| 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 |
1,757.4 |
1,753.0 |
-4.4 |
-0.3% |
1,788.6 |
| High |
1,771.4 |
1,771.0 |
-0.4 |
0.0% |
1,814.2 |
| Low |
1,751.0 |
1,747.8 |
-3.2 |
-0.2% |
1,750.0 |
| Close |
1,754.9 |
1,767.5 |
12.6 |
0.7% |
1,754.9 |
| Range |
20.4 |
23.2 |
2.8 |
13.7% |
64.2 |
| ATR |
21.8 |
21.9 |
0.1 |
0.5% |
0.0 |
| Volume |
2,337 |
1,065 |
-1,272 |
-54.4% |
7,237 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.7 |
1,822.8 |
1,780.3 |
|
| R3 |
1,808.5 |
1,799.6 |
1,773.9 |
|
| R2 |
1,785.3 |
1,785.3 |
1,771.8 |
|
| R1 |
1,776.4 |
1,776.4 |
1,769.6 |
1,780.9 |
| PP |
1,762.1 |
1,762.1 |
1,762.1 |
1,764.3 |
| S1 |
1,753.2 |
1,753.2 |
1,765.4 |
1,757.7 |
| S2 |
1,738.9 |
1,738.9 |
1,763.2 |
|
| S3 |
1,715.7 |
1,730.0 |
1,761.1 |
|
| S4 |
1,692.5 |
1,706.8 |
1,754.7 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.6 |
1,924.5 |
1,790.2 |
|
| R3 |
1,901.4 |
1,860.3 |
1,772.6 |
|
| R2 |
1,837.2 |
1,837.2 |
1,766.7 |
|
| R1 |
1,796.1 |
1,796.1 |
1,760.8 |
1,784.6 |
| PP |
1,773.0 |
1,773.0 |
1,773.0 |
1,767.3 |
| S1 |
1,731.9 |
1,731.9 |
1,749.0 |
1,720.4 |
| S2 |
1,708.8 |
1,708.8 |
1,743.1 |
|
| S3 |
1,644.6 |
1,667.7 |
1,737.2 |
|
| S4 |
1,580.4 |
1,603.5 |
1,719.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,814.2 |
1,747.8 |
66.4 |
3.8% |
27.0 |
1.5% |
30% |
False |
True |
1,121 |
| 10 |
1,835.0 |
1,747.8 |
87.2 |
4.9% |
23.7 |
1.3% |
23% |
False |
True |
1,319 |
| 20 |
1,840.4 |
1,747.8 |
92.6 |
5.2% |
20.6 |
1.2% |
21% |
False |
True |
1,033 |
| 40 |
1,840.7 |
1,682.4 |
158.3 |
9.0% |
20.9 |
1.2% |
54% |
False |
False |
1,124 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
18.0 |
1.0% |
54% |
False |
False |
922 |
| 80 |
1,919.3 |
1,682.4 |
236.9 |
13.4% |
18.1 |
1.0% |
36% |
False |
False |
726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.6 |
|
2.618 |
1,831.7 |
|
1.618 |
1,808.5 |
|
1.000 |
1,794.2 |
|
0.618 |
1,785.3 |
|
HIGH |
1,771.0 |
|
0.618 |
1,762.1 |
|
0.500 |
1,759.4 |
|
0.382 |
1,756.7 |
|
LOW |
1,747.8 |
|
0.618 |
1,733.5 |
|
1.000 |
1,724.6 |
|
1.618 |
1,710.3 |
|
2.618 |
1,687.1 |
|
4.250 |
1,649.2 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,764.8 |
1,773.6 |
| PP |
1,762.1 |
1,771.6 |
| S1 |
1,759.4 |
1,769.5 |
|