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 |
1,755.6 |
1,767.8 |
12.2 |
0.7% |
1,791.3 |
High |
1,770.0 |
1,784.6 |
14.6 |
0.8% |
1,812.7 |
Low |
1,745.6 |
1,761.3 |
15.7 |
0.9% |
1,747.5 |
Close |
1,765.9 |
1,780.3 |
14.4 |
0.8% |
1,753.4 |
Range |
24.4 |
23.3 |
-1.1 |
-4.5% |
65.2 |
ATR |
23.0 |
23.1 |
0.0 |
0.1% |
0.0 |
Volume |
3,384 |
2,216 |
-1,168 |
-34.5% |
10,723 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.3 |
1,836.1 |
1,793.1 |
|
R3 |
1,822.0 |
1,812.8 |
1,786.7 |
|
R2 |
1,798.7 |
1,798.7 |
1,784.6 |
|
R1 |
1,789.5 |
1,789.5 |
1,782.4 |
1,794.1 |
PP |
1,775.4 |
1,775.4 |
1,775.4 |
1,777.7 |
S1 |
1,766.2 |
1,766.2 |
1,778.2 |
1,770.8 |
S2 |
1,752.1 |
1,752.1 |
1,776.0 |
|
S3 |
1,728.8 |
1,742.9 |
1,773.9 |
|
S4 |
1,705.5 |
1,719.6 |
1,767.5 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.8 |
1,925.3 |
1,789.3 |
|
R3 |
1,901.6 |
1,860.1 |
1,771.3 |
|
R2 |
1,836.4 |
1,836.4 |
1,765.4 |
|
R1 |
1,794.9 |
1,794.9 |
1,759.4 |
1,783.1 |
PP |
1,771.2 |
1,771.2 |
1,771.2 |
1,765.3 |
S1 |
1,729.7 |
1,729.7 |
1,747.4 |
1,717.9 |
S2 |
1,706.0 |
1,706.0 |
1,741.4 |
|
S3 |
1,640.8 |
1,664.5 |
1,735.5 |
|
S4 |
1,575.6 |
1,599.3 |
1,717.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,809.6 |
1,745.6 |
64.0 |
3.6% |
26.7 |
1.5% |
54% |
False |
False |
2,163 |
10 |
1,812.7 |
1,745.6 |
67.1 |
3.8% |
23.3 |
1.3% |
52% |
False |
False |
2,710 |
20 |
1,838.7 |
1,745.6 |
93.1 |
5.2% |
21.6 |
1.2% |
37% |
False |
False |
2,156 |
40 |
1,838.7 |
1,680.0 |
158.7 |
8.9% |
22.5 |
1.3% |
63% |
False |
False |
2,196 |
60 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.2 |
1.2% |
63% |
False |
False |
2,097 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
22.8 |
1.3% |
41% |
False |
False |
1,764 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
21.2 |
1.2% |
41% |
False |
False |
1,535 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
19.5 |
1.1% |
41% |
False |
False |
1,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.6 |
2.618 |
1,845.6 |
1.618 |
1,822.3 |
1.000 |
1,807.9 |
0.618 |
1,799.0 |
HIGH |
1,784.6 |
0.618 |
1,775.7 |
0.500 |
1,773.0 |
0.382 |
1,770.2 |
LOW |
1,761.3 |
0.618 |
1,746.9 |
1.000 |
1,738.0 |
1.618 |
1,723.6 |
2.618 |
1,700.3 |
4.250 |
1,662.3 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,777.9 |
1,775.2 |
PP |
1,775.4 |
1,770.2 |
S1 |
1,773.0 |
1,765.1 |
|