Trading Metrics calculated at close of trading on 22-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,075.45 |
15,069.23 |
-6.22 |
0.0% |
15,536.19 |
High |
15,139.90 |
15,230.34 |
90.44 |
0.6% |
15,562.28 |
Low |
14,986.98 |
15,029.90 |
42.92 |
0.3% |
15,291.04 |
Close |
15,027.77 |
15,176.51 |
148.74 |
1.0% |
15,333.47 |
Range |
152.92 |
200.44 |
47.52 |
31.1% |
271.24 |
ATR |
183.72 |
185.07 |
1.35 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,746.90 |
15,662.15 |
15,286.75 |
|
R3 |
15,546.46 |
15,461.71 |
15,231.63 |
|
R2 |
15,346.02 |
15,346.02 |
15,213.26 |
|
R1 |
15,261.27 |
15,261.27 |
15,194.88 |
15,303.65 |
PP |
15,145.58 |
15,145.58 |
15,145.58 |
15,166.77 |
S1 |
15,060.83 |
15,060.83 |
15,158.14 |
15,103.21 |
S2 |
14,945.14 |
14,945.14 |
15,139.76 |
|
S3 |
14,744.70 |
14,860.39 |
15,121.39 |
|
S4 |
14,544.26 |
14,659.95 |
15,066.27 |
|
|
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 |
4.7% |
210.40 |
1.4% |
50% |
False |
False |
|
10 |
15,675.46 |
14,821.03 |
854.43 |
5.6% |
199.60 |
1.3% |
42% |
False |
False |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.8% |
155.07 |
1.0% |
40% |
False |
False |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.1% |
146.32 |
1.0% |
43% |
False |
False |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.2% |
147.11 |
1.0% |
58% |
False |
False |
|
80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.7% |
144.80 |
1.0% |
76% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.0% |
153.99 |
1.0% |
81% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.0% |
153.57 |
1.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,082.21 |
2.618 |
15,755.09 |
1.618 |
15,554.65 |
1.000 |
15,430.78 |
0.618 |
15,354.21 |
HIGH |
15,230.34 |
0.618 |
15,153.77 |
0.500 |
15,130.12 |
0.382 |
15,106.47 |
LOW |
15,029.90 |
0.618 |
14,906.03 |
1.000 |
14,829.46 |
1.618 |
14,705.59 |
2.618 |
14,505.15 |
4.250 |
14,178.03 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,161.05 |
15,126.24 |
PP |
15,145.58 |
15,075.96 |
S1 |
15,130.12 |
15,025.69 |
|