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 |
34,737.86 |
34,459.72 |
-278.14 |
-0.8% |
34,665.50 |
High |
34,779.86 |
34,459.72 |
-320.14 |
-0.9% |
34,990.36 |
Low |
34,519.63 |
33,613.03 |
-906.60 |
-2.6% |
34,510.30 |
Close |
34,584.88 |
33,970.47 |
-614.41 |
-1.8% |
34,584.88 |
Range |
260.23 |
846.69 |
586.46 |
225.4% |
480.06 |
ATR |
301.78 |
349.64 |
47.86 |
15.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,554.48 |
36,109.16 |
34,436.15 |
|
R3 |
35,707.79 |
35,262.47 |
34,203.31 |
|
R2 |
34,861.10 |
34,861.10 |
34,125.70 |
|
R1 |
34,415.78 |
34,415.78 |
34,048.08 |
34,215.10 |
PP |
34,014.41 |
34,014.41 |
34,014.41 |
33,914.06 |
S1 |
33,569.09 |
33,569.09 |
33,892.86 |
33,368.41 |
S2 |
33,167.72 |
33,167.72 |
33,815.24 |
|
S3 |
32,321.03 |
32,722.40 |
33,737.63 |
|
S4 |
31,474.34 |
31,875.71 |
33,504.79 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,135.36 |
35,840.18 |
34,848.91 |
|
R3 |
35,655.30 |
35,360.12 |
34,716.90 |
|
R2 |
35,175.24 |
35,175.24 |
34,672.89 |
|
R1 |
34,880.06 |
34,880.06 |
34,628.89 |
34,787.62 |
PP |
34,695.18 |
34,695.18 |
34,695.18 |
34,648.96 |
S1 |
34,400.00 |
34,400.00 |
34,540.87 |
34,307.56 |
S2 |
34,215.12 |
34,215.12 |
34,496.87 |
|
S3 |
33,735.06 |
33,919.94 |
34,452.86 |
|
S4 |
33,255.00 |
33,439.88 |
34,320.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,990.36 |
33,613.03 |
1,377.33 |
4.1% |
469.83 |
1.4% |
26% |
False |
True |
|
10 |
35,373.24 |
33,613.03 |
1,760.21 |
5.2% |
404.11 |
1.2% |
20% |
False |
True |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.6% |
292.36 |
0.9% |
19% |
False |
True |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
276.18 |
0.8% |
18% |
False |
True |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
290.23 |
0.9% |
18% |
False |
True |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
287.24 |
0.8% |
30% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
299.84 |
0.9% |
30% |
False |
False |
|
120 |
35,631.19 |
32,980.57 |
2,650.62 |
7.8% |
290.73 |
0.9% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,058.15 |
2.618 |
36,676.35 |
1.618 |
35,829.66 |
1.000 |
35,306.41 |
0.618 |
34,982.97 |
HIGH |
34,459.72 |
0.618 |
34,136.28 |
0.500 |
34,036.38 |
0.382 |
33,936.47 |
LOW |
33,613.03 |
0.618 |
33,089.78 |
1.000 |
32,766.34 |
1.618 |
32,243.09 |
2.618 |
31,396.40 |
4.250 |
30,014.60 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,036.38 |
34,278.29 |
PP |
34,014.41 |
34,175.68 |
S1 |
33,992.44 |
34,073.08 |
|