| 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 |
2,215.2 |
2,255.6 |
40.4 |
1.8% |
2,223.1 |
| High |
2,262.9 |
2,263.9 |
1.0 |
0.0% |
2,263.9 |
| Low |
2,214.2 |
2,231.4 |
17.2 |
0.8% |
2,146.9 |
| Close |
2,255.2 |
2,244.0 |
-11.2 |
-0.5% |
2,244.0 |
| Range |
48.7 |
32.5 |
-16.2 |
-33.3% |
117.0 |
| ATR |
43.1 |
42.4 |
-0.8 |
-1.8% |
0.0 |
| Volume |
183,537 |
156,687 |
-26,850 |
-14.6% |
1,059,884 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.9 |
2,326.5 |
2,261.9 |
|
| R3 |
2,311.4 |
2,294.0 |
2,252.9 |
|
| R2 |
2,278.9 |
2,278.9 |
2,250.0 |
|
| R1 |
2,261.5 |
2,261.5 |
2,247.0 |
2,254.0 |
| PP |
2,246.4 |
2,246.4 |
2,246.4 |
2,242.7 |
| S1 |
2,229.0 |
2,229.0 |
2,241.0 |
2,221.5 |
| S2 |
2,213.9 |
2,213.9 |
2,238.0 |
|
| S3 |
2,181.4 |
2,196.5 |
2,235.1 |
|
| S4 |
2,148.9 |
2,164.0 |
2,226.1 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.3 |
2,523.6 |
2,308.4 |
|
| R3 |
2,452.3 |
2,406.6 |
2,276.2 |
|
| R2 |
2,335.3 |
2,335.3 |
2,265.5 |
|
| R1 |
2,289.6 |
2,289.6 |
2,254.7 |
2,312.5 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,229.7 |
| S1 |
2,172.6 |
2,172.6 |
2,233.3 |
2,195.5 |
| S2 |
2,101.3 |
2,101.3 |
2,222.6 |
|
| S3 |
1,984.3 |
2,055.6 |
2,211.8 |
|
| S4 |
1,867.3 |
1,938.6 |
2,179.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.9 |
2,146.9 |
117.0 |
5.2% |
54.3 |
2.4% |
83% |
True |
False |
211,976 |
| 10 |
2,263.9 |
2,146.9 |
117.0 |
5.2% |
45.3 |
2.0% |
83% |
True |
False |
221,306 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.1% |
41.5 |
1.9% |
61% |
False |
False |
125,921 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
39.1 |
1.7% |
69% |
False |
False |
63,130 |
| 60 |
2,330.8 |
2,096.4 |
234.4 |
10.4% |
42.3 |
1.9% |
63% |
False |
False |
42,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,402.0 |
|
2.618 |
2,349.0 |
|
1.618 |
2,316.5 |
|
1.000 |
2,296.4 |
|
0.618 |
2,284.0 |
|
HIGH |
2,263.9 |
|
0.618 |
2,251.5 |
|
0.500 |
2,247.7 |
|
0.382 |
2,243.8 |
|
LOW |
2,231.4 |
|
0.618 |
2,211.3 |
|
1.000 |
2,198.9 |
|
1.618 |
2,178.8 |
|
2.618 |
2,146.3 |
|
4.250 |
2,093.3 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.7 |
2,234.6 |
| PP |
2,246.4 |
2,225.1 |
| S1 |
2,245.2 |
2,215.7 |
|