| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1,795.5 |
1,754.6 |
-40.9 |
-2.3% |
1,789.8 |
| High |
1,797.3 |
1,767.8 |
-29.5 |
-1.6% |
1,810.6 |
| Low |
1,745.5 |
1,747.1 |
1.6 |
0.1% |
1,745.5 |
| Close |
1,756.7 |
1,751.4 |
-5.3 |
-0.3% |
1,751.4 |
| Range |
51.8 |
20.7 |
-31.1 |
-60.0% |
65.1 |
| ATR |
24.3 |
24.0 |
-0.3 |
-1.0% |
0.0 |
| Volume |
255,267 |
183,254 |
-72,013 |
-28.2% |
890,082 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.5 |
1,805.2 |
1,762.8 |
|
| R3 |
1,796.8 |
1,784.5 |
1,757.1 |
|
| R2 |
1,776.1 |
1,776.1 |
1,755.2 |
|
| R1 |
1,763.8 |
1,763.8 |
1,753.3 |
1,759.6 |
| PP |
1,755.4 |
1,755.4 |
1,755.4 |
1,753.4 |
| S1 |
1,743.1 |
1,743.1 |
1,749.5 |
1,738.9 |
| S2 |
1,734.7 |
1,734.7 |
1,747.6 |
|
| S3 |
1,714.0 |
1,722.4 |
1,745.7 |
|
| S4 |
1,693.3 |
1,701.7 |
1,740.0 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.5 |
1,923.0 |
1,787.2 |
|
| R3 |
1,899.4 |
1,857.9 |
1,769.3 |
|
| R2 |
1,834.3 |
1,834.3 |
1,763.3 |
|
| R1 |
1,792.8 |
1,792.8 |
1,757.4 |
1,781.0 |
| PP |
1,769.2 |
1,769.2 |
1,769.2 |
1,763.3 |
| S1 |
1,727.7 |
1,727.7 |
1,745.4 |
1,715.9 |
| S2 |
1,704.1 |
1,704.1 |
1,739.5 |
|
| S3 |
1,639.0 |
1,662.6 |
1,733.5 |
|
| S4 |
1,573.9 |
1,597.5 |
1,715.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,810.6 |
1,745.5 |
65.1 |
3.7% |
27.0 |
1.5% |
9% |
False |
False |
178,016 |
| 10 |
1,836.9 |
1,745.5 |
91.4 |
5.2% |
25.8 |
1.5% |
6% |
False |
False |
177,917 |
| 20 |
1,836.9 |
1,745.5 |
91.4 |
5.2% |
22.4 |
1.3% |
6% |
False |
False |
159,414 |
| 40 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.6 |
1.3% |
47% |
False |
False |
162,854 |
| 60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
22.4 |
1.3% |
46% |
False |
False |
117,738 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.9 |
1.4% |
31% |
False |
False |
89,334 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.8 |
1.4% |
31% |
False |
False |
72,400 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.5 |
1.3% |
31% |
False |
False |
60,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.8 |
|
2.618 |
1,822.0 |
|
1.618 |
1,801.3 |
|
1.000 |
1,788.5 |
|
0.618 |
1,780.6 |
|
HIGH |
1,767.8 |
|
0.618 |
1,759.9 |
|
0.500 |
1,757.5 |
|
0.382 |
1,755.0 |
|
LOW |
1,747.1 |
|
0.618 |
1,734.3 |
|
1.000 |
1,726.4 |
|
1.618 |
1,713.6 |
|
2.618 |
1,692.9 |
|
4.250 |
1,659.1 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,757.5 |
1,777.0 |
| PP |
1,755.4 |
1,768.5 |
| S1 |
1,753.4 |
1,759.9 |
|