| 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 |
3,497.8700 |
3,377.3040 |
-120.5660 |
-3.4% |
3,248.1510 |
| High |
3,592.4940 |
3,539.9110 |
-52.5830 |
-1.5% |
3,670.7140 |
| Low |
3,366.8140 |
2,935.3390 |
-431.4750 |
-12.8% |
3,127.2710 |
| Close |
3,377.3500 |
3,018.8890 |
-358.4610 |
-10.6% |
3,377.3500 |
| Range |
225.6800 |
604.5720 |
378.8920 |
167.9% |
543.4430 |
| ATR |
255.2116 |
280.1659 |
24.9543 |
9.8% |
0.0000 |
| Volume |
727,043 |
795,983 |
68,940 |
9.5% |
3,702,515 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,978.4290 |
4,603.2310 |
3,351.4036 |
|
| R3 |
4,373.8570 |
3,998.6590 |
3,185.1463 |
|
| R2 |
3,769.2850 |
3,769.2850 |
3,129.7272 |
|
| R1 |
3,394.0870 |
3,394.0870 |
3,074.3081 |
3,279.4000 |
| PP |
3,164.7130 |
3,164.7130 |
3,164.7130 |
3,107.3695 |
| S1 |
2,789.5150 |
2,789.5150 |
2,963.4699 |
2,674.8280 |
| S2 |
2,560.1410 |
2,560.1410 |
2,908.0508 |
|
| S3 |
1,955.5690 |
2,184.9430 |
2,852.6317 |
|
| S4 |
1,350.9970 |
1,580.3710 |
2,686.3744 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,022.1073 |
4,743.1717 |
3,676.2437 |
|
| R3 |
4,478.6643 |
4,199.7287 |
3,526.7968 |
|
| R2 |
3,935.2213 |
3,935.2213 |
3,476.9812 |
|
| R1 |
3,656.2857 |
3,656.2857 |
3,427.1656 |
3,795.7535 |
| PP |
3,391.7783 |
3,391.7783 |
3,391.7783 |
3,461.5123 |
| S1 |
3,112.8427 |
3,112.8427 |
3,327.5344 |
3,252.3105 |
| S2 |
2,848.3353 |
2,848.3353 |
3,277.7188 |
|
| S3 |
2,304.8923 |
2,569.3997 |
3,227.9032 |
|
| S4 |
1,761.4493 |
2,025.9567 |
3,078.4564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,670.7140 |
2,935.3390 |
735.3750 |
24.4% |
277.6456 |
9.2% |
11% |
False |
True |
774,462 |
| 10 |
3,968.3000 |
2,935.3390 |
1,032.9610 |
34.2% |
341.2801 |
11.3% |
8% |
False |
True |
896,611 |
| 20 |
4,024.1120 |
2,935.3390 |
1,088.7730 |
36.1% |
286.2515 |
9.5% |
8% |
False |
True |
866,647 |
| 40 |
4,024.1120 |
2,037.5830 |
1,986.5290 |
65.8% |
251.0716 |
8.3% |
49% |
False |
False |
1,049,589 |
| 60 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
76.4% |
224.8622 |
7.4% |
56% |
False |
False |
1,116,323 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
76.7% |
228.8985 |
7.6% |
57% |
False |
False |
1,151,522 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
88.1% |
289.4942 |
9.6% |
49% |
False |
False |
1,195,947 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
88.1% |
276.0403 |
9.1% |
49% |
False |
False |
1,127,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,109.3420 |
|
2.618 |
5,122.6805 |
|
1.618 |
4,518.1085 |
|
1.000 |
4,144.4830 |
|
0.618 |
3,913.5365 |
|
HIGH |
3,539.9110 |
|
0.618 |
3,308.9645 |
|
0.500 |
3,237.6250 |
|
0.382 |
3,166.2855 |
|
LOW |
2,935.3390 |
|
0.618 |
2,561.7135 |
|
1.000 |
2,330.7670 |
|
1.618 |
1,957.1415 |
|
2.618 |
1,352.5695 |
|
4.250 |
365.9080 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,237.6250 |
3,303.0265 |
| PP |
3,164.7130 |
3,208.3140 |
| S1 |
3,091.8010 |
3,113.6015 |
|