| 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 |
444.92 |
434.88 |
-10.04 |
-2.3% |
448.64 |
| High |
445.37 |
436.56 |
-8.81 |
-2.0% |
448.92 |
| Low |
441.02 |
428.86 |
-12.16 |
-2.8% |
441.02 |
| Close |
441.40 |
434.04 |
-7.36 |
-1.7% |
441.40 |
| Range |
4.35 |
7.70 |
3.35 |
77.0% |
7.90 |
| ATR |
3.80 |
4.42 |
0.62 |
16.4% |
0.00 |
| Volume |
118,425,000 |
166,445,500 |
48,020,500 |
40.5% |
436,939,600 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456.25 |
452.85 |
438.28 |
|
| R3 |
448.55 |
445.15 |
436.16 |
|
| R2 |
440.85 |
440.85 |
435.45 |
|
| R1 |
437.45 |
437.45 |
434.75 |
435.30 |
| PP |
433.15 |
433.15 |
433.15 |
432.08 |
| S1 |
429.75 |
429.75 |
433.33 |
427.60 |
| S2 |
425.45 |
425.45 |
432.63 |
|
| S3 |
417.75 |
422.05 |
431.92 |
|
| S4 |
410.05 |
414.35 |
429.81 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.48 |
462.34 |
445.75 |
|
| R3 |
459.58 |
454.44 |
443.57 |
|
| R2 |
451.68 |
451.68 |
442.85 |
|
| R1 |
446.54 |
446.54 |
442.12 |
445.16 |
| PP |
443.78 |
443.78 |
443.78 |
443.09 |
| S1 |
438.64 |
438.64 |
440.68 |
437.26 |
| S2 |
435.88 |
435.88 |
439.95 |
|
| S3 |
427.98 |
430.74 |
439.23 |
|
| S4 |
420.08 |
422.84 |
437.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
448.41 |
428.86 |
19.55 |
4.5% |
5.30 |
1.2% |
26% |
False |
True |
103,929,300 |
| 10 |
452.81 |
428.86 |
23.95 |
5.5% |
4.62 |
1.1% |
22% |
False |
True |
85,915,700 |
| 20 |
454.05 |
428.86 |
25.19 |
5.8% |
3.49 |
0.8% |
21% |
False |
True |
68,745,645 |
| 40 |
454.05 |
428.86 |
25.19 |
5.8% |
3.20 |
0.7% |
21% |
False |
True |
63,303,570 |
| 60 |
454.05 |
421.97 |
32.08 |
7.4% |
3.31 |
0.8% |
38% |
False |
False |
64,772,645 |
| 80 |
454.05 |
414.70 |
39.35 |
9.1% |
3.17 |
0.7% |
49% |
False |
False |
63,395,631 |
| 100 |
454.05 |
404.00 |
50.05 |
11.5% |
3.37 |
0.8% |
60% |
False |
False |
66,678,513 |
| 120 |
454.05 |
395.31 |
58.74 |
13.5% |
3.29 |
0.8% |
66% |
False |
False |
67,322,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
469.29 |
|
2.618 |
456.72 |
|
1.618 |
449.02 |
|
1.000 |
444.26 |
|
0.618 |
441.32 |
|
HIGH |
436.56 |
|
0.618 |
433.62 |
|
0.500 |
432.71 |
|
0.382 |
431.80 |
|
LOW |
428.86 |
|
0.618 |
424.10 |
|
1.000 |
421.16 |
|
1.618 |
416.40 |
|
2.618 |
408.70 |
|
4.250 |
396.14 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
433.60 |
438.61 |
| PP |
433.15 |
437.09 |
| S1 |
432.71 |
435.56 |
|