| 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 |
15,178.25 |
15,300.25 |
122.00 |
0.8% |
15,284.00 |
| High |
15,347.00 |
15,334.25 |
-12.75 |
-0.1% |
15,347.00 |
| Low |
15,175.25 |
15,176.75 |
1.50 |
0.0% |
14,807.50 |
| Close |
15,303.50 |
15,318.75 |
15.25 |
0.1% |
15,318.75 |
| Range |
171.75 |
157.50 |
-14.25 |
-8.3% |
539.50 |
| ATR |
205.65 |
202.21 |
-3.44 |
-1.7% |
0.00 |
| Volume |
514,535 |
470,511 |
-44,024 |
-8.6% |
3,091,742 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,749.00 |
15,691.50 |
15,405.50 |
|
| R3 |
15,591.50 |
15,534.00 |
15,362.00 |
|
| R2 |
15,434.00 |
15,434.00 |
15,347.50 |
|
| R1 |
15,376.50 |
15,376.50 |
15,333.25 |
15,405.25 |
| PP |
15,276.50 |
15,276.50 |
15,276.50 |
15,291.00 |
| S1 |
15,219.00 |
15,219.00 |
15,304.25 |
15,247.75 |
| S2 |
15,119.00 |
15,119.00 |
15,290.00 |
|
| S3 |
14,961.50 |
15,061.50 |
15,275.50 |
|
| S4 |
14,804.00 |
14,904.00 |
15,232.00 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,776.25 |
16,587.00 |
15,615.50 |
|
| R3 |
16,236.75 |
16,047.50 |
15,467.00 |
|
| R2 |
15,697.25 |
15,697.25 |
15,417.75 |
|
| R1 |
15,508.00 |
15,508.00 |
15,368.25 |
15,602.50 |
| PP |
15,157.75 |
15,157.75 |
15,157.75 |
15,205.00 |
| S1 |
14,968.50 |
14,968.50 |
15,269.25 |
15,063.00 |
| S2 |
14,618.25 |
14,618.25 |
15,219.75 |
|
| S3 |
14,078.75 |
14,429.00 |
15,170.50 |
|
| S4 |
13,539.25 |
13,889.50 |
15,022.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,347.00 |
14,807.50 |
539.50 |
3.5% |
271.25 |
1.8% |
95% |
False |
False |
618,348 |
| 10 |
15,557.50 |
14,807.50 |
750.00 |
4.9% |
238.25 |
1.6% |
68% |
False |
False |
582,417 |
| 20 |
15,702.25 |
14,807.50 |
894.75 |
5.8% |
195.50 |
1.3% |
57% |
False |
False |
314,902 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.5% |
177.50 |
1.2% |
62% |
False |
False |
157,923 |
| 60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.3% |
182.25 |
1.2% |
70% |
False |
False |
105,569 |
| 80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.7% |
178.75 |
1.2% |
83% |
False |
False |
79,257 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.3% |
187.00 |
1.2% |
86% |
False |
False |
63,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,003.50 |
|
2.618 |
15,746.50 |
|
1.618 |
15,589.00 |
|
1.000 |
15,491.75 |
|
0.618 |
15,431.50 |
|
HIGH |
15,334.25 |
|
0.618 |
15,274.00 |
|
0.500 |
15,255.50 |
|
0.382 |
15,237.00 |
|
LOW |
15,176.75 |
|
0.618 |
15,079.50 |
|
1.000 |
15,019.25 |
|
1.618 |
14,922.00 |
|
2.618 |
14,764.50 |
|
4.250 |
14,507.50 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,297.75 |
15,258.75 |
| PP |
15,276.50 |
15,198.75 |
| S1 |
15,255.50 |
15,138.75 |
|