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 |
34,025.61 |
34,006.87 |
-18.74 |
-0.1% |
34,665.50 |
High |
34,313.88 |
34,440.42 |
126.54 |
0.4% |
34,990.36 |
Low |
33,914.02 |
34,006.87 |
92.85 |
0.3% |
34,510.30 |
Close |
33,919.84 |
34,258.32 |
338.48 |
1.0% |
34,584.88 |
Range |
399.86 |
433.55 |
33.69 |
8.4% |
480.06 |
ATR |
353.23 |
365.18 |
11.95 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,535.85 |
35,330.64 |
34,496.77 |
|
R3 |
35,102.30 |
34,897.09 |
34,377.55 |
|
R2 |
34,668.75 |
34,668.75 |
34,337.80 |
|
R1 |
34,463.54 |
34,463.54 |
34,298.06 |
34,566.15 |
PP |
34,235.20 |
34,235.20 |
34,235.20 |
34,286.51 |
S1 |
34,029.99 |
34,029.99 |
34,218.58 |
34,132.60 |
S2 |
33,801.65 |
33,801.65 |
34,178.84 |
|
S3 |
33,368.10 |
33,596.44 |
34,139.09 |
|
S4 |
32,934.55 |
33,162.89 |
34,019.87 |
|
|
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% |
468.75 |
1.4% |
48% |
False |
False |
|
10 |
35,199.89 |
33,613.03 |
1,586.86 |
4.6% |
431.34 |
1.3% |
41% |
False |
False |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.5% |
316.17 |
0.9% |
34% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
286.99 |
0.8% |
32% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
296.66 |
0.9% |
32% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
293.53 |
0.9% |
42% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
302.71 |
0.9% |
42% |
False |
False |
|
120 |
35,631.19 |
33,222.38 |
2,408.81 |
7.0% |
294.57 |
0.9% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,283.01 |
2.618 |
35,575.45 |
1.618 |
35,141.90 |
1.000 |
34,873.97 |
0.618 |
34,708.35 |
HIGH |
34,440.42 |
0.618 |
34,274.80 |
0.500 |
34,223.65 |
0.382 |
34,172.49 |
LOW |
34,006.87 |
0.618 |
33,738.94 |
1.000 |
33,573.32 |
1.618 |
33,305.39 |
2.618 |
32,871.84 |
4.250 |
32,164.28 |
|
|
Fisher Pivots for day following 22-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,246.76 |
34,184.34 |
PP |
34,235.20 |
34,110.36 |
S1 |
34,223.65 |
34,036.38 |
|