| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,205.6 |
2,229.3 |
23.7 |
1.1% |
2,279.5 |
| High |
2,233.3 |
2,239.4 |
6.1 |
0.3% |
2,297.1 |
| Low |
2,199.4 |
2,208.0 |
8.6 |
0.4% |
2,220.5 |
| Close |
2,229.8 |
2,227.9 |
-1.9 |
-0.1% |
2,222.7 |
| Range |
33.9 |
31.4 |
-2.5 |
-7.4% |
76.6 |
| ATR |
39.2 |
38.6 |
-0.6 |
-1.4% |
0.0 |
| Volume |
192,091 |
158,331 |
-33,760 |
-17.6% |
299,883 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.3 |
2,305.0 |
2,245.2 |
|
| R3 |
2,287.9 |
2,273.6 |
2,236.5 |
|
| R2 |
2,256.5 |
2,256.5 |
2,233.7 |
|
| R1 |
2,242.2 |
2,242.2 |
2,230.8 |
2,233.7 |
| PP |
2,225.1 |
2,225.1 |
2,225.1 |
2,220.8 |
| S1 |
2,210.8 |
2,210.8 |
2,225.0 |
2,202.3 |
| S2 |
2,193.7 |
2,193.7 |
2,222.1 |
|
| S3 |
2,162.3 |
2,179.4 |
2,219.3 |
|
| S4 |
2,130.9 |
2,148.0 |
2,210.6 |
|
|
| 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 |
2,266.0 |
2,196.1 |
69.9 |
3.1% |
40.5 |
1.8% |
45% |
False |
False |
227,268 |
| 10 |
2,307.0 |
2,196.1 |
110.9 |
5.0% |
37.9 |
1.7% |
29% |
False |
False |
122,170 |
| 20 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
38.6 |
1.7% |
61% |
False |
False |
61,406 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
38.6 |
1.7% |
61% |
False |
False |
30,799 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
40.0 |
1.8% |
54% |
False |
False |
20,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,372.9 |
|
2.618 |
2,321.6 |
|
1.618 |
2,290.2 |
|
1.000 |
2,270.8 |
|
0.618 |
2,258.8 |
|
HIGH |
2,239.4 |
|
0.618 |
2,227.4 |
|
0.500 |
2,223.7 |
|
0.382 |
2,220.0 |
|
LOW |
2,208.0 |
|
0.618 |
2,188.6 |
|
1.000 |
2,176.6 |
|
1.618 |
2,157.2 |
|
2.618 |
2,125.8 |
|
4.250 |
2,074.6 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.5 |
2,226.8 |
| PP |
2,225.1 |
2,225.7 |
| S1 |
2,223.7 |
2,224.7 |
|