| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
109.758 |
110.323 |
0.565 |
0.5% |
109.949 |
| High |
110.344 |
110.791 |
0.447 |
0.4% |
110.791 |
| Low |
109.718 |
110.250 |
0.532 |
0.5% |
109.121 |
| Close |
110.323 |
110.716 |
0.393 |
0.4% |
110.716 |
| Range |
0.626 |
0.541 |
-0.085 |
-13.6% |
1.670 |
| ATR |
0.535 |
0.535 |
0.000 |
0.1% |
0.000 |
| Volume |
122,963 |
129,358 |
6,395 |
5.2% |
684,784 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.209 |
112.003 |
111.014 |
|
| R3 |
111.668 |
111.462 |
110.865 |
|
| R2 |
111.127 |
111.127 |
110.815 |
|
| R1 |
110.921 |
110.921 |
110.766 |
111.024 |
| PP |
110.586 |
110.586 |
110.586 |
110.637 |
| S1 |
110.380 |
110.380 |
110.666 |
110.483 |
| S2 |
110.045 |
110.045 |
110.617 |
|
| S3 |
109.504 |
109.839 |
110.567 |
|
| S4 |
108.963 |
109.298 |
110.418 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.219 |
114.638 |
111.635 |
|
| R3 |
113.549 |
112.968 |
111.175 |
|
| R2 |
111.879 |
111.879 |
111.022 |
|
| R1 |
111.298 |
111.298 |
110.869 |
111.589 |
| PP |
110.209 |
110.209 |
110.209 |
110.355 |
| S1 |
109.628 |
109.628 |
110.563 |
109.919 |
| S2 |
108.539 |
108.539 |
110.410 |
|
| S3 |
106.869 |
107.958 |
110.257 |
|
| S4 |
105.199 |
106.288 |
109.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.791 |
109.121 |
1.670 |
1.5% |
0.636 |
0.6% |
96% |
True |
False |
136,956 |
| 10 |
110.791 |
109.113 |
1.678 |
1.5% |
0.578 |
0.5% |
96% |
True |
False |
126,614 |
| 20 |
110.791 |
109.113 |
1.678 |
1.5% |
0.507 |
0.5% |
96% |
True |
False |
125,318 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.512 |
0.5% |
96% |
False |
False |
129,706 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.540 |
0.5% |
68% |
False |
False |
134,371 |
| 80 |
111.658 |
108.722 |
2.936 |
2.7% |
0.542 |
0.5% |
68% |
False |
False |
132,964 |
| 100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.543 |
0.5% |
72% |
False |
False |
134,406 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.549 |
0.5% |
77% |
False |
False |
133,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.090 |
|
2.618 |
112.207 |
|
1.618 |
111.666 |
|
1.000 |
111.332 |
|
0.618 |
111.125 |
|
HIGH |
110.791 |
|
0.618 |
110.584 |
|
0.500 |
110.521 |
|
0.382 |
110.457 |
|
LOW |
110.250 |
|
0.618 |
109.916 |
|
1.000 |
109.709 |
|
1.618 |
109.375 |
|
2.618 |
108.834 |
|
4.250 |
107.951 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
110.651 |
110.463 |
| PP |
110.586 |
110.209 |
| S1 |
110.521 |
109.956 |
|