| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1,767.8 |
1,777.1 |
9.3 |
0.5% |
1,791.3 |
| High |
1,784.6 |
1,789.7 |
5.1 |
0.3% |
1,812.7 |
| Low |
1,761.3 |
1,767.2 |
5.9 |
0.3% |
1,747.5 |
| Close |
1,780.3 |
1,781.0 |
0.7 |
0.0% |
1,753.4 |
| Range |
23.3 |
22.5 |
-0.8 |
-3.4% |
65.2 |
| ATR |
23.1 |
23.0 |
0.0 |
-0.2% |
0.0 |
| Volume |
2,216 |
2,849 |
633 |
28.6% |
10,723 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,846.8 |
1,836.4 |
1,793.4 |
|
| R3 |
1,824.3 |
1,813.9 |
1,787.2 |
|
| R2 |
1,801.8 |
1,801.8 |
1,785.1 |
|
| R1 |
1,791.4 |
1,791.4 |
1,783.1 |
1,796.6 |
| PP |
1,779.3 |
1,779.3 |
1,779.3 |
1,781.9 |
| S1 |
1,768.9 |
1,768.9 |
1,778.9 |
1,774.1 |
| S2 |
1,756.8 |
1,756.8 |
1,776.9 |
|
| S3 |
1,734.3 |
1,746.4 |
1,774.8 |
|
| S4 |
1,711.8 |
1,723.9 |
1,768.6 |
|
|
| 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 |
1,798.6 |
1,745.6 |
53.0 |
3.0% |
28.1 |
1.6% |
67% |
False |
False |
2,547 |
| 10 |
1,812.7 |
1,745.6 |
67.1 |
3.8% |
23.5 |
1.3% |
53% |
False |
False |
2,792 |
| 20 |
1,838.7 |
1,745.6 |
93.1 |
5.2% |
22.2 |
1.2% |
38% |
False |
False |
2,269 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
8.9% |
22.7 |
1.3% |
64% |
False |
False |
2,210 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.4 |
1.2% |
63% |
False |
False |
2,136 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
22.8 |
1.3% |
42% |
False |
False |
1,791 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
21.4 |
1.2% |
42% |
False |
False |
1,562 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
19.6 |
1.1% |
42% |
False |
False |
1,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.3 |
|
2.618 |
1,848.6 |
|
1.618 |
1,826.1 |
|
1.000 |
1,812.2 |
|
0.618 |
1,803.6 |
|
HIGH |
1,789.7 |
|
0.618 |
1,781.1 |
|
0.500 |
1,778.5 |
|
0.382 |
1,775.8 |
|
LOW |
1,767.2 |
|
0.618 |
1,753.3 |
|
1.000 |
1,744.7 |
|
1.618 |
1,730.8 |
|
2.618 |
1,708.3 |
|
4.250 |
1,671.6 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,780.2 |
1,776.6 |
| PP |
1,779.3 |
1,772.1 |
| S1 |
1,778.5 |
1,767.7 |
|