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 |
34,296.30 |
34,762.31 |
466.01 |
1.4% |
34,459.72 |
High |
34,879.78 |
34,857.06 |
-22.72 |
-0.1% |
34,879.78 |
Low |
34,296.30 |
34,650.88 |
354.58 |
1.0% |
33,613.03 |
Close |
34,764.82 |
34,798.00 |
33.18 |
0.1% |
34,798.00 |
Range |
583.48 |
206.18 |
-377.30 |
-64.7% |
1,266.75 |
ATR |
383.49 |
370.82 |
-12.66 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,387.19 |
35,298.77 |
34,911.40 |
|
R3 |
35,181.01 |
35,092.59 |
34,854.70 |
|
R2 |
34,974.83 |
34,974.83 |
34,835.80 |
|
R1 |
34,886.41 |
34,886.41 |
34,816.90 |
34,930.62 |
PP |
34,768.65 |
34,768.65 |
34,768.65 |
34,790.75 |
S1 |
34,680.23 |
34,680.23 |
34,779.10 |
34,724.44 |
S2 |
34,562.47 |
34,562.47 |
34,760.20 |
|
S3 |
34,356.29 |
34,474.05 |
34,741.30 |
|
S4 |
34,150.11 |
34,267.87 |
34,684.60 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,230.52 |
37,781.01 |
35,494.71 |
|
R3 |
36,963.77 |
36,514.26 |
35,146.36 |
|
R2 |
35,697.02 |
35,697.02 |
35,030.24 |
|
R1 |
35,247.51 |
35,247.51 |
34,914.12 |
35,472.27 |
PP |
34,430.27 |
34,430.27 |
34,430.27 |
34,542.65 |
S1 |
33,980.76 |
33,980.76 |
34,681.88 |
34,205.52 |
S2 |
33,163.52 |
33,163.52 |
34,565.76 |
|
S3 |
31,896.77 |
32,714.01 |
34,449.64 |
|
S4 |
30,630.02 |
31,447.26 |
34,101.29 |
|
|
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% |
493.95 |
1.4% |
94% |
False |
False |
|
10 |
34,990.36 |
33,613.03 |
1,377.33 |
4.0% |
424.58 |
1.2% |
86% |
False |
False |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.5% |
330.38 |
0.9% |
62% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
296.27 |
0.9% |
59% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
301.31 |
0.9% |
59% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
297.56 |
0.9% |
65% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
303.64 |
0.9% |
65% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
296.49 |
0.9% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,733.33 |
2.618 |
35,396.84 |
1.618 |
35,190.66 |
1.000 |
35,063.24 |
0.618 |
34,984.48 |
HIGH |
34,857.06 |
0.618 |
34,778.30 |
0.500 |
34,753.97 |
0.382 |
34,729.64 |
LOW |
34,650.88 |
0.618 |
34,523.46 |
1.000 |
34,444.70 |
1.618 |
34,317.28 |
2.618 |
34,111.10 |
4.250 |
33,774.62 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,783.32 |
34,679.78 |
PP |
34,768.65 |
34,561.55 |
S1 |
34,753.97 |
34,443.33 |
|