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 |
47,600 |
47,415 |
-185 |
-0.4% |
45,240 |
High |
48,225 |
47,620 |
-605 |
-1.3% |
48,600 |
Low |
46,670 |
42,365 |
-4,305 |
-9.2% |
43,310 |
Close |
47,490 |
43,780 |
-3,710 |
-7.8% |
47,490 |
Range |
1,555 |
5,255 |
3,700 |
237.9% |
5,290 |
ATR |
2,693 |
2,876 |
183 |
6.8% |
0 |
Volume |
3,893 |
8,330 |
4,437 |
114.0% |
22,676 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,353 |
57,322 |
46,670 |
|
R3 |
55,098 |
52,067 |
45,225 |
|
R2 |
49,843 |
49,843 |
44,743 |
|
R1 |
46,812 |
46,812 |
44,262 |
45,700 |
PP |
44,588 |
44,588 |
44,588 |
44,033 |
S1 |
41,557 |
41,557 |
43,298 |
40,445 |
S2 |
39,333 |
39,333 |
42,817 |
|
S3 |
34,078 |
36,302 |
42,335 |
|
S4 |
28,823 |
31,047 |
40,890 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,337 |
60,203 |
50,400 |
|
R3 |
57,047 |
54,913 |
48,945 |
|
R2 |
51,757 |
51,757 |
48,460 |
|
R1 |
49,623 |
49,623 |
47,975 |
50,690 |
PP |
46,467 |
46,467 |
46,467 |
47,000 |
S1 |
44,333 |
44,333 |
47,005 |
45,400 |
S2 |
41,177 |
41,177 |
46,520 |
|
S3 |
35,887 |
39,043 |
46,035 |
|
S4 |
30,597 |
33,753 |
44,581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,600 |
42,365 |
6,235 |
14.2% |
2,511 |
5.7% |
23% |
False |
True |
4,728 |
10 |
53,125 |
42,365 |
10,760 |
24.6% |
3,279 |
7.5% |
13% |
False |
True |
5,955 |
20 |
53,125 |
42,365 |
10,760 |
24.6% |
2,837 |
6.5% |
13% |
False |
True |
4,976 |
40 |
53,125 |
34,535 |
18,590 |
42.5% |
2,864 |
6.5% |
50% |
False |
False |
2,804 |
60 |
53,125 |
29,245 |
23,880 |
54.5% |
2,550 |
5.8% |
61% |
False |
False |
1,908 |
80 |
53,125 |
28,825 |
24,300 |
55.5% |
2,666 |
6.1% |
62% |
False |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69,954 |
2.618 |
61,378 |
1.618 |
56,123 |
1.000 |
52,875 |
0.618 |
50,868 |
HIGH |
47,620 |
0.618 |
45,613 |
0.500 |
44,993 |
0.382 |
44,372 |
LOW |
42,365 |
0.618 |
39,117 |
1.000 |
37,110 |
1.618 |
33,862 |
2.618 |
28,607 |
4.250 |
20,031 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
44,993 |
45,483 |
PP |
44,588 |
44,915 |
S1 |
44,184 |
44,348 |
|