| 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 |
15,284.00 |
14,992.00 |
-292.00 |
-1.9% |
15,443.00 |
| High |
15,338.25 |
15,163.25 |
-175.00 |
-1.1% |
15,557.50 |
| Low |
14,807.50 |
14,963.25 |
155.75 |
1.1% |
15,276.25 |
| Close |
15,009.50 |
15,024.00 |
14.50 |
0.1% |
15,326.00 |
| Range |
530.75 |
200.00 |
-330.75 |
-62.3% |
281.25 |
| ATR |
200.53 |
200.49 |
-0.04 |
0.0% |
0.00 |
| Volume |
845,911 |
659,780 |
-186,131 |
-22.0% |
2,732,430 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,650.25 |
15,537.00 |
15,134.00 |
|
| R3 |
15,450.25 |
15,337.00 |
15,079.00 |
|
| R2 |
15,250.25 |
15,250.25 |
15,060.75 |
|
| R1 |
15,137.00 |
15,137.00 |
15,042.25 |
15,193.50 |
| PP |
15,050.25 |
15,050.25 |
15,050.25 |
15,078.50 |
| S1 |
14,937.00 |
14,937.00 |
15,005.75 |
14,993.50 |
| S2 |
14,850.25 |
14,850.25 |
14,987.25 |
|
| S3 |
14,650.25 |
14,737.00 |
14,969.00 |
|
| S4 |
14,450.25 |
14,537.00 |
14,914.00 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,230.25 |
16,059.50 |
15,480.75 |
|
| R3 |
15,949.00 |
15,778.25 |
15,403.25 |
|
| R2 |
15,667.75 |
15,667.75 |
15,377.50 |
|
| R1 |
15,497.00 |
15,497.00 |
15,351.75 |
15,441.75 |
| PP |
15,386.50 |
15,386.50 |
15,386.50 |
15,359.00 |
| S1 |
15,215.75 |
15,215.75 |
15,300.25 |
15,160.50 |
| S2 |
15,105.25 |
15,105.25 |
15,274.50 |
|
| S3 |
14,824.00 |
14,934.50 |
15,248.75 |
|
| S4 |
14,542.75 |
14,653.25 |
15,171.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,532.50 |
14,807.50 |
725.00 |
4.8% |
272.75 |
1.8% |
30% |
False |
False |
627,189 |
| 10 |
15,680.00 |
14,807.50 |
872.50 |
5.8% |
228.50 |
1.5% |
25% |
False |
False |
469,287 |
| 20 |
15,702.25 |
14,807.50 |
894.75 |
6.0% |
176.25 |
1.2% |
24% |
False |
False |
235,724 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.7% |
180.00 |
1.2% |
32% |
False |
False |
118,359 |
| 60 |
15,702.25 |
14,322.00 |
1,380.25 |
9.2% |
178.25 |
1.2% |
51% |
False |
False |
79,152 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
15.0% |
175.00 |
1.2% |
70% |
False |
False |
59,432 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.7% |
187.00 |
1.2% |
76% |
False |
False |
47,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,013.25 |
|
2.618 |
15,686.75 |
|
1.618 |
15,486.75 |
|
1.000 |
15,363.25 |
|
0.618 |
15,286.75 |
|
HIGH |
15,163.25 |
|
0.618 |
15,086.75 |
|
0.500 |
15,063.25 |
|
0.382 |
15,039.75 |
|
LOW |
14,963.25 |
|
0.618 |
14,839.75 |
|
1.000 |
14,763.25 |
|
1.618 |
14,639.75 |
|
2.618 |
14,439.75 |
|
4.250 |
14,113.25 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,063.25 |
15,168.00 |
| PP |
15,050.25 |
15,120.00 |
| S1 |
15,037.00 |
15,072.00 |
|