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 |
34,006.87 |
34,296.30 |
289.43 |
0.9% |
34,665.50 |
High |
34,440.42 |
34,879.78 |
439.36 |
1.3% |
34,990.36 |
Low |
34,006.87 |
34,296.30 |
289.43 |
0.9% |
34,510.30 |
Close |
34,258.32 |
34,764.82 |
506.50 |
1.5% |
34,584.88 |
Range |
433.55 |
583.48 |
149.93 |
34.6% |
480.06 |
ATR |
365.18 |
383.49 |
18.31 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,397.41 |
36,164.59 |
35,085.73 |
|
R3 |
35,813.93 |
35,581.11 |
34,925.28 |
|
R2 |
35,230.45 |
35,230.45 |
34,871.79 |
|
R1 |
34,997.63 |
34,997.63 |
34,818.31 |
35,114.04 |
PP |
34,646.97 |
34,646.97 |
34,646.97 |
34,705.17 |
S1 |
34,414.15 |
34,414.15 |
34,711.33 |
34,530.56 |
S2 |
34,063.49 |
34,063.49 |
34,657.85 |
|
S3 |
33,480.01 |
33,830.67 |
34,604.36 |
|
S4 |
32,896.53 |
33,247.19 |
34,443.91 |
|
|
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 |
34,879.78 |
33,613.03 |
1,266.75 |
3.6% |
504.76 |
1.5% |
91% |
True |
False |
|
10 |
35,104.25 |
33,613.03 |
1,491.22 |
4.3% |
454.43 |
1.3% |
77% |
False |
False |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.5% |
334.74 |
1.0% |
61% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
295.75 |
0.9% |
57% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
303.00 |
0.9% |
57% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
296.99 |
0.9% |
63% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
305.38 |
0.9% |
63% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
296.14 |
0.9% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,359.57 |
2.618 |
36,407.33 |
1.618 |
35,823.85 |
1.000 |
35,463.26 |
0.618 |
35,240.37 |
HIGH |
34,879.78 |
0.618 |
34,656.89 |
0.500 |
34,588.04 |
0.382 |
34,519.19 |
LOW |
34,296.30 |
0.618 |
33,935.71 |
1.000 |
33,712.82 |
1.618 |
33,352.23 |
2.618 |
32,768.75 |
4.250 |
31,816.51 |
|
|
Fisher Pivots for day following 23-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,705.89 |
34,642.18 |
PP |
34,646.97 |
34,519.54 |
S1 |
34,588.04 |
34,396.90 |
|