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 |
15,068.65 |
15,075.45 |
6.80 |
0.0% |
15,536.19 |
High |
15,157.26 |
15,139.90 |
-17.36 |
-0.1% |
15,562.28 |
Low |
14,821.03 |
14,986.98 |
165.95 |
1.1% |
15,291.04 |
Close |
15,012.19 |
15,027.77 |
15.58 |
0.1% |
15,333.47 |
Range |
336.23 |
152.92 |
-183.31 |
-54.5% |
271.24 |
ATR |
186.09 |
183.72 |
-2.37 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,510.31 |
15,421.96 |
15,111.88 |
|
R3 |
15,357.39 |
15,269.04 |
15,069.82 |
|
R2 |
15,204.47 |
15,204.47 |
15,055.81 |
|
R1 |
15,116.12 |
15,116.12 |
15,041.79 |
15,083.84 |
PP |
15,051.55 |
15,051.55 |
15,051.55 |
15,035.41 |
S1 |
14,963.20 |
14,963.20 |
15,013.75 |
14,930.92 |
S2 |
14,898.63 |
14,898.63 |
14,999.73 |
|
S3 |
14,745.71 |
14,810.28 |
14,985.72 |
|
S4 |
14,592.79 |
14,657.36 |
14,943.66 |
|
|
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% |
210.83 |
1.4% |
29% |
False |
False |
|
10 |
15,675.46 |
14,821.03 |
854.43 |
5.7% |
193.29 |
1.3% |
24% |
False |
False |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.9% |
148.29 |
1.0% |
23% |
False |
False |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.2% |
149.22 |
1.0% |
27% |
False |
False |
|
60 |
15,701.40 |
14,411.43 |
1,289.97 |
8.6% |
145.74 |
1.0% |
48% |
False |
False |
|
80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.8% |
143.31 |
1.0% |
70% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.2% |
153.29 |
1.0% |
75% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.2% |
152.54 |
1.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,789.81 |
2.618 |
15,540.24 |
1.618 |
15,387.32 |
1.000 |
15,292.82 |
0.618 |
15,234.40 |
HIGH |
15,139.90 |
0.618 |
15,081.48 |
0.500 |
15,063.44 |
0.382 |
15,045.40 |
LOW |
14,986.98 |
0.618 |
14,892.48 |
1.000 |
14,834.06 |
1.618 |
14,739.56 |
2.618 |
14,586.64 |
4.250 |
14,337.07 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,063.44 |
15,153.12 |
PP |
15,051.55 |
15,111.34 |
S1 |
15,039.66 |
15,069.55 |
|