| 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 |
6,981.0 |
7,049.5 |
68.5 |
1.0% |
7,088.0 |
| High |
7,060.5 |
7,049.5 |
-11.0 |
-0.2% |
7,160.0 |
| Low |
6,981.0 |
6,986.0 |
5.0 |
0.1% |
6,960.0 |
| Close |
7,038.0 |
7,003.0 |
-35.0 |
-0.5% |
6,995.0 |
| Range |
79.5 |
63.5 |
-16.0 |
-20.1% |
200.0 |
| ATR |
56.5 |
57.0 |
0.5 |
0.9% |
0.0 |
| Volume |
358,249 |
400,023 |
41,774 |
11.7% |
222,902 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.5 |
7,166.5 |
7,038.0 |
|
| R3 |
7,140.0 |
7,103.0 |
7,020.5 |
|
| R2 |
7,076.5 |
7,076.5 |
7,014.5 |
|
| R1 |
7,039.5 |
7,039.5 |
7,009.0 |
7,026.0 |
| PP |
7,013.0 |
7,013.0 |
7,013.0 |
7,006.0 |
| S1 |
6,976.0 |
6,976.0 |
6,997.0 |
6,963.0 |
| S2 |
6,949.5 |
6,949.5 |
6,991.5 |
|
| S3 |
6,886.0 |
6,912.5 |
6,985.5 |
|
| S4 |
6,822.5 |
6,849.0 |
6,968.0 |
|
|
| 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 |
7,095.0 |
6,960.0 |
135.0 |
1.9% |
67.5 |
1.0% |
32% |
False |
False |
194,188 |
| 10 |
7,160.0 |
6,960.0 |
200.0 |
2.9% |
57.0 |
0.8% |
22% |
False |
False |
98,947 |
| 20 |
7,160.0 |
6,954.0 |
206.0 |
2.9% |
41.5 |
0.6% |
24% |
False |
False |
49,640 |
| 40 |
7,160.0 |
6,781.5 |
378.5 |
5.4% |
30.0 |
0.4% |
59% |
False |
False |
24,893 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
26.5 |
0.4% |
63% |
False |
False |
16,597 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
26.5 |
0.4% |
63% |
False |
False |
12,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,319.5 |
|
2.618 |
7,215.5 |
|
1.618 |
7,152.0 |
|
1.000 |
7,113.0 |
|
0.618 |
7,088.5 |
|
HIGH |
7,049.5 |
|
0.618 |
7,025.0 |
|
0.500 |
7,018.0 |
|
0.382 |
7,010.5 |
|
LOW |
6,986.0 |
|
0.618 |
6,947.0 |
|
1.000 |
6,922.5 |
|
1.618 |
6,883.5 |
|
2.618 |
6,820.0 |
|
4.250 |
6,716.0 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,018.0 |
7,018.0 |
| PP |
7,013.0 |
7,013.0 |
| S1 |
7,008.0 |
7,008.0 |
|