| 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 |
47,905 |
47,575 |
-330 |
-0.7% |
46,490 |
| High |
48,370 |
47,710 |
-660 |
-1.4% |
48,705 |
| Low |
46,790 |
42,470 |
-4,320 |
-9.2% |
43,450 |
| Close |
47,615 |
43,880 |
-3,735 |
-7.8% |
47,615 |
| Range |
1,580 |
5,240 |
3,660 |
231.6% |
5,255 |
| ATR |
2,627 |
2,814 |
187 |
7.1% |
0 |
| Volume |
828 |
2,217 |
1,389 |
167.8% |
3,718 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60,407 |
57,383 |
46,762 |
|
| R3 |
55,167 |
52,143 |
45,321 |
|
| R2 |
49,927 |
49,927 |
44,841 |
|
| R1 |
46,903 |
46,903 |
44,360 |
45,795 |
| PP |
44,687 |
44,687 |
44,687 |
44,133 |
| S1 |
41,663 |
41,663 |
43,400 |
40,555 |
| S2 |
39,447 |
39,447 |
42,919 |
|
| S3 |
34,207 |
36,423 |
42,439 |
|
| S4 |
28,967 |
31,183 |
40,998 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62,355 |
60,240 |
50,505 |
|
| R3 |
57,100 |
54,985 |
49,060 |
|
| R2 |
51,845 |
51,845 |
48,578 |
|
| R1 |
49,730 |
49,730 |
48,097 |
50,788 |
| PP |
46,590 |
46,590 |
46,590 |
47,119 |
| S1 |
44,475 |
44,475 |
47,133 |
45,533 |
| S2 |
41,335 |
41,335 |
46,652 |
|
| S3 |
36,080 |
39,220 |
46,170 |
|
| S4 |
30,825 |
33,965 |
44,725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,705 |
42,470 |
6,235 |
14.2% |
2,440 |
5.6% |
23% |
False |
True |
974 |
| 10 |
53,210 |
42,470 |
10,740 |
24.5% |
3,213 |
7.3% |
13% |
False |
True |
889 |
| 20 |
53,210 |
42,470 |
10,740 |
24.5% |
2,767 |
6.3% |
13% |
False |
True |
549 |
| 40 |
53,210 |
34,655 |
18,555 |
42.3% |
2,784 |
6.3% |
50% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69,980 |
|
2.618 |
61,428 |
|
1.618 |
56,188 |
|
1.000 |
52,950 |
|
0.618 |
50,948 |
|
HIGH |
47,710 |
|
0.618 |
45,708 |
|
0.500 |
45,090 |
|
0.382 |
44,472 |
|
LOW |
42,470 |
|
0.618 |
39,232 |
|
1.000 |
37,230 |
|
1.618 |
33,992 |
|
2.618 |
28,752 |
|
4.250 |
20,200 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
45,090 |
45,588 |
| PP |
44,687 |
45,018 |
| S1 |
44,283 |
44,449 |
|