| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
4,491.25 |
4,461.00 |
-30.25 |
-0.7% |
4,533.00 |
| High |
4,518.25 |
4,492.75 |
-25.50 |
-0.6% |
4,548.00 |
| Low |
4,456.50 |
4,444.75 |
-11.75 |
-0.3% |
4,456.50 |
| Close |
4,458.25 |
4,469.00 |
10.75 |
0.2% |
4,458.25 |
| Range |
61.75 |
48.00 |
-13.75 |
-22.3% |
91.50 |
| ATR |
38.62 |
39.29 |
0.67 |
1.7% |
0.00 |
| Volume |
1,696,301 |
1,721,413 |
25,112 |
1.5% |
6,277,297 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,612.75 |
4,589.00 |
4,495.50 |
|
| R3 |
4,564.75 |
4,541.00 |
4,482.25 |
|
| R2 |
4,516.75 |
4,516.75 |
4,477.75 |
|
| R1 |
4,493.00 |
4,493.00 |
4,473.50 |
4,505.00 |
| PP |
4,468.75 |
4,468.75 |
4,468.75 |
4,474.75 |
| S1 |
4,445.00 |
4,445.00 |
4,464.50 |
4,457.00 |
| S2 |
4,420.75 |
4,420.75 |
4,460.25 |
|
| S3 |
4,372.75 |
4,397.00 |
4,455.75 |
|
| S4 |
4,324.75 |
4,349.00 |
4,442.50 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,762.00 |
4,701.75 |
4,508.50 |
|
| R3 |
4,670.50 |
4,610.25 |
4,483.50 |
|
| R2 |
4,579.00 |
4,579.00 |
4,475.00 |
|
| R1 |
4,518.75 |
4,518.75 |
4,466.75 |
4,503.00 |
| PP |
4,487.50 |
4,487.50 |
4,487.50 |
4,479.75 |
| S1 |
4,427.25 |
4,427.25 |
4,449.75 |
4,411.50 |
| S2 |
4,396.00 |
4,396.00 |
4,441.50 |
|
| S3 |
4,304.50 |
4,335.75 |
4,433.00 |
|
| S4 |
4,213.00 |
4,244.25 |
4,408.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,548.00 |
4,444.75 |
103.25 |
2.3% |
44.75 |
1.0% |
23% |
False |
True |
1,599,742 |
| 10 |
4,549.50 |
4,444.75 |
104.75 |
2.3% |
36.50 |
0.8% |
23% |
False |
True |
1,358,708 |
| 20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
42.00 |
0.9% |
60% |
False |
False |
1,326,192 |
| 40 |
4,549.50 |
4,224.00 |
325.50 |
7.3% |
40.00 |
0.9% |
75% |
False |
False |
1,251,729 |
| 60 |
4,549.50 |
4,126.75 |
422.75 |
9.5% |
40.25 |
0.9% |
81% |
False |
False |
1,243,961 |
| 80 |
4,549.50 |
4,075.00 |
474.50 |
10.6% |
39.25 |
0.9% |
83% |
False |
False |
1,044,340 |
| 100 |
4,549.50 |
4,020.00 |
529.50 |
11.8% |
42.00 |
0.9% |
85% |
False |
False |
836,187 |
| 120 |
4,549.50 |
3,833.75 |
715.75 |
16.0% |
41.75 |
0.9% |
89% |
False |
False |
696,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,696.75 |
|
2.618 |
4,618.50 |
|
1.618 |
4,570.50 |
|
1.000 |
4,540.75 |
|
0.618 |
4,522.50 |
|
HIGH |
4,492.75 |
|
0.618 |
4,474.50 |
|
0.500 |
4,468.75 |
|
0.382 |
4,463.00 |
|
LOW |
4,444.75 |
|
0.618 |
4,415.00 |
|
1.000 |
4,396.75 |
|
1.618 |
4,367.00 |
|
2.618 |
4,319.00 |
|
4.250 |
4,240.75 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,469.00 |
4,487.00 |
| PP |
4,468.75 |
4,481.00 |
| S1 |
4,468.75 |
4,475.00 |
|