| 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 |
14,992.00 |
14,992.75 |
0.75 |
0.0% |
15,443.00 |
| High |
15,163.25 |
15,227.00 |
63.75 |
0.4% |
15,557.50 |
| Low |
14,963.25 |
14,930.50 |
-32.75 |
-0.2% |
15,276.25 |
| Close |
15,024.00 |
15,163.50 |
139.50 |
0.9% |
15,326.00 |
| Range |
200.00 |
296.50 |
96.50 |
48.3% |
281.25 |
| ATR |
200.49 |
207.35 |
6.86 |
3.4% |
0.00 |
| Volume |
659,780 |
601,005 |
-58,775 |
-8.9% |
2,732,430 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,996.50 |
15,876.50 |
15,326.50 |
|
| R3 |
15,700.00 |
15,580.00 |
15,245.00 |
|
| R2 |
15,403.50 |
15,403.50 |
15,217.75 |
|
| R1 |
15,283.50 |
15,283.50 |
15,190.75 |
15,343.50 |
| PP |
15,107.00 |
15,107.00 |
15,107.00 |
15,137.00 |
| S1 |
14,987.00 |
14,987.00 |
15,136.25 |
15,047.00 |
| S2 |
14,810.50 |
14,810.50 |
15,109.25 |
|
| S3 |
14,514.00 |
14,690.50 |
15,082.00 |
|
| S4 |
14,217.50 |
14,394.00 |
15,000.50 |
|
|
| 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% |
290.50 |
1.9% |
49% |
False |
False |
645,103 |
| 10 |
15,667.25 |
14,807.50 |
859.75 |
5.7% |
241.75 |
1.6% |
41% |
False |
False |
527,773 |
| 20 |
15,702.25 |
14,807.50 |
894.75 |
5.9% |
187.50 |
1.2% |
40% |
False |
False |
265,731 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.6% |
178.75 |
1.2% |
46% |
False |
False |
133,336 |
| 60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.3% |
180.00 |
1.2% |
57% |
False |
False |
89,163 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.9% |
177.75 |
1.2% |
76% |
False |
False |
66,945 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.5% |
188.75 |
1.2% |
81% |
False |
False |
53,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,487.00 |
|
2.618 |
16,003.25 |
|
1.618 |
15,706.75 |
|
1.000 |
15,523.50 |
|
0.618 |
15,410.25 |
|
HIGH |
15,227.00 |
|
0.618 |
15,113.75 |
|
0.500 |
15,078.75 |
|
0.382 |
15,043.75 |
|
LOW |
14,930.50 |
|
0.618 |
14,747.25 |
|
1.000 |
14,634.00 |
|
1.618 |
14,450.75 |
|
2.618 |
14,154.25 |
|
4.250 |
13,670.50 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,135.25 |
15,133.25 |
| PP |
15,107.00 |
15,103.00 |
| S1 |
15,078.75 |
15,073.00 |
|