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 |
2,223.1 |
2,172.7 |
-50.4 |
-2.3% |
2,225.0 |
High |
2,227.4 |
2,208.8 |
-18.6 |
-0.8% |
2,253.2 |
Low |
2,146.9 |
2,163.0 |
16.1 |
0.7% |
2,196.1 |
Close |
2,176.8 |
2,180.9 |
4.1 |
0.2% |
2,228.3 |
Range |
80.5 |
45.8 |
-34.7 |
-43.1% |
57.1 |
ATR |
40.7 |
41.1 |
0.4 |
0.9% |
0.0 |
Volume |
308,079 |
205,935 |
-102,144 |
-33.2% |
1,153,181 |
|
Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,321.6 |
2,297.1 |
2,206.1 |
|
R3 |
2,275.8 |
2,251.3 |
2,193.5 |
|
R2 |
2,230.0 |
2,230.0 |
2,189.3 |
|
R1 |
2,205.5 |
2,205.5 |
2,185.1 |
2,217.8 |
PP |
2,184.2 |
2,184.2 |
2,184.2 |
2,190.4 |
S1 |
2,159.7 |
2,159.7 |
2,176.7 |
2,172.0 |
S2 |
2,138.4 |
2,138.4 |
2,172.5 |
|
S3 |
2,092.6 |
2,113.9 |
2,168.3 |
|
S4 |
2,046.8 |
2,068.1 |
2,155.7 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,397.2 |
2,369.8 |
2,259.7 |
|
R3 |
2,340.1 |
2,312.7 |
2,244.0 |
|
R2 |
2,283.0 |
2,283.0 |
2,238.8 |
|
R1 |
2,255.6 |
2,255.6 |
2,233.5 |
2,269.3 |
PP |
2,225.9 |
2,225.9 |
2,225.9 |
2,232.7 |
S1 |
2,198.5 |
2,198.5 |
2,223.1 |
2,212.2 |
S2 |
2,168.8 |
2,168.8 |
2,217.8 |
|
S3 |
2,111.7 |
2,141.4 |
2,212.6 |
|
S4 |
2,054.6 |
2,084.3 |
2,196.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,239.4 |
2,146.9 |
92.5 |
4.2% |
43.1 |
2.0% |
37% |
False |
False |
219,683 |
10 |
2,275.6 |
2,146.9 |
128.7 |
5.9% |
44.3 |
2.0% |
26% |
False |
False |
196,391 |
20 |
2,307.0 |
2,146.9 |
160.1 |
7.3% |
38.5 |
1.8% |
21% |
False |
False |
98,725 |
40 |
2,307.0 |
2,104.7 |
202.3 |
9.3% |
38.9 |
1.8% |
38% |
False |
False |
49,494 |
60 |
2,332.9 |
2,096.4 |
236.5 |
10.8% |
41.4 |
1.9% |
36% |
False |
False |
33,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,403.5 |
2.618 |
2,328.7 |
1.618 |
2,282.9 |
1.000 |
2,254.6 |
0.618 |
2,237.1 |
HIGH |
2,208.8 |
0.618 |
2,191.3 |
0.500 |
2,185.9 |
0.382 |
2,180.5 |
LOW |
2,163.0 |
0.618 |
2,134.7 |
1.000 |
2,117.2 |
1.618 |
2,088.9 |
2.618 |
2,043.1 |
4.250 |
1,968.4 |
|
|
Fisher Pivots for day following 21-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
2,185.9 |
2,191.3 |
PP |
2,184.2 |
2,187.8 |
S1 |
2,182.6 |
2,184.4 |
|