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 |
47,575 |
43,620 |
-3,955 |
-8.3% |
46,490 |
High |
47,710 |
43,945 |
-3,765 |
-7.9% |
48,705 |
Low |
42,470 |
40,190 |
-2,280 |
-5.4% |
43,450 |
Close |
43,880 |
42,120 |
-1,760 |
-4.0% |
47,615 |
Range |
5,240 |
3,755 |
-1,485 |
-28.3% |
5,255 |
ATR |
2,814 |
2,881 |
67 |
2.4% |
0 |
Volume |
2,217 |
3,588 |
1,371 |
61.8% |
3,718 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,350 |
51,490 |
44,185 |
|
R3 |
49,595 |
47,735 |
43,153 |
|
R2 |
45,840 |
45,840 |
42,808 |
|
R1 |
43,980 |
43,980 |
42,464 |
43,033 |
PP |
42,085 |
42,085 |
42,085 |
41,611 |
S1 |
40,225 |
40,225 |
41,776 |
39,278 |
S2 |
38,330 |
38,330 |
41,432 |
|
S3 |
34,575 |
36,470 |
41,087 |
|
S4 |
30,820 |
32,715 |
40,055 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,355 |
60,240 |
50,505 |
|
R3 |
57,100 |
54,985 |
49,060 |
|
R2 |
51,845 |
51,845 |
48,578 |
|
R1 |
49,730 |
49,730 |
48,097 |
50,788 |
PP |
46,590 |
46,590 |
46,590 |
47,119 |
S1 |
44,475 |
44,475 |
47,133 |
45,533 |
S2 |
41,335 |
41,335 |
46,652 |
|
S3 |
36,080 |
39,220 |
46,170 |
|
S4 |
30,825 |
33,965 |
44,725 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,705 |
40,190 |
8,515 |
20.2% |
2,733 |
6.5% |
23% |
False |
True |
1,580 |
10 |
48,705 |
40,190 |
8,515 |
20.2% |
2,659 |
6.3% |
23% |
False |
True |
1,088 |
20 |
53,210 |
40,190 |
13,020 |
30.9% |
2,860 |
6.8% |
15% |
False |
True |
723 |
40 |
53,210 |
36,640 |
16,570 |
39.3% |
2,725 |
6.5% |
33% |
False |
False |
399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,904 |
2.618 |
53,776 |
1.618 |
50,021 |
1.000 |
47,700 |
0.618 |
46,266 |
HIGH |
43,945 |
0.618 |
42,511 |
0.500 |
42,068 |
0.382 |
41,624 |
LOW |
40,190 |
0.618 |
37,869 |
1.000 |
36,435 |
1.618 |
34,114 |
2.618 |
30,359 |
4.250 |
24,231 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,103 |
44,280 |
PP |
42,085 |
43,560 |
S1 |
42,068 |
42,840 |
|