| 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 |
1,798.1 |
1,756.8 |
-41.3 |
-2.3% |
1,791.3 |
| High |
1,798.6 |
1,769.1 |
-29.5 |
-1.6% |
1,812.7 |
| Low |
1,747.5 |
1,750.0 |
2.5 |
0.1% |
1,747.5 |
| Close |
1,758.7 |
1,753.4 |
-5.3 |
-0.3% |
1,753.4 |
| Range |
51.1 |
19.1 |
-32.0 |
-62.6% |
65.2 |
| ATR |
23.2 |
22.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
1,680 |
2,608 |
928 |
55.2% |
10,723 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,814.8 |
1,803.2 |
1,763.9 |
|
| R3 |
1,795.7 |
1,784.1 |
1,758.7 |
|
| R2 |
1,776.6 |
1,776.6 |
1,756.9 |
|
| R1 |
1,765.0 |
1,765.0 |
1,755.2 |
1,761.3 |
| PP |
1,757.5 |
1,757.5 |
1,757.5 |
1,755.6 |
| S1 |
1,745.9 |
1,745.9 |
1,751.6 |
1,742.2 |
| S2 |
1,738.4 |
1,738.4 |
1,749.9 |
|
| S3 |
1,719.3 |
1,726.8 |
1,748.1 |
|
| S4 |
1,700.2 |
1,707.7 |
1,742.9 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.8 |
1,925.3 |
1,789.3 |
|
| R3 |
1,901.6 |
1,860.1 |
1,771.3 |
|
| R2 |
1,836.4 |
1,836.4 |
1,765.4 |
|
| R1 |
1,794.9 |
1,794.9 |
1,759.4 |
1,783.1 |
| PP |
1,771.2 |
1,771.2 |
1,771.2 |
1,765.3 |
| S1 |
1,729.7 |
1,729.7 |
1,747.4 |
1,717.9 |
| S2 |
1,706.0 |
1,706.0 |
1,741.4 |
|
| S3 |
1,640.8 |
1,664.5 |
1,735.5 |
|
| S4 |
1,575.6 |
1,599.3 |
1,717.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,812.7 |
1,747.5 |
65.2 |
3.7% |
26.1 |
1.5% |
9% |
False |
False |
2,144 |
| 10 |
1,838.7 |
1,747.5 |
91.2 |
5.2% |
24.8 |
1.4% |
6% |
False |
False |
2,857 |
| 20 |
1,838.7 |
1,747.5 |
91.2 |
5.2% |
21.2 |
1.2% |
6% |
False |
False |
1,974 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.1% |
22.1 |
1.3% |
46% |
False |
False |
2,150 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.0 |
1.2% |
46% |
False |
False |
2,016 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
22.6 |
1.3% |
30% |
False |
False |
1,711 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
21.1 |
1.2% |
30% |
False |
False |
1,481 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
19.6 |
1.1% |
30% |
False |
False |
1,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.3 |
|
2.618 |
1,819.1 |
|
1.618 |
1,800.0 |
|
1.000 |
1,788.2 |
|
0.618 |
1,780.9 |
|
HIGH |
1,769.1 |
|
0.618 |
1,761.8 |
|
0.500 |
1,759.6 |
|
0.382 |
1,757.3 |
|
LOW |
1,750.0 |
|
0.618 |
1,738.2 |
|
1.000 |
1,730.9 |
|
1.618 |
1,719.1 |
|
2.618 |
1,700.0 |
|
4.250 |
1,668.8 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,759.6 |
1,778.6 |
| PP |
1,757.5 |
1,770.2 |
| S1 |
1,755.5 |
1,761.8 |
|