| Trading Metrics calculated at close of trading on 23-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2021 |
23-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,771.6190 |
3,027.2530 |
255.6340 |
9.2% |
3,248.1510 |
| High |
3,088.6300 |
3,172.3310 |
83.7010 |
2.7% |
3,670.7140 |
| Low |
2,657.0130 |
3,015.9100 |
358.8970 |
13.5% |
3,127.2710 |
| Close |
3,027.2530 |
3,141.0260 |
113.7730 |
3.8% |
3,377.3500 |
| Range |
431.6170 |
156.4210 |
-275.1960 |
-63.8% |
543.4430 |
| ATR |
295.1370 |
285.2287 |
-9.9083 |
-3.4% |
0.0000 |
| Volume |
1,176,170 |
1,027,983 |
-148,187 |
-12.6% |
3,702,515 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,579.0187 |
3,516.4433 |
3,227.0576 |
|
| R3 |
3,422.5977 |
3,360.0223 |
3,184.0418 |
|
| R2 |
3,266.1767 |
3,266.1767 |
3,169.7032 |
|
| R1 |
3,203.6013 |
3,203.6013 |
3,155.3646 |
3,234.8890 |
| PP |
3,109.7557 |
3,109.7557 |
3,109.7557 |
3,125.3995 |
| S1 |
3,047.1803 |
3,047.1803 |
3,126.6874 |
3,078.4680 |
| S2 |
2,953.3347 |
2,953.3347 |
3,112.3488 |
|
| S3 |
2,796.9137 |
2,890.7593 |
3,098.0102 |
|
| S4 |
2,640.4927 |
2,734.3383 |
3,054.9945 |
|
|
| 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 |
3,592.4940 |
2,657.0130 |
935.4810 |
29.8% |
352.2146 |
11.2% |
52% |
False |
False |
1,062,735 |
| 10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
32.3% |
295.1161 |
9.4% |
48% |
False |
False |
913,180 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
43.5% |
301.9264 |
9.6% |
35% |
False |
False |
944,528 |
| 40 |
4,024.1120 |
2,269.0400 |
1,755.0720 |
55.9% |
257.9904 |
8.2% |
50% |
False |
False |
1,035,339 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
73.3% |
226.6124 |
7.2% |
62% |
False |
False |
1,105,257 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
73.7% |
230.3547 |
7.3% |
62% |
False |
False |
1,159,993 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.7% |
290.6041 |
9.3% |
54% |
False |
False |
1,208,426 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.7% |
280.4391 |
8.9% |
54% |
False |
False |
1,145,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,837.1203 |
|
2.618 |
3,581.8412 |
|
1.618 |
3,425.4202 |
|
1.000 |
3,328.7520 |
|
0.618 |
3,268.9992 |
|
HIGH |
3,172.3310 |
|
0.618 |
3,112.5782 |
|
0.500 |
3,094.1205 |
|
0.382 |
3,075.6628 |
|
LOW |
3,015.9100 |
|
0.618 |
2,919.2418 |
|
1.000 |
2,859.4890 |
|
1.618 |
2,762.8208 |
|
2.618 |
2,606.3998 |
|
4.250 |
2,351.1208 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,125.3908 |
3,065.5747 |
| PP |
3,109.7557 |
2,990.1233 |
| S1 |
3,094.1205 |
2,914.6720 |
|