| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
7,049.5 |
6,990.0 |
-59.5 |
-0.8% |
7,088.0 |
| High |
7,049.5 |
7,018.5 |
-31.0 |
-0.4% |
7,160.0 |
| Low |
6,986.0 |
6,977.5 |
-8.5 |
-0.1% |
6,960.0 |
| Close |
7,003.0 |
7,001.5 |
-1.5 |
0.0% |
6,995.0 |
| Range |
63.5 |
41.0 |
-22.5 |
-35.4% |
200.0 |
| ATR |
57.0 |
55.8 |
-1.1 |
-2.0% |
0.0 |
| Volume |
400,023 |
160,571 |
-239,452 |
-59.9% |
222,902 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,122.0 |
7,103.0 |
7,024.0 |
|
| R3 |
7,081.0 |
7,062.0 |
7,013.0 |
|
| R2 |
7,040.0 |
7,040.0 |
7,009.0 |
|
| R1 |
7,021.0 |
7,021.0 |
7,005.5 |
7,030.5 |
| PP |
6,999.0 |
6,999.0 |
6,999.0 |
7,004.0 |
| S1 |
6,980.0 |
6,980.0 |
6,997.5 |
6,989.5 |
| S2 |
6,958.0 |
6,958.0 |
6,994.0 |
|
| S3 |
6,917.0 |
6,939.0 |
6,990.0 |
|
| S4 |
6,876.0 |
6,898.0 |
6,979.0 |
|
|
| 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 |
7,060.5 |
6,960.0 |
100.5 |
1.4% |
62.0 |
0.9% |
41% |
False |
False |
225,158 |
| 10 |
7,160.0 |
6,960.0 |
200.0 |
2.9% |
57.0 |
0.8% |
21% |
False |
False |
115,000 |
| 20 |
7,160.0 |
6,954.0 |
206.0 |
2.9% |
43.5 |
0.6% |
23% |
False |
False |
57,542 |
| 40 |
7,160.0 |
6,831.0 |
329.0 |
4.7% |
31.0 |
0.4% |
52% |
False |
False |
28,908 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
27.0 |
0.4% |
63% |
False |
False |
19,273 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
27.0 |
0.4% |
63% |
False |
False |
14,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,193.0 |
|
2.618 |
7,126.0 |
|
1.618 |
7,085.0 |
|
1.000 |
7,059.5 |
|
0.618 |
7,044.0 |
|
HIGH |
7,018.5 |
|
0.618 |
7,003.0 |
|
0.500 |
6,998.0 |
|
0.382 |
6,993.0 |
|
LOW |
6,977.5 |
|
0.618 |
6,952.0 |
|
1.000 |
6,936.5 |
|
1.618 |
6,911.0 |
|
2.618 |
6,870.0 |
|
4.250 |
6,803.0 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,000.5 |
7,019.0 |
| PP |
6,999.0 |
7,013.0 |
| S1 |
6,998.0 |
7,007.5 |
|