Trading Metrics calculated at close of trading on 24-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,218.85 |
15,222.34 |
3.49 |
0.0% |
15,068.65 |
High |
15,356.92 |
15,345.54 |
-11.38 |
-0.1% |
15,356.92 |
Low |
15,199.43 |
15,209.16 |
9.73 |
0.1% |
14,821.03 |
Close |
15,316.58 |
15,329.68 |
13.10 |
0.1% |
15,329.68 |
Range |
157.49 |
136.38 |
-21.11 |
-13.4% |
535.89 |
ATR |
184.74 |
181.28 |
-3.45 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,703.93 |
15,653.19 |
15,404.69 |
|
R3 |
15,567.55 |
15,516.81 |
15,367.18 |
|
R2 |
15,431.17 |
15,431.17 |
15,354.68 |
|
R1 |
15,380.43 |
15,380.43 |
15,342.18 |
15,405.80 |
PP |
15,294.79 |
15,294.79 |
15,294.79 |
15,307.48 |
S1 |
15,244.05 |
15,244.05 |
15,317.18 |
15,269.42 |
S2 |
15,158.41 |
15,158.41 |
15,304.68 |
|
S3 |
15,022.03 |
15,107.67 |
15,292.18 |
|
S4 |
14,885.65 |
14,971.29 |
15,254.67 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.88 |
16,589.17 |
15,624.42 |
|
R3 |
16,240.99 |
16,053.28 |
15,477.05 |
|
R2 |
15,705.10 |
15,705.10 |
15,427.93 |
|
R1 |
15,517.39 |
15,517.39 |
15,378.80 |
15,611.25 |
PP |
15,169.21 |
15,169.21 |
15,169.21 |
15,216.14 |
S1 |
14,981.50 |
14,981.50 |
15,280.56 |
15,075.36 |
S2 |
14,633.32 |
14,633.32 |
15,231.43 |
|
S3 |
14,097.43 |
14,445.61 |
15,182.31 |
|
S4 |
13,561.54 |
13,909.72 |
15,034.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,356.92 |
14,821.03 |
535.89 |
3.5% |
196.69 |
1.3% |
95% |
False |
False |
|
10 |
15,562.28 |
14,821.03 |
741.25 |
4.8% |
193.11 |
1.3% |
69% |
False |
False |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.7% |
161.43 |
1.1% |
58% |
False |
False |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
147.40 |
1.0% |
60% |
False |
False |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.1% |
149.59 |
1.0% |
70% |
False |
False |
|
80 |
15,701.40 |
13,469.85 |
2,231.55 |
14.6% |
145.05 |
0.9% |
83% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.8% |
152.13 |
1.0% |
86% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
17.8% |
153.42 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,925.16 |
2.618 |
15,702.58 |
1.618 |
15,566.20 |
1.000 |
15,481.92 |
0.618 |
15,429.82 |
HIGH |
15,345.54 |
0.618 |
15,293.44 |
0.500 |
15,277.35 |
0.382 |
15,261.26 |
LOW |
15,209.16 |
0.618 |
15,124.88 |
1.000 |
15,072.78 |
1.618 |
14,988.50 |
2.618 |
14,852.12 |
4.250 |
14,629.55 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,312.24 |
15,284.26 |
PP |
15,294.79 |
15,238.83 |
S1 |
15,277.35 |
15,193.41 |
|