| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
109.713 |
109.949 |
0.236 |
0.2% |
109.866 |
| High |
110.076 |
110.034 |
-0.042 |
0.0% |
110.156 |
| Low |
109.668 |
109.321 |
-0.347 |
-0.3% |
109.113 |
| Close |
109.947 |
109.381 |
-0.566 |
-0.5% |
109.947 |
| Range |
0.408 |
0.713 |
0.305 |
74.8% |
1.043 |
| ATR |
0.491 |
0.507 |
0.016 |
3.2% |
0.000 |
| Volume |
118,361 |
117,854 |
-507 |
-0.4% |
581,361 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.718 |
111.262 |
109.773 |
|
| R3 |
111.005 |
110.549 |
109.577 |
|
| R2 |
110.292 |
110.292 |
109.512 |
|
| R1 |
109.836 |
109.836 |
109.446 |
109.708 |
| PP |
109.579 |
109.579 |
109.579 |
109.514 |
| S1 |
109.123 |
109.123 |
109.316 |
108.995 |
| S2 |
108.866 |
108.866 |
109.250 |
|
| S3 |
108.153 |
108.410 |
109.185 |
|
| S4 |
107.440 |
107.697 |
108.989 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.868 |
112.450 |
110.521 |
|
| R3 |
111.825 |
111.407 |
110.234 |
|
| R2 |
110.782 |
110.782 |
110.138 |
|
| R1 |
110.364 |
110.364 |
110.043 |
110.573 |
| PP |
109.739 |
109.739 |
109.739 |
109.843 |
| S1 |
109.321 |
109.321 |
109.851 |
109.530 |
| S2 |
108.696 |
108.696 |
109.756 |
|
| S3 |
107.653 |
108.278 |
109.660 |
|
| S4 |
106.610 |
107.235 |
109.373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.155 |
109.113 |
1.042 |
1.0% |
0.597 |
0.5% |
26% |
False |
False |
120,591 |
| 10 |
110.445 |
109.113 |
1.332 |
1.2% |
0.522 |
0.5% |
20% |
False |
False |
119,385 |
| 20 |
110.445 |
109.113 |
1.332 |
1.2% |
0.472 |
0.4% |
20% |
False |
False |
123,759 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.509 |
0.5% |
32% |
False |
False |
130,605 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.532 |
0.5% |
22% |
False |
False |
132,958 |
| 80 |
111.658 |
108.722 |
2.936 |
2.7% |
0.539 |
0.5% |
22% |
False |
False |
132,499 |
| 100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.545 |
0.5% |
31% |
False |
False |
133,874 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.551 |
0.5% |
46% |
False |
False |
133,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.064 |
|
2.618 |
111.901 |
|
1.618 |
111.188 |
|
1.000 |
110.747 |
|
0.618 |
110.475 |
|
HIGH |
110.034 |
|
0.618 |
109.762 |
|
0.500 |
109.678 |
|
0.382 |
109.593 |
|
LOW |
109.321 |
|
0.618 |
108.880 |
|
1.000 |
108.608 |
|
1.618 |
108.167 |
|
2.618 |
107.454 |
|
4.250 |
106.291 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.678 |
109.645 |
| PP |
109.579 |
109.557 |
| S1 |
109.480 |
109.469 |
|