| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,172.7 |
2,176.7 |
4.0 |
0.2% |
2,225.0 |
| High |
2,208.8 |
2,231.5 |
22.7 |
1.0% |
2,253.2 |
| Low |
2,163.0 |
2,167.4 |
4.4 |
0.2% |
2,196.1 |
| Close |
2,180.9 |
2,214.9 |
34.0 |
1.6% |
2,228.3 |
| Range |
45.8 |
64.1 |
18.3 |
40.0% |
57.1 |
| ATR |
41.1 |
42.7 |
1.6 |
4.0% |
0.0 |
| Volume |
205,935 |
205,646 |
-289 |
-0.1% |
1,153,181 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.9 |
2,370.0 |
2,250.2 |
|
| R3 |
2,332.8 |
2,305.9 |
2,232.5 |
|
| R2 |
2,268.7 |
2,268.7 |
2,226.7 |
|
| R1 |
2,241.8 |
2,241.8 |
2,220.8 |
2,255.3 |
| PP |
2,204.6 |
2,204.6 |
2,204.6 |
2,211.3 |
| S1 |
2,177.7 |
2,177.7 |
2,209.0 |
2,191.2 |
| S2 |
2,140.5 |
2,140.5 |
2,203.1 |
|
| S3 |
2,076.4 |
2,113.6 |
2,197.3 |
|
| S4 |
2,012.3 |
2,049.5 |
2,179.6 |
|
|
| 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% |
49.1 |
2.2% |
74% |
False |
False |
222,394 |
| 10 |
2,269.0 |
2,146.9 |
122.1 |
5.5% |
46.5 |
2.1% |
56% |
False |
False |
215,678 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.2% |
40.6 |
1.8% |
42% |
False |
False |
108,982 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
39.4 |
1.8% |
54% |
False |
False |
54,630 |
| 60 |
2,330.8 |
2,096.4 |
234.4 |
10.6% |
41.9 |
1.9% |
51% |
False |
False |
36,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,503.9 |
|
2.618 |
2,399.3 |
|
1.618 |
2,335.2 |
|
1.000 |
2,295.6 |
|
0.618 |
2,271.1 |
|
HIGH |
2,231.5 |
|
0.618 |
2,207.0 |
|
0.500 |
2,199.5 |
|
0.382 |
2,191.9 |
|
LOW |
2,167.4 |
|
0.618 |
2,127.8 |
|
1.000 |
2,103.3 |
|
1.618 |
2,063.7 |
|
2.618 |
1,999.6 |
|
4.250 |
1,895.0 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.8 |
2,206.3 |
| PP |
2,204.6 |
2,197.8 |
| S1 |
2,199.5 |
2,189.2 |
|