| 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 |
14,992.75 |
15,178.25 |
185.50 |
1.2% |
15,443.00 |
| High |
15,227.00 |
15,347.00 |
120.00 |
0.8% |
15,557.50 |
| Low |
14,930.50 |
15,175.25 |
244.75 |
1.6% |
15,276.25 |
| Close |
15,163.50 |
15,303.50 |
140.00 |
0.9% |
15,326.00 |
| Range |
296.50 |
171.75 |
-124.75 |
-42.1% |
281.25 |
| ATR |
207.35 |
205.65 |
-1.70 |
-0.8% |
0.00 |
| Volume |
601,005 |
514,535 |
-86,470 |
-14.4% |
2,732,430 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,790.50 |
15,718.75 |
15,398.00 |
|
| R3 |
15,618.75 |
15,547.00 |
15,350.75 |
|
| R2 |
15,447.00 |
15,447.00 |
15,335.00 |
|
| R1 |
15,375.25 |
15,375.25 |
15,319.25 |
15,411.00 |
| PP |
15,275.25 |
15,275.25 |
15,275.25 |
15,293.25 |
| S1 |
15,203.50 |
15,203.50 |
15,287.75 |
15,239.50 |
| S2 |
15,103.50 |
15,103.50 |
15,272.00 |
|
| S3 |
14,931.75 |
15,031.75 |
15,256.25 |
|
| S4 |
14,760.00 |
14,860.00 |
15,209.00 |
|
|
| 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 |
15,528.25 |
14,807.50 |
720.75 |
4.7% |
290.25 |
1.9% |
69% |
False |
False |
652,619 |
| 10 |
15,660.00 |
14,807.50 |
852.50 |
5.6% |
246.00 |
1.6% |
58% |
False |
False |
574,118 |
| 20 |
15,702.25 |
14,807.50 |
894.75 |
5.8% |
193.00 |
1.3% |
55% |
False |
False |
291,426 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.6% |
178.00 |
1.2% |
60% |
False |
False |
146,179 |
| 60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.3% |
181.00 |
1.2% |
68% |
False |
False |
97,733 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.7% |
178.00 |
1.2% |
82% |
False |
False |
73,376 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.3% |
188.75 |
1.2% |
86% |
False |
False |
58,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,077.00 |
|
2.618 |
15,796.75 |
|
1.618 |
15,625.00 |
|
1.000 |
15,518.75 |
|
0.618 |
15,453.25 |
|
HIGH |
15,347.00 |
|
0.618 |
15,281.50 |
|
0.500 |
15,261.00 |
|
0.382 |
15,240.75 |
|
LOW |
15,175.25 |
|
0.618 |
15,069.00 |
|
1.000 |
15,003.50 |
|
1.618 |
14,897.25 |
|
2.618 |
14,725.50 |
|
4.250 |
14,445.25 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,289.50 |
15,248.50 |
| PP |
15,275.25 |
15,193.75 |
| S1 |
15,261.00 |
15,138.75 |
|