| 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 |
3,377.3040 |
3,018.8890 |
-358.4150 |
-10.6% |
3,248.1510 |
| High |
3,539.9110 |
3,100.7280 |
-439.1830 |
-12.4% |
3,670.7140 |
| Low |
2,935.3390 |
2,757.9450 |
-177.3940 |
-6.0% |
3,127.2710 |
| Close |
3,018.8890 |
2,771.5030 |
-247.3860 |
-8.2% |
3,377.3500 |
| Range |
604.5720 |
342.7830 |
-261.7890 |
-43.3% |
543.4430 |
| ATR |
280.1659 |
284.6386 |
4.4726 |
1.6% |
0.0000 |
| Volume |
795,983 |
1,586,500 |
790,517 |
99.3% |
3,702,515 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,905.0743 |
3,681.0717 |
2,960.0337 |
|
| R3 |
3,562.2913 |
3,338.2887 |
2,865.7683 |
|
| R2 |
3,219.5083 |
3,219.5083 |
2,834.3466 |
|
| R1 |
2,995.5057 |
2,995.5057 |
2,802.9248 |
2,936.1155 |
| PP |
2,876.7253 |
2,876.7253 |
2,876.7253 |
2,847.0303 |
| S1 |
2,652.7227 |
2,652.7227 |
2,740.0812 |
2,593.3325 |
| S2 |
2,533.9423 |
2,533.9423 |
2,708.6595 |
|
| S3 |
2,191.1593 |
2,309.9397 |
2,677.2377 |
|
| S4 |
1,848.3763 |
1,967.1567 |
2,582.9724 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,022.1073 |
4,743.1717 |
3,676.2437 |
|
| R3 |
4,478.6643 |
4,199.7287 |
3,526.7968 |
|
| R2 |
3,935.2213 |
3,935.2213 |
3,476.9812 |
|
| R1 |
3,656.2857 |
3,656.2857 |
3,427.1656 |
3,795.7535 |
| PP |
3,391.7783 |
3,391.7783 |
3,391.7783 |
3,461.5123 |
| S1 |
3,112.8427 |
3,112.8427 |
3,327.5344 |
3,252.3105 |
| S2 |
2,848.3353 |
2,848.3353 |
3,277.7188 |
|
| S3 |
2,304.8923 |
2,569.3997 |
3,227.9032 |
|
| S4 |
1,761.4493 |
2,025.9567 |
3,078.4564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,670.7140 |
2,757.9450 |
912.7690 |
32.9% |
318.6526 |
11.5% |
1% |
False |
True |
865,965 |
| 10 |
3,670.7140 |
2,757.9450 |
912.7690 |
32.9% |
285.2111 |
10.3% |
1% |
False |
True |
946,374 |
| 20 |
4,024.1120 |
2,757.9450 |
1,266.1670 |
45.7% |
291.1833 |
10.5% |
1% |
False |
True |
916,973 |
| 40 |
4,024.1120 |
2,154.0200 |
1,870.0920 |
67.5% |
249.8715 |
9.0% |
33% |
False |
False |
1,052,390 |
| 60 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
83.2% |
226.8253 |
8.2% |
46% |
False |
False |
1,120,032 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
83.5% |
230.1221 |
8.3% |
46% |
False |
False |
1,159,301 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
96.0% |
291.6593 |
10.5% |
40% |
False |
False |
1,203,230 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
96.0% |
277.5665 |
10.0% |
40% |
False |
False |
1,135,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,557.5558 |
|
2.618 |
3,998.1339 |
|
1.618 |
3,655.3509 |
|
1.000 |
3,443.5110 |
|
0.618 |
3,312.5679 |
|
HIGH |
3,100.7280 |
|
0.618 |
2,969.7849 |
|
0.500 |
2,929.3365 |
|
0.382 |
2,888.8881 |
|
LOW |
2,757.9450 |
|
0.618 |
2,546.1051 |
|
1.000 |
2,415.1620 |
|
1.618 |
2,203.3221 |
|
2.618 |
1,860.5391 |
|
4.250 |
1,301.1173 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,929.3365 |
3,175.2195 |
| PP |
2,876.7253 |
3,040.6473 |
| S1 |
2,824.1142 |
2,906.0752 |
|