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 |
15,480.28 |
15,068.65 |
-411.63 |
-2.7% |
15,536.19 |
High |
15,485.21 |
15,157.26 |
-327.95 |
-2.1% |
15,562.28 |
Low |
15,291.04 |
14,821.03 |
-470.01 |
-3.1% |
15,291.04 |
Close |
15,333.47 |
15,012.19 |
-321.28 |
-2.1% |
15,333.47 |
Range |
194.17 |
336.23 |
142.06 |
73.2% |
271.24 |
ATR |
160.99 |
186.09 |
25.10 |
15.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,005.52 |
15,845.08 |
15,197.12 |
|
R3 |
15,669.29 |
15,508.85 |
15,104.65 |
|
R2 |
15,333.06 |
15,333.06 |
15,073.83 |
|
R1 |
15,172.62 |
15,172.62 |
15,043.01 |
15,084.73 |
PP |
14,996.83 |
14,996.83 |
14,996.83 |
14,952.88 |
S1 |
14,836.39 |
14,836.39 |
14,981.37 |
14,748.50 |
S2 |
14,660.60 |
14,660.60 |
14,950.55 |
|
S3 |
14,324.37 |
14,500.16 |
14,919.73 |
|
S4 |
13,988.14 |
14,163.93 |
14,827.26 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,209.32 |
16,042.63 |
15,482.65 |
|
R3 |
15,938.08 |
15,771.39 |
15,408.06 |
|
R2 |
15,666.84 |
15,666.84 |
15,383.20 |
|
R1 |
15,500.15 |
15,500.15 |
15,358.33 |
15,447.88 |
PP |
15,395.60 |
15,395.60 |
15,395.60 |
15,369.46 |
S1 |
15,228.91 |
15,228.91 |
15,308.61 |
15,176.64 |
S2 |
15,124.36 |
15,124.36 |
15,283.74 |
|
S3 |
14,853.12 |
14,957.67 |
15,258.88 |
|
S4 |
14,581.88 |
14,686.43 |
15,184.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,539.14 |
14,821.03 |
718.11 |
4.8% |
214.66 |
1.4% |
27% |
False |
True |
|
10 |
15,701.40 |
14,821.03 |
880.37 |
5.9% |
187.12 |
1.2% |
22% |
False |
True |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.9% |
150.66 |
1.0% |
22% |
False |
True |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.2% |
147.75 |
1.0% |
26% |
False |
False |
|
60 |
15,701.40 |
14,324.26 |
1,377.14 |
9.2% |
144.49 |
1.0% |
50% |
False |
False |
|
80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.9% |
142.30 |
0.9% |
69% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.2% |
154.07 |
1.0% |
75% |
False |
False |
|
120 |
15,701.40 |
12,966.65 |
2,734.75 |
18.2% |
152.94 |
1.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,586.24 |
2.618 |
16,037.51 |
1.618 |
15,701.28 |
1.000 |
15,493.49 |
0.618 |
15,365.05 |
HIGH |
15,157.26 |
0.618 |
15,028.82 |
0.500 |
14,989.15 |
0.382 |
14,949.47 |
LOW |
14,821.03 |
0.618 |
14,613.24 |
1.000 |
14,484.80 |
1.618 |
14,277.01 |
2.618 |
13,940.78 |
4.250 |
13,392.05 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,004.51 |
15,180.09 |
PP |
14,996.83 |
15,124.12 |
S1 |
14,989.15 |
15,068.16 |
|