| 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 |
2,229.3 |
2,226.9 |
-2.4 |
-0.1% |
2,225.0 |
| High |
2,239.4 |
2,235.7 |
-3.7 |
-0.2% |
2,253.2 |
| Low |
2,208.0 |
2,212.0 |
4.0 |
0.2% |
2,196.1 |
| Close |
2,227.9 |
2,228.3 |
0.4 |
0.0% |
2,228.3 |
| Range |
31.4 |
23.7 |
-7.7 |
-24.5% |
57.1 |
| ATR |
38.6 |
37.6 |
-1.1 |
-2.8% |
0.0 |
| Volume |
158,331 |
233,981 |
75,650 |
47.8% |
1,153,181 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.4 |
2,286.1 |
2,241.3 |
|
| R3 |
2,272.7 |
2,262.4 |
2,234.8 |
|
| R2 |
2,249.0 |
2,249.0 |
2,232.6 |
|
| R1 |
2,238.7 |
2,238.7 |
2,230.5 |
2,243.9 |
| PP |
2,225.3 |
2,225.3 |
2,225.3 |
2,227.9 |
| S1 |
2,215.0 |
2,215.0 |
2,226.1 |
2,220.2 |
| S2 |
2,201.6 |
2,201.6 |
2,224.0 |
|
| S3 |
2,177.9 |
2,191.3 |
2,221.8 |
|
| S4 |
2,154.2 |
2,167.6 |
2,215.3 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.2 |
2,369.8 |
2,259.7 |
|
| R3 |
2,340.1 |
2,312.7 |
2,244.0 |
|
| R2 |
2,283.0 |
2,283.0 |
2,238.8 |
|
| R1 |
2,255.6 |
2,255.6 |
2,233.5 |
2,269.3 |
| PP |
2,225.9 |
2,225.9 |
2,225.9 |
2,232.7 |
| S1 |
2,198.5 |
2,198.5 |
2,223.1 |
2,212.2 |
| S2 |
2,168.8 |
2,168.8 |
2,217.8 |
|
| S3 |
2,111.7 |
2,141.4 |
2,212.6 |
|
| S4 |
2,054.6 |
2,084.3 |
2,196.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,253.2 |
2,196.1 |
57.1 |
2.6% |
36.4 |
1.6% |
56% |
False |
False |
230,636 |
| 10 |
2,307.0 |
2,196.1 |
110.9 |
5.0% |
37.3 |
1.7% |
29% |
False |
False |
145,400 |
| 20 |
2,307.0 |
2,105.9 |
201.1 |
9.0% |
37.4 |
1.7% |
61% |
False |
False |
73,087 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
37.9 |
1.7% |
61% |
False |
False |
36,647 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
40.0 |
1.8% |
54% |
False |
False |
24,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.4 |
|
2.618 |
2,297.7 |
|
1.618 |
2,274.0 |
|
1.000 |
2,259.4 |
|
0.618 |
2,250.3 |
|
HIGH |
2,235.7 |
|
0.618 |
2,226.6 |
|
0.500 |
2,223.9 |
|
0.382 |
2,221.1 |
|
LOW |
2,212.0 |
|
0.618 |
2,197.4 |
|
1.000 |
2,188.3 |
|
1.618 |
2,173.7 |
|
2.618 |
2,150.0 |
|
4.250 |
2,111.3 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.8 |
2,225.3 |
| PP |
2,225.3 |
2,222.4 |
| S1 |
2,223.9 |
2,219.4 |
|