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 |
34,459.72 |
34,025.61 |
-434.11 |
-1.3% |
34,665.50 |
High |
34,459.72 |
34,313.88 |
-145.84 |
-0.4% |
34,990.36 |
Low |
33,613.03 |
33,914.02 |
300.99 |
0.9% |
34,510.30 |
Close |
33,970.47 |
33,919.84 |
-50.63 |
-0.1% |
34,584.88 |
Range |
846.69 |
399.86 |
-446.83 |
-52.8% |
480.06 |
ATR |
349.64 |
353.23 |
3.59 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,248.83 |
34,984.19 |
34,139.76 |
|
R3 |
34,848.97 |
34,584.33 |
34,029.80 |
|
R2 |
34,449.11 |
34,449.11 |
33,993.15 |
|
R1 |
34,184.47 |
34,184.47 |
33,956.49 |
34,116.86 |
PP |
34,049.25 |
34,049.25 |
34,049.25 |
34,015.44 |
S1 |
33,784.61 |
33,784.61 |
33,883.19 |
33,717.00 |
S2 |
33,649.39 |
33,649.39 |
33,846.53 |
|
S3 |
33,249.53 |
33,384.75 |
33,809.88 |
|
S4 |
32,849.67 |
32,984.89 |
33,699.92 |
|
|
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 |
34,943.55 |
33,613.03 |
1,330.52 |
3.9% |
453.79 |
1.3% |
23% |
False |
False |
|
10 |
35,199.89 |
33,613.03 |
1,586.86 |
4.7% |
412.86 |
1.2% |
19% |
False |
False |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.6% |
298.95 |
0.9% |
16% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
281.18 |
0.8% |
15% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
293.79 |
0.9% |
15% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
7.0% |
289.50 |
0.9% |
27% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
7.0% |
300.41 |
0.9% |
27% |
False |
False |
|
120 |
35,631.19 |
32,985.35 |
2,645.84 |
7.8% |
292.48 |
0.9% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,013.29 |
2.618 |
35,360.71 |
1.618 |
34,960.85 |
1.000 |
34,713.74 |
0.618 |
34,560.99 |
HIGH |
34,313.88 |
0.618 |
34,161.13 |
0.500 |
34,113.95 |
0.382 |
34,066.77 |
LOW |
33,914.02 |
0.618 |
33,666.91 |
1.000 |
33,514.16 |
1.618 |
33,267.05 |
2.618 |
32,867.19 |
4.250 |
32,214.62 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,113.95 |
34,196.45 |
PP |
34,049.25 |
34,104.24 |
S1 |
33,984.54 |
34,012.04 |
|