| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,225.0 |
2,238.4 |
13.4 |
0.6% |
2,279.5 |
| High |
2,244.4 |
2,253.2 |
8.8 |
0.4% |
2,297.1 |
| Low |
2,208.7 |
2,196.1 |
-12.6 |
-0.6% |
2,220.5 |
| Close |
2,236.1 |
2,205.5 |
-30.6 |
-1.4% |
2,222.7 |
| Range |
35.7 |
57.1 |
21.4 |
59.9% |
76.6 |
| ATR |
38.2 |
39.6 |
1.3 |
3.5% |
0.0 |
| Volume |
300,121 |
268,657 |
-31,464 |
-10.5% |
299,883 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.6 |
2,354.6 |
2,236.9 |
|
| R3 |
2,332.5 |
2,297.5 |
2,221.2 |
|
| R2 |
2,275.4 |
2,275.4 |
2,216.0 |
|
| R1 |
2,240.4 |
2,240.4 |
2,210.7 |
2,229.4 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,212.7 |
| S1 |
2,183.3 |
2,183.3 |
2,200.3 |
2,172.3 |
| S2 |
2,161.2 |
2,161.2 |
2,195.0 |
|
| S3 |
2,104.1 |
2,126.2 |
2,189.8 |
|
| S4 |
2,047.0 |
2,069.1 |
2,174.1 |
|
|
| 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 |
2,275.6 |
2,196.1 |
79.5 |
3.6% |
45.6 |
2.1% |
12% |
False |
True |
173,099 |
| 10 |
2,307.0 |
2,196.1 |
110.9 |
5.0% |
36.9 |
1.7% |
8% |
False |
True |
87,256 |
| 20 |
2,307.0 |
2,104.7 |
202.3 |
9.2% |
40.3 |
1.8% |
50% |
False |
False |
43,933 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.2% |
40.2 |
1.8% |
50% |
False |
False |
22,045 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
11.1% |
40.8 |
1.8% |
45% |
False |
False |
14,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,495.9 |
|
2.618 |
2,402.7 |
|
1.618 |
2,345.6 |
|
1.000 |
2,310.3 |
|
0.618 |
2,288.5 |
|
HIGH |
2,253.2 |
|
0.618 |
2,231.4 |
|
0.500 |
2,224.7 |
|
0.382 |
2,217.9 |
|
LOW |
2,196.1 |
|
0.618 |
2,160.8 |
|
1.000 |
2,139.0 |
|
1.618 |
2,103.7 |
|
2.618 |
2,046.6 |
|
4.250 |
1,953.4 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.7 |
2,231.1 |
| PP |
2,218.3 |
2,222.5 |
| S1 |
2,211.9 |
2,214.0 |
|