Trading Metrics calculated at close of trading on 23-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
1,777.1 |
1,771.4 |
-5.7 |
-0.3% |
1,791.3 |
High |
1,789.7 |
1,778.6 |
-11.1 |
-0.6% |
1,812.7 |
Low |
1,767.2 |
1,740.0 |
-27.2 |
-1.5% |
1,747.5 |
Close |
1,781.0 |
1,751.8 |
-29.2 |
-1.6% |
1,753.4 |
Range |
22.5 |
38.6 |
16.1 |
71.6% |
65.2 |
ATR |
23.0 |
24.3 |
1.3 |
5.6% |
0.0 |
Volume |
2,849 |
2,143 |
-706 |
-24.8% |
10,723 |
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.6 |
1,850.8 |
1,773.0 |
|
R3 |
1,834.0 |
1,812.2 |
1,762.4 |
|
R2 |
1,795.4 |
1,795.4 |
1,758.9 |
|
R1 |
1,773.6 |
1,773.6 |
1,755.3 |
1,765.2 |
PP |
1,756.8 |
1,756.8 |
1,756.8 |
1,752.6 |
S1 |
1,735.0 |
1,735.0 |
1,748.3 |
1,726.6 |
S2 |
1,718.2 |
1,718.2 |
1,744.7 |
|
S3 |
1,679.6 |
1,696.4 |
1,741.2 |
|
S4 |
1,641.0 |
1,657.8 |
1,730.6 |
|
|
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 |
1,789.7 |
1,740.0 |
49.7 |
2.8% |
25.6 |
1.5% |
24% |
False |
True |
2,640 |
10 |
1,812.7 |
1,740.0 |
72.7 |
4.2% |
25.7 |
1.5% |
16% |
False |
True |
2,420 |
20 |
1,838.7 |
1,740.0 |
98.7 |
5.6% |
23.2 |
1.3% |
12% |
False |
True |
2,354 |
40 |
1,838.7 |
1,680.0 |
158.7 |
9.1% |
23.3 |
1.3% |
45% |
False |
False |
2,113 |
60 |
1,840.3 |
1,680.0 |
160.3 |
9.2% |
21.6 |
1.2% |
45% |
False |
False |
2,157 |
80 |
1,916.4 |
1,680.0 |
236.4 |
13.5% |
23.0 |
1.3% |
30% |
False |
False |
1,809 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
21.6 |
1.2% |
30% |
False |
False |
1,581 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
19.9 |
1.1% |
30% |
False |
False |
1,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.7 |
2.618 |
1,879.7 |
1.618 |
1,841.1 |
1.000 |
1,817.2 |
0.618 |
1,802.5 |
HIGH |
1,778.6 |
0.618 |
1,763.9 |
0.500 |
1,759.3 |
0.382 |
1,754.7 |
LOW |
1,740.0 |
0.618 |
1,716.1 |
1.000 |
1,701.4 |
1.618 |
1,677.5 |
2.618 |
1,638.9 |
4.250 |
1,576.0 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.3 |
1,764.9 |
PP |
1,756.8 |
1,760.5 |
S1 |
1,754.3 |
1,756.2 |
|