| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
3,018.8890 |
2,771.6190 |
-247.2700 |
-8.2% |
3,248.1510 |
| High |
3,100.7280 |
3,088.6300 |
-12.0980 |
-0.4% |
3,670.7140 |
| Low |
2,757.9450 |
2,657.0130 |
-100.9320 |
-3.7% |
3,127.2710 |
| Close |
2,771.5030 |
3,027.2530 |
255.7500 |
9.2% |
3,377.3500 |
| Range |
342.7830 |
431.6170 |
88.8340 |
25.9% |
543.4430 |
| ATR |
284.6386 |
295.1370 |
10.4985 |
3.7% |
0.0000 |
| Volume |
1,586,500 |
1,176,170 |
-410,330 |
-25.9% |
3,702,515 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,219.1497 |
4,054.8183 |
3,264.6424 |
|
| R3 |
3,787.5327 |
3,623.2013 |
3,145.9477 |
|
| R2 |
3,355.9157 |
3,355.9157 |
3,106.3828 |
|
| R1 |
3,191.5843 |
3,191.5843 |
3,066.8179 |
3,273.7500 |
| PP |
2,924.2987 |
2,924.2987 |
2,924.2987 |
2,965.3815 |
| S1 |
2,759.9673 |
2,759.9673 |
2,987.6881 |
2,842.1330 |
| S2 |
2,492.6817 |
2,492.6817 |
2,948.1232 |
|
| S3 |
2,061.0647 |
2,328.3503 |
2,908.5583 |
|
| S4 |
1,629.4477 |
1,896.7333 |
2,789.8637 |
|
|
| 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 |
2,657.0130 |
1,013.7010 |
33.5% |
357.3014 |
11.8% |
37% |
False |
True |
1,004,674 |
| 10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
33.5% |
296.1264 |
9.8% |
37% |
False |
True |
934,154 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
45.2% |
302.3653 |
10.0% |
27% |
False |
True |
927,342 |
| 40 |
4,024.1120 |
2,242.8360 |
1,781.2760 |
58.8% |
256.5749 |
8.5% |
44% |
False |
False |
1,040,814 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
76.1% |
226.9640 |
7.5% |
57% |
False |
False |
1,112,759 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
76.5% |
230.9756 |
7.6% |
57% |
False |
False |
1,158,792 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
87.9% |
295.0066 |
9.7% |
50% |
False |
False |
1,208,753 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
87.9% |
280.4697 |
9.3% |
50% |
False |
False |
1,141,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,923.0023 |
|
2.618 |
4,218.6033 |
|
1.618 |
3,786.9863 |
|
1.000 |
3,520.2470 |
|
0.618 |
3,355.3693 |
|
HIGH |
3,088.6300 |
|
0.618 |
2,923.7523 |
|
0.500 |
2,872.8215 |
|
0.382 |
2,821.8907 |
|
LOW |
2,657.0130 |
|
0.618 |
2,390.2737 |
|
1.000 |
2,225.3960 |
|
1.618 |
1,958.6567 |
|
2.618 |
1,527.0397 |
|
4.250 |
822.6408 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.7758 |
3,098.4620 |
| PP |
2,924.2987 |
3,074.7257 |
| S1 |
2,872.8215 |
3,050.9893 |
|