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 |
47,415 |
43,410 |
-4,005 |
-8.4% |
45,240 |
High |
47,620 |
43,870 |
-3,750 |
-7.9% |
48,600 |
Low |
42,365 |
40,085 |
-2,280 |
-5.4% |
43,310 |
Close |
43,780 |
42,030 |
-1,750 |
-4.0% |
47,490 |
Range |
5,255 |
3,785 |
-1,470 |
-28.0% |
5,290 |
ATR |
2,876 |
2,941 |
65 |
2.3% |
0 |
Volume |
8,330 |
8,523 |
193 |
2.3% |
22,676 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,350 |
51,475 |
44,112 |
|
R3 |
49,565 |
47,690 |
43,071 |
|
R2 |
45,780 |
45,780 |
42,724 |
|
R1 |
43,905 |
43,905 |
42,377 |
42,950 |
PP |
41,995 |
41,995 |
41,995 |
41,518 |
S1 |
40,120 |
40,120 |
41,683 |
39,165 |
S2 |
38,210 |
38,210 |
41,336 |
|
S3 |
34,425 |
36,335 |
40,989 |
|
S4 |
30,640 |
32,550 |
39,948 |
|
|
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 |
40,085 |
8,515 |
20.3% |
2,804 |
6.7% |
23% |
False |
True |
5,672 |
10 |
48,600 |
40,085 |
8,515 |
20.3% |
2,715 |
6.5% |
23% |
False |
True |
5,411 |
20 |
53,125 |
40,085 |
13,040 |
31.0% |
2,929 |
7.0% |
15% |
False |
True |
5,291 |
40 |
53,125 |
36,465 |
16,660 |
39.6% |
2,806 |
6.7% |
33% |
False |
False |
2,993 |
60 |
53,125 |
29,245 |
23,880 |
56.8% |
2,545 |
6.1% |
54% |
False |
False |
2,048 |
80 |
53,125 |
28,825 |
24,300 |
57.8% |
2,675 |
6.4% |
54% |
False |
False |
1,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,956 |
2.618 |
53,779 |
1.618 |
49,994 |
1.000 |
47,655 |
0.618 |
46,209 |
HIGH |
43,870 |
0.618 |
42,424 |
0.500 |
41,978 |
0.382 |
41,531 |
LOW |
40,085 |
0.618 |
37,746 |
1.000 |
36,300 |
1.618 |
33,961 |
2.618 |
30,176 |
4.250 |
23,999 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,013 |
44,155 |
PP |
41,995 |
43,447 |
S1 |
41,978 |
42,738 |
|