| 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 |
109.209 |
109.758 |
0.549 |
0.5% |
109.866 |
| High |
109.898 |
110.344 |
0.446 |
0.4% |
110.156 |
| Low |
109.121 |
109.718 |
0.597 |
0.5% |
109.113 |
| Close |
109.761 |
110.323 |
0.562 |
0.5% |
109.947 |
| Range |
0.777 |
0.626 |
-0.151 |
-19.4% |
1.043 |
| ATR |
0.527 |
0.535 |
0.007 |
1.3% |
0.000 |
| Volume |
173,660 |
122,963 |
-50,697 |
-29.2% |
581,361 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.006 |
111.791 |
110.667 |
|
| R3 |
111.380 |
111.165 |
110.495 |
|
| R2 |
110.754 |
110.754 |
110.438 |
|
| R1 |
110.539 |
110.539 |
110.380 |
110.647 |
| PP |
110.128 |
110.128 |
110.128 |
110.182 |
| S1 |
109.913 |
109.913 |
110.266 |
110.021 |
| S2 |
109.502 |
109.502 |
110.208 |
|
| S3 |
108.876 |
109.287 |
110.151 |
|
| S4 |
108.250 |
108.661 |
109.979 |
|
|
| 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 |
110.344 |
109.121 |
1.223 |
1.1% |
0.609 |
0.6% |
98% |
True |
False |
134,757 |
| 10 |
110.344 |
109.113 |
1.231 |
1.1% |
0.555 |
0.5% |
98% |
True |
False |
125,446 |
| 20 |
110.445 |
109.113 |
1.332 |
1.2% |
0.495 |
0.4% |
91% |
False |
False |
125,855 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.512 |
0.5% |
77% |
False |
False |
130,216 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.543 |
0.5% |
55% |
False |
False |
134,469 |
| 80 |
111.658 |
108.722 |
2.936 |
2.7% |
0.541 |
0.5% |
55% |
False |
False |
132,815 |
| 100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.542 |
0.5% |
60% |
False |
False |
134,448 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.552 |
0.5% |
68% |
False |
False |
134,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.005 |
|
2.618 |
111.983 |
|
1.618 |
111.357 |
|
1.000 |
110.970 |
|
0.618 |
110.731 |
|
HIGH |
110.344 |
|
0.618 |
110.105 |
|
0.500 |
110.031 |
|
0.382 |
109.957 |
|
LOW |
109.718 |
|
0.618 |
109.331 |
|
1.000 |
109.092 |
|
1.618 |
108.705 |
|
2.618 |
108.079 |
|
4.250 |
107.058 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
110.226 |
110.126 |
| PP |
110.128 |
109.929 |
| S1 |
110.031 |
109.733 |
|