| 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 |
1,797.9 |
1,791.3 |
-6.6 |
-0.4% |
1,834.0 |
| High |
1,807.8 |
1,802.1 |
-5.7 |
-0.3% |
1,834.0 |
| Low |
1,790.4 |
1,786.8 |
-3.6 |
-0.2% |
1,785.6 |
| Close |
1,794.2 |
1,796.5 |
2.3 |
0.1% |
1,794.2 |
| Range |
17.4 |
15.3 |
-2.1 |
-12.1% |
48.4 |
| ATR |
21.3 |
20.9 |
-0.4 |
-2.0% |
0.0 |
| Volume |
2,886 |
3,755 |
869 |
30.1% |
14,229 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.0 |
1,834.1 |
1,804.9 |
|
| R3 |
1,825.7 |
1,818.8 |
1,800.7 |
|
| R2 |
1,810.4 |
1,810.4 |
1,799.3 |
|
| R1 |
1,803.5 |
1,803.5 |
1,797.9 |
1,807.0 |
| PP |
1,795.1 |
1,795.1 |
1,795.1 |
1,796.9 |
| S1 |
1,788.2 |
1,788.2 |
1,795.1 |
1,791.7 |
| S2 |
1,779.8 |
1,779.8 |
1,793.7 |
|
| S3 |
1,764.5 |
1,772.9 |
1,792.3 |
|
| S4 |
1,749.2 |
1,757.6 |
1,788.1 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.8 |
1,920.4 |
1,820.8 |
|
| R3 |
1,901.4 |
1,872.0 |
1,807.5 |
|
| R2 |
1,853.0 |
1,853.0 |
1,803.1 |
|
| R1 |
1,823.6 |
1,823.6 |
1,798.6 |
1,814.1 |
| PP |
1,804.6 |
1,804.6 |
1,804.6 |
1,799.9 |
| S1 |
1,775.2 |
1,775.2 |
1,789.8 |
1,765.7 |
| S2 |
1,756.2 |
1,756.2 |
1,785.3 |
|
| S3 |
1,707.8 |
1,726.8 |
1,780.9 |
|
| S4 |
1,659.4 |
1,678.4 |
1,767.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,834.0 |
1,785.6 |
48.4 |
2.7% |
21.5 |
1.2% |
23% |
False |
False |
3,596 |
| 10 |
1,838.7 |
1,785.6 |
53.1 |
3.0% |
18.6 |
1.0% |
21% |
False |
False |
2,768 |
| 20 |
1,838.7 |
1,775.2 |
63.5 |
3.5% |
18.8 |
1.0% |
34% |
False |
False |
1,932 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
21.1 |
1.2% |
73% |
False |
False |
2,120 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
20.6 |
1.1% |
73% |
False |
False |
1,930 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.8 |
1.2% |
48% |
False |
False |
1,647 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
20.2 |
1.1% |
48% |
False |
False |
1,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.1 |
|
2.618 |
1,842.2 |
|
1.618 |
1,826.9 |
|
1.000 |
1,817.4 |
|
0.618 |
1,811.6 |
|
HIGH |
1,802.1 |
|
0.618 |
1,796.3 |
|
0.500 |
1,794.5 |
|
0.382 |
1,792.6 |
|
LOW |
1,786.8 |
|
0.618 |
1,777.3 |
|
1.000 |
1,771.5 |
|
1.618 |
1,762.0 |
|
2.618 |
1,746.7 |
|
4.250 |
1,721.8 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,795.8 |
1,797.3 |
| PP |
1,795.1 |
1,797.0 |
| S1 |
1,794.5 |
1,796.8 |
|