| 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 |
2,176.7 |
2,215.2 |
38.5 |
1.8% |
2,225.0 |
| High |
2,231.5 |
2,262.9 |
31.4 |
1.4% |
2,253.2 |
| Low |
2,167.4 |
2,214.2 |
46.8 |
2.2% |
2,196.1 |
| Close |
2,214.9 |
2,255.2 |
40.3 |
1.8% |
2,228.3 |
| Range |
64.1 |
48.7 |
-15.4 |
-24.0% |
57.1 |
| ATR |
42.7 |
43.1 |
0.4 |
1.0% |
0.0 |
| Volume |
205,646 |
183,537 |
-22,109 |
-10.8% |
1,153,181 |
|
| Daily Pivots for day following 23-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.2 |
2,371.4 |
2,282.0 |
|
| R3 |
2,341.5 |
2,322.7 |
2,268.6 |
|
| R2 |
2,292.8 |
2,292.8 |
2,264.1 |
|
| R1 |
2,274.0 |
2,274.0 |
2,259.7 |
2,283.4 |
| PP |
2,244.1 |
2,244.1 |
2,244.1 |
2,248.8 |
| S1 |
2,225.3 |
2,225.3 |
2,250.7 |
2,234.7 |
| S2 |
2,195.4 |
2,195.4 |
2,246.3 |
|
| S3 |
2,146.7 |
2,176.6 |
2,241.8 |
|
| S4 |
2,098.0 |
2,127.9 |
2,228.4 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.2 |
2,369.8 |
2,259.7 |
|
| R3 |
2,340.1 |
2,312.7 |
2,244.0 |
|
| R2 |
2,283.0 |
2,283.0 |
2,238.8 |
|
| R1 |
2,255.6 |
2,255.6 |
2,233.5 |
2,269.3 |
| PP |
2,225.9 |
2,225.9 |
2,225.9 |
2,232.7 |
| S1 |
2,198.5 |
2,198.5 |
2,223.1 |
2,212.2 |
| S2 |
2,168.8 |
2,168.8 |
2,217.8 |
|
| S3 |
2,111.7 |
2,141.4 |
2,212.6 |
|
| S4 |
2,054.6 |
2,084.3 |
2,196.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.9 |
2,146.9 |
116.0 |
5.1% |
52.6 |
2.3% |
93% |
True |
False |
227,435 |
| 10 |
2,266.0 |
2,146.9 |
119.1 |
5.3% |
46.5 |
2.1% |
91% |
False |
False |
227,352 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.1% |
41.5 |
1.8% |
68% |
False |
False |
118,109 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
39.3 |
1.7% |
74% |
False |
False |
59,215 |
| 60 |
2,330.8 |
2,096.4 |
234.4 |
10.4% |
42.2 |
1.9% |
68% |
False |
False |
39,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.9 |
|
2.618 |
2,390.4 |
|
1.618 |
2,341.7 |
|
1.000 |
2,311.6 |
|
0.618 |
2,293.0 |
|
HIGH |
2,262.9 |
|
0.618 |
2,244.3 |
|
0.500 |
2,238.6 |
|
0.382 |
2,232.8 |
|
LOW |
2,214.2 |
|
0.618 |
2,184.1 |
|
1.000 |
2,165.5 |
|
1.618 |
2,135.4 |
|
2.618 |
2,086.7 |
|
4.250 |
2,007.2 |
|
|
| Fisher Pivots for day following 23-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.7 |
2,241.1 |
| PP |
2,244.1 |
2,227.0 |
| S1 |
2,238.6 |
2,213.0 |
|