| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
46,978.97 |
43,544.63 |
-3,434.34 |
-7.3% |
45,050.90 |
| High |
48,786.60 |
43,896.19 |
-4,890.41 |
-10.0% |
48,488.91 |
| Low |
42,581.33 |
40,541.09 |
-2,040.24 |
-4.8% |
43,598.41 |
| Close |
43,539.55 |
40,939.91 |
-2,599.64 |
-6.0% |
46,982.06 |
| Range |
6,205.27 |
3,355.10 |
-2,850.17 |
-45.9% |
4,890.50 |
| ATR |
2,741.52 |
2,785.35 |
43.83 |
1.6% |
0.00 |
| Volume |
67,036 |
53,247 |
-13,789 |
-20.6% |
174,700 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51,857.70 |
49,753.90 |
42,785.22 |
|
| R3 |
48,502.60 |
46,398.80 |
41,862.56 |
|
| R2 |
45,147.50 |
45,147.50 |
41,555.01 |
|
| R1 |
43,043.70 |
43,043.70 |
41,247.46 |
42,418.05 |
| PP |
41,792.40 |
41,792.40 |
41,792.40 |
41,479.57 |
| S1 |
39,688.60 |
39,688.60 |
40,632.36 |
39,062.95 |
| S2 |
38,437.30 |
38,437.30 |
40,324.81 |
|
| S3 |
35,082.20 |
36,333.50 |
40,017.26 |
|
| S4 |
31,727.10 |
32,978.40 |
39,094.61 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61,027.96 |
58,895.51 |
49,671.84 |
|
| R3 |
56,137.46 |
54,005.01 |
48,326.95 |
|
| R2 |
51,246.96 |
51,246.96 |
47,878.65 |
|
| R1 |
49,114.51 |
49,114.51 |
47,430.36 |
50,180.74 |
| PP |
46,356.46 |
46,356.46 |
46,356.46 |
46,889.57 |
| S1 |
44,224.01 |
44,224.01 |
46,533.76 |
45,290.24 |
| S2 |
41,465.96 |
41,465.96 |
46,085.47 |
|
| S3 |
36,575.46 |
39,333.51 |
45,637.17 |
|
| S4 |
31,684.96 |
34,443.01 |
44,292.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,786.60 |
40,541.09 |
8,245.51 |
20.1% |
2,857.59 |
7.0% |
5% |
False |
True |
42,835 |
| 10 |
48,786.60 |
40,541.09 |
8,245.51 |
20.1% |
2,639.72 |
6.4% |
5% |
False |
True |
37,780 |
| 20 |
52,902.94 |
40,541.09 |
12,361.85 |
30.2% |
2,738.88 |
6.7% |
3% |
False |
True |
36,325 |
| 40 |
52,902.94 |
36,446.48 |
16,456.46 |
40.2% |
2,687.43 |
6.6% |
27% |
False |
False |
43,164 |
| 60 |
52,902.94 |
29,348.60 |
23,554.34 |
57.5% |
2,520.05 |
6.2% |
49% |
False |
False |
45,701 |
| 80 |
52,902.94 |
28,957.79 |
23,945.15 |
58.5% |
2,680.52 |
6.5% |
50% |
False |
False |
56,958 |
| 100 |
59,558.80 |
28,957.79 |
30,601.01 |
74.7% |
3,169.82 |
7.7% |
39% |
False |
False |
63,263 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
87.5% |
3,226.74 |
7.9% |
33% |
False |
False |
60,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58,155.37 |
|
2.618 |
52,679.84 |
|
1.618 |
49,324.74 |
|
1.000 |
47,251.29 |
|
0.618 |
45,969.64 |
|
HIGH |
43,896.19 |
|
0.618 |
42,614.54 |
|
0.500 |
42,218.64 |
|
0.382 |
41,822.74 |
|
LOW |
40,541.09 |
|
0.618 |
38,467.64 |
|
1.000 |
37,185.99 |
|
1.618 |
35,112.54 |
|
2.618 |
31,757.44 |
|
4.250 |
26,281.92 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
42,218.64 |
44,663.85 |
| PP |
41,792.40 |
43,422.53 |
| S1 |
41,366.15 |
42,181.22 |
|