| 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 |
2,226.9 |
2,223.1 |
-3.8 |
-0.2% |
2,225.0 |
| High |
2,235.7 |
2,227.4 |
-8.3 |
-0.4% |
2,253.2 |
| Low |
2,212.0 |
2,146.9 |
-65.1 |
-2.9% |
2,196.1 |
| Close |
2,228.3 |
2,176.8 |
-51.5 |
-2.3% |
2,228.3 |
| Range |
23.7 |
80.5 |
56.8 |
239.7% |
57.1 |
| ATR |
37.6 |
40.7 |
3.1 |
8.3% |
0.0 |
| Volume |
233,981 |
308,079 |
74,098 |
31.7% |
1,153,181 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.2 |
2,381.5 |
2,221.1 |
|
| R3 |
2,344.7 |
2,301.0 |
2,198.9 |
|
| R2 |
2,264.2 |
2,264.2 |
2,191.6 |
|
| R1 |
2,220.5 |
2,220.5 |
2,184.2 |
2,202.1 |
| PP |
2,183.7 |
2,183.7 |
2,183.7 |
2,174.5 |
| S1 |
2,140.0 |
2,140.0 |
2,169.4 |
2,121.6 |
| S2 |
2,103.2 |
2,103.2 |
2,162.0 |
|
| S3 |
2,022.7 |
2,059.5 |
2,154.7 |
|
| S4 |
1,942.2 |
1,979.0 |
2,132.5 |
|
|
| 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 |
2,253.2 |
2,146.9 |
106.3 |
4.9% |
45.3 |
2.1% |
28% |
False |
True |
232,227 |
| 10 |
2,297.1 |
2,146.9 |
150.2 |
6.9% |
42.6 |
2.0% |
20% |
False |
True |
176,114 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.4% |
38.5 |
1.8% |
19% |
False |
True |
88,441 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.3% |
39.1 |
1.8% |
36% |
False |
False |
44,347 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
11.2% |
40.9 |
1.9% |
33% |
False |
False |
29,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.5 |
|
2.618 |
2,438.1 |
|
1.618 |
2,357.6 |
|
1.000 |
2,307.9 |
|
0.618 |
2,277.1 |
|
HIGH |
2,227.4 |
|
0.618 |
2,196.6 |
|
0.500 |
2,187.2 |
|
0.382 |
2,177.7 |
|
LOW |
2,146.9 |
|
0.618 |
2,097.2 |
|
1.000 |
2,066.4 |
|
1.618 |
2,016.7 |
|
2.618 |
1,936.2 |
|
4.250 |
1,804.8 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,187.2 |
2,193.2 |
| PP |
2,183.7 |
2,187.7 |
| S1 |
2,180.3 |
2,182.3 |
|