.5% |
15% |
False |
True |
145 |
40 |
53,340 |
36,840 |
16,500 |
39.0% |
2,636 |
6.2% |
33% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,878 |
2.618 |
53,823 |
1.618 |
50,113 |
1.000 |
47,820 |
0.618 |
46,403 |
HIGH |
44,110 |
0.618 |
42,693 |
0.500 |
42,255 |
0.382 |
41,817 |
LOW |
40,400 |
0.618 |
38,107 |
1.000 |
36,690 |
1.618 |
34,397 |
2.618 |
30,687 |
4.250 |
24,633 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,285 |
44,503 |
PP |
42,270 |
43,768 |
S1 |
42,255 |
43,034 |
|