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 |
15,069.23 |
15,218.85 |
149.62 |
1.0% |
15,536.19 |
High |
15,230.34 |
15,356.92 |
126.58 |
0.8% |
15,562.28 |
Low |
15,029.90 |
15,199.43 |
169.53 |
1.1% |
15,291.04 |
Close |
15,176.51 |
15,316.58 |
140.07 |
0.9% |
15,333.47 |
Range |
200.44 |
157.49 |
-42.95 |
-21.4% |
271.24 |
ATR |
185.07 |
184.74 |
-0.33 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,763.45 |
15,697.50 |
15,403.20 |
|
R3 |
15,605.96 |
15,540.01 |
15,359.89 |
|
R2 |
15,448.47 |
15,448.47 |
15,345.45 |
|
R1 |
15,382.52 |
15,382.52 |
15,331.02 |
15,415.50 |
PP |
15,290.98 |
15,290.98 |
15,290.98 |
15,307.46 |
S1 |
15,225.03 |
15,225.03 |
15,302.14 |
15,258.01 |
S2 |
15,133.49 |
15,133.49 |
15,287.71 |
|
S3 |
14,976.00 |
15,067.54 |
15,273.27 |
|
S4 |
14,818.51 |
14,910.05 |
15,229.96 |
|
|
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 |
15,485.21 |
14,821.03 |
664.18 |
4.3% |
208.25 |
1.4% |
75% |
False |
False |
|
10 |
15,673.50 |
14,821.03 |
852.47 |
5.6% |
203.48 |
1.3% |
58% |
False |
False |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.7% |
159.82 |
1.0% |
56% |
False |
False |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.1% |
146.18 |
1.0% |
59% |
False |
False |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.1% |
148.18 |
1.0% |
69% |
False |
False |
|
80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.6% |
144.63 |
0.9% |
83% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.9% |
153.86 |
1.0% |
86% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
17.9% |
153.19 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,026.25 |
2.618 |
15,769.23 |
1.618 |
15,611.74 |
1.000 |
15,514.41 |
0.618 |
15,454.25 |
HIGH |
15,356.92 |
0.618 |
15,296.76 |
0.500 |
15,278.18 |
0.382 |
15,259.59 |
LOW |
15,199.43 |
0.618 |
15,102.10 |
1.000 |
15,041.94 |
1.618 |
14,944.61 |
2.618 |
14,787.12 |
4.250 |
14,530.10 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,303.78 |
15,268.37 |
PP |
15,290.98 |
15,220.16 |
S1 |
15,278.18 |
15,171.95 |
|