| 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 |
1,796.2 |
1,789.8 |
-6.4 |
-0.4% |
1,833.5 |
| High |
1,806.0 |
1,800.2 |
-5.8 |
-0.3% |
1,833.5 |
| Low |
1,788.2 |
1,784.4 |
-3.8 |
-0.2% |
1,783.1 |
| Close |
1,792.1 |
1,794.4 |
2.3 |
0.1% |
1,792.1 |
| Range |
17.8 |
15.8 |
-2.0 |
-11.2% |
50.4 |
| ATR |
22.4 |
22.0 |
-0.5 |
-2.1% |
0.0 |
| Volume |
136,246 |
114,310 |
-21,936 |
-16.1% |
704,105 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.4 |
1,833.2 |
1,803.1 |
|
| R3 |
1,824.6 |
1,817.4 |
1,798.7 |
|
| R2 |
1,808.8 |
1,808.8 |
1,797.3 |
|
| R1 |
1,801.6 |
1,801.6 |
1,795.8 |
1,805.2 |
| PP |
1,793.0 |
1,793.0 |
1,793.0 |
1,794.8 |
| S1 |
1,785.8 |
1,785.8 |
1,793.0 |
1,789.4 |
| S2 |
1,777.2 |
1,777.2 |
1,791.5 |
|
| S3 |
1,761.4 |
1,770.0 |
1,790.1 |
|
| S4 |
1,745.6 |
1,754.2 |
1,785.7 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.1 |
1,923.5 |
1,819.8 |
|
| R3 |
1,903.7 |
1,873.1 |
1,806.0 |
|
| R2 |
1,853.3 |
1,853.3 |
1,801.3 |
|
| R1 |
1,822.7 |
1,822.7 |
1,796.7 |
1,812.8 |
| PP |
1,802.9 |
1,802.9 |
1,802.9 |
1,798.0 |
| S1 |
1,772.3 |
1,772.3 |
1,787.5 |
1,762.4 |
| S2 |
1,752.5 |
1,752.5 |
1,782.9 |
|
| S3 |
1,702.1 |
1,721.9 |
1,778.2 |
|
| S4 |
1,651.7 |
1,671.5 |
1,764.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,833.5 |
1,783.1 |
50.4 |
2.8% |
22.6 |
1.3% |
22% |
False |
False |
163,683 |
| 10 |
1,836.9 |
1,783.1 |
53.8 |
3.0% |
19.9 |
1.1% |
21% |
False |
False |
153,180 |
| 20 |
1,836.9 |
1,772.0 |
64.9 |
3.6% |
20.0 |
1.1% |
35% |
False |
False |
148,949 |
| 40 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
22.6 |
1.3% |
73% |
False |
False |
148,872 |
| 60 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.0 |
1.2% |
73% |
False |
False |
104,981 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
48% |
False |
False |
79,937 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.3 |
1.3% |
48% |
False |
False |
64,712 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.1 |
1.3% |
48% |
False |
False |
54,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.4 |
|
2.618 |
1,841.6 |
|
1.618 |
1,825.8 |
|
1.000 |
1,816.0 |
|
0.618 |
1,810.0 |
|
HIGH |
1,800.2 |
|
0.618 |
1,794.2 |
|
0.500 |
1,792.3 |
|
0.382 |
1,790.4 |
|
LOW |
1,784.4 |
|
0.618 |
1,774.6 |
|
1.000 |
1,768.6 |
|
1.618 |
1,758.8 |
|
2.618 |
1,743.0 |
|
4.250 |
1,717.3 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.7 |
1,795.2 |
| PP |
1,793.0 |
1,794.9 |
| S1 |
1,792.3 |
1,794.7 |
|