| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
7,002.0 |
6,981.0 |
-21.0 |
-0.3% |
7,088.0 |
| High |
7,023.0 |
7,060.5 |
37.5 |
0.5% |
7,160.0 |
| Low |
6,976.0 |
6,981.0 |
5.0 |
0.1% |
6,960.0 |
| Close |
6,995.0 |
7,038.0 |
43.0 |
0.6% |
6,995.0 |
| Range |
47.0 |
79.5 |
32.5 |
69.1% |
200.0 |
| ATR |
54.7 |
56.5 |
1.8 |
3.2% |
0.0 |
| Volume |
153,632 |
358,249 |
204,617 |
133.2% |
222,902 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,265.0 |
7,231.0 |
7,081.5 |
|
| R3 |
7,185.5 |
7,151.5 |
7,060.0 |
|
| R2 |
7,106.0 |
7,106.0 |
7,052.5 |
|
| R1 |
7,072.0 |
7,072.0 |
7,045.5 |
7,089.0 |
| PP |
7,026.5 |
7,026.5 |
7,026.5 |
7,035.0 |
| S1 |
6,992.5 |
6,992.5 |
7,030.5 |
7,009.5 |
| S2 |
6,947.0 |
6,947.0 |
7,023.5 |
|
| S3 |
6,867.5 |
6,913.0 |
7,016.0 |
|
| S4 |
6,788.0 |
6,833.5 |
6,994.5 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,638.5 |
7,516.5 |
7,105.0 |
|
| R3 |
7,438.5 |
7,316.5 |
7,050.0 |
|
| R2 |
7,238.5 |
7,238.5 |
7,031.5 |
|
| R1 |
7,116.5 |
7,116.5 |
7,013.5 |
7,077.5 |
| PP |
7,038.5 |
7,038.5 |
7,038.5 |
7,019.0 |
| S1 |
6,916.5 |
6,916.5 |
6,976.5 |
6,877.5 |
| S2 |
6,838.5 |
6,838.5 |
6,958.5 |
|
| S3 |
6,638.5 |
6,716.5 |
6,940.0 |
|
| S4 |
6,438.5 |
6,516.5 |
6,885.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,139.0 |
6,960.0 |
179.0 |
2.5% |
64.5 |
0.9% |
44% |
False |
False |
114,931 |
| 10 |
7,160.0 |
6,960.0 |
200.0 |
2.8% |
56.0 |
0.8% |
39% |
False |
False |
58,952 |
| 20 |
7,160.0 |
6,954.0 |
206.0 |
2.9% |
39.5 |
0.6% |
41% |
False |
False |
29,639 |
| 40 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
31.5 |
0.4% |
72% |
False |
False |
14,893 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
27.5 |
0.4% |
72% |
False |
False |
9,930 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
25.5 |
0.4% |
72% |
False |
False |
7,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,398.5 |
|
2.618 |
7,268.5 |
|
1.618 |
7,189.0 |
|
1.000 |
7,140.0 |
|
0.618 |
7,109.5 |
|
HIGH |
7,060.5 |
|
0.618 |
7,030.0 |
|
0.500 |
7,021.0 |
|
0.382 |
7,011.5 |
|
LOW |
6,981.0 |
|
0.618 |
6,932.0 |
|
1.000 |
6,901.5 |
|
1.618 |
6,852.5 |
|
2.618 |
6,773.0 |
|
4.250 |
6,643.0 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,032.0 |
7,029.0 |
| PP |
7,026.5 |
7,019.5 |
| S1 |
7,021.0 |
7,010.0 |
|