| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,245.9 |
0.9 |
0.0% |
2,279.5 |
| High |
2,269.0 |
2,266.0 |
-3.0 |
-0.1% |
2,297.1 |
| Low |
2,220.5 |
2,221.5 |
1.0 |
0.0% |
2,220.5 |
| Close |
2,246.0 |
2,222.7 |
-23.3 |
-1.0% |
2,222.7 |
| Range |
48.5 |
44.5 |
-4.0 |
-8.2% |
76.6 |
| ATR |
38.0 |
38.4 |
0.5 |
1.2% |
0.0 |
| Volume |
66,806 |
217,142 |
150,336 |
225.0% |
299,883 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.2 |
2,341.0 |
2,247.2 |
|
| R3 |
2,325.7 |
2,296.5 |
2,234.9 |
|
| R2 |
2,281.2 |
2,281.2 |
2,230.9 |
|
| R1 |
2,252.0 |
2,252.0 |
2,226.8 |
2,244.4 |
| PP |
2,236.7 |
2,236.7 |
2,236.7 |
2,232.9 |
| S1 |
2,207.5 |
2,207.5 |
2,218.6 |
2,199.9 |
| S2 |
2,192.2 |
2,192.2 |
2,214.5 |
|
| S3 |
2,147.7 |
2,163.0 |
2,210.5 |
|
| S4 |
2,103.2 |
2,118.5 |
2,198.2 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.6 |
2,426.2 |
2,264.8 |
|
| R3 |
2,400.0 |
2,349.6 |
2,243.8 |
|
| R2 |
2,323.4 |
2,323.4 |
2,236.7 |
|
| R1 |
2,273.0 |
2,273.0 |
2,229.7 |
2,259.9 |
| PP |
2,246.8 |
2,246.8 |
2,246.8 |
2,240.2 |
| S1 |
2,196.4 |
2,196.4 |
2,215.7 |
2,183.3 |
| S2 |
2,170.2 |
2,170.2 |
2,208.7 |
|
| S3 |
2,093.6 |
2,119.8 |
2,201.6 |
|
| S4 |
2,017.0 |
2,043.2 |
2,180.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.0 |
2,220.5 |
86.5 |
3.9% |
38.2 |
1.7% |
3% |
False |
False |
60,165 |
| 10 |
2,307.0 |
2,202.1 |
104.9 |
4.7% |
37.7 |
1.7% |
20% |
False |
False |
30,536 |
| 20 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
38.5 |
1.7% |
58% |
False |
False |
15,559 |
| 40 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
40.7 |
1.8% |
60% |
False |
False |
7,831 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
40.6 |
1.8% |
52% |
False |
False |
5,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.1 |
|
2.618 |
2,382.5 |
|
1.618 |
2,338.0 |
|
1.000 |
2,310.5 |
|
0.618 |
2,293.5 |
|
HIGH |
2,266.0 |
|
0.618 |
2,249.0 |
|
0.500 |
2,243.8 |
|
0.382 |
2,238.5 |
|
LOW |
2,221.5 |
|
0.618 |
2,194.0 |
|
1.000 |
2,177.0 |
|
1.618 |
2,149.5 |
|
2.618 |
2,105.0 |
|
4.250 |
2,032.4 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.8 |
2,248.1 |
| PP |
2,236.7 |
2,239.6 |
| S1 |
2,229.7 |
2,231.2 |
|