| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,210.6 |
2,233.5 |
22.9 |
1.0% |
2,289.5 |
| High |
2,239.0 |
2,245.2 |
6.2 |
0.3% |
2,302.0 |
| Low |
2,205.3 |
2,214.2 |
8.9 |
0.4% |
2,225.0 |
| Close |
2,235.0 |
2,233.2 |
-1.8 |
-0.1% |
2,227.8 |
| Range |
33.7 |
31.0 |
-2.7 |
-8.0% |
77.0 |
| ATR |
39.9 |
39.3 |
-0.6 |
-1.6% |
0.0 |
| Volume |
165,317 |
73,260 |
-92,057 |
-55.7% |
826,913 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.9 |
2,309.5 |
2,250.3 |
|
| R3 |
2,292.9 |
2,278.5 |
2,241.7 |
|
| R2 |
2,261.9 |
2,261.9 |
2,238.9 |
|
| R1 |
2,247.5 |
2,247.5 |
2,236.0 |
2,239.2 |
| PP |
2,230.9 |
2,230.9 |
2,230.9 |
2,226.7 |
| S1 |
2,216.5 |
2,216.5 |
2,230.4 |
2,208.2 |
| S2 |
2,199.9 |
2,199.9 |
2,227.5 |
|
| S3 |
2,168.9 |
2,185.5 |
2,224.7 |
|
| S4 |
2,137.9 |
2,154.5 |
2,216.2 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.6 |
2,432.2 |
2,270.2 |
|
| R3 |
2,405.6 |
2,355.2 |
2,249.0 |
|
| R2 |
2,328.6 |
2,328.6 |
2,241.9 |
|
| R1 |
2,278.2 |
2,278.2 |
2,234.9 |
2,264.9 |
| PP |
2,251.6 |
2,251.6 |
2,251.6 |
2,245.0 |
| S1 |
2,201.2 |
2,201.2 |
2,220.7 |
2,187.9 |
| S2 |
2,174.6 |
2,174.6 |
2,213.7 |
|
| S3 |
2,097.6 |
2,124.2 |
2,206.6 |
|
| S4 |
2,020.6 |
2,047.2 |
2,185.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,270.8 |
2,202.1 |
68.7 |
3.1% |
40.1 |
1.8% |
45% |
False |
False |
198,934 |
| 10 |
2,312.4 |
2,202.1 |
110.3 |
4.9% |
38.0 |
1.7% |
28% |
False |
False |
188,075 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
39.3 |
1.8% |
61% |
False |
False |
184,324 |
| 40 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
39.9 |
1.8% |
61% |
False |
False |
172,666 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
41.8 |
1.9% |
54% |
False |
False |
170,666 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
41.3 |
1.8% |
54% |
False |
False |
148,978 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.1 |
1.9% |
54% |
False |
False |
119,225 |
| 120 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.3 |
1.9% |
54% |
False |
False |
99,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.0 |
|
2.618 |
2,326.4 |
|
1.618 |
2,295.4 |
|
1.000 |
2,276.2 |
|
0.618 |
2,264.4 |
|
HIGH |
2,245.2 |
|
0.618 |
2,233.4 |
|
0.500 |
2,229.7 |
|
0.382 |
2,226.0 |
|
LOW |
2,214.2 |
|
0.618 |
2,195.0 |
|
1.000 |
2,183.2 |
|
1.618 |
2,164.0 |
|
2.618 |
2,133.0 |
|
4.250 |
2,082.5 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.0 |
2,232.2 |
| PP |
2,230.9 |
2,231.2 |
| S1 |
2,229.7 |
2,230.2 |
|