| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1,756.8 |
1,755.6 |
-1.2 |
-0.1% |
1,791.3 |
| High |
1,769.1 |
1,770.0 |
0.9 |
0.1% |
1,812.7 |
| Low |
1,750.0 |
1,745.6 |
-4.4 |
-0.3% |
1,747.5 |
| Close |
1,753.4 |
1,765.9 |
12.5 |
0.7% |
1,753.4 |
| Range |
19.1 |
24.4 |
5.3 |
27.7% |
65.2 |
| ATR |
22.9 |
23.0 |
0.1 |
0.5% |
0.0 |
| Volume |
2,608 |
3,384 |
776 |
29.8% |
10,723 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.7 |
1,824.2 |
1,779.3 |
|
| R3 |
1,809.3 |
1,799.8 |
1,772.6 |
|
| R2 |
1,784.9 |
1,784.9 |
1,770.4 |
|
| R1 |
1,775.4 |
1,775.4 |
1,768.1 |
1,780.2 |
| PP |
1,760.5 |
1,760.5 |
1,760.5 |
1,762.9 |
| S1 |
1,751.0 |
1,751.0 |
1,763.7 |
1,755.8 |
| S2 |
1,736.1 |
1,736.1 |
1,761.4 |
|
| S3 |
1,711.7 |
1,726.6 |
1,759.2 |
|
| S4 |
1,687.3 |
1,702.2 |
1,752.5 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.8 |
1,925.3 |
1,789.3 |
|
| R3 |
1,901.6 |
1,860.1 |
1,771.3 |
|
| R2 |
1,836.4 |
1,836.4 |
1,765.4 |
|
| R1 |
1,794.9 |
1,794.9 |
1,759.4 |
1,783.1 |
| PP |
1,771.2 |
1,771.2 |
1,771.2 |
1,765.3 |
| S1 |
1,729.7 |
1,729.7 |
1,747.4 |
1,717.9 |
| S2 |
1,706.0 |
1,706.0 |
1,741.4 |
|
| S3 |
1,640.8 |
1,664.5 |
1,735.5 |
|
| S4 |
1,575.6 |
1,599.3 |
1,717.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,812.7 |
1,745.6 |
67.1 |
3.8% |
28.0 |
1.6% |
30% |
False |
True |
2,070 |
| 10 |
1,834.0 |
1,745.6 |
88.4 |
5.0% |
24.8 |
1.4% |
23% |
False |
True |
2,833 |
| 20 |
1,838.7 |
1,745.6 |
93.1 |
5.3% |
21.9 |
1.2% |
22% |
False |
True |
2,108 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.2 |
1.3% |
54% |
False |
False |
2,176 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.1 |
1.2% |
54% |
False |
False |
2,068 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.7 |
1.3% |
35% |
False |
False |
1,741 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
21.2 |
1.2% |
35% |
False |
False |
1,515 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
19.7 |
1.1% |
35% |
False |
False |
1,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,873.7 |
|
2.618 |
1,833.9 |
|
1.618 |
1,809.5 |
|
1.000 |
1,794.4 |
|
0.618 |
1,785.1 |
|
HIGH |
1,770.0 |
|
0.618 |
1,760.7 |
|
0.500 |
1,757.8 |
|
0.382 |
1,754.9 |
|
LOW |
1,745.6 |
|
0.618 |
1,730.5 |
|
1.000 |
1,721.2 |
|
1.618 |
1,706.1 |
|
2.618 |
1,681.7 |
|
4.250 |
1,641.9 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.2 |
1,772.1 |
| PP |
1,760.5 |
1,770.0 |
| S1 |
1,757.8 |
1,768.0 |
|