| 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 |
109.682 |
109.866 |
0.184 |
0.2% |
109.824 |
| High |
109.987 |
110.156 |
0.169 |
0.2% |
110.445 |
| Low |
109.675 |
109.826 |
0.151 |
0.1% |
109.619 |
| Close |
109.877 |
109.975 |
0.098 |
0.1% |
109.877 |
| Range |
0.312 |
0.330 |
0.018 |
5.8% |
0.826 |
| ATR |
0.478 |
0.467 |
-0.011 |
-2.2% |
0.000 |
| Volume |
117,681 |
96,256 |
-21,425 |
-18.2% |
494,639 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.976 |
110.805 |
110.157 |
|
| R3 |
110.646 |
110.475 |
110.066 |
|
| R2 |
110.316 |
110.316 |
110.036 |
|
| R1 |
110.145 |
110.145 |
110.005 |
110.231 |
| PP |
109.986 |
109.986 |
109.986 |
110.028 |
| S1 |
109.815 |
109.815 |
109.945 |
109.901 |
| S2 |
109.656 |
109.656 |
109.915 |
|
| S3 |
109.326 |
109.485 |
109.884 |
|
| S4 |
108.996 |
109.155 |
109.794 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.458 |
111.994 |
110.331 |
|
| R3 |
111.632 |
111.168 |
110.104 |
|
| R2 |
110.806 |
110.806 |
110.028 |
|
| R1 |
110.342 |
110.342 |
109.953 |
110.574 |
| PP |
109.980 |
109.980 |
109.980 |
110.097 |
| S1 |
109.516 |
109.516 |
109.801 |
109.748 |
| S2 |
109.154 |
109.154 |
109.726 |
|
| S3 |
108.328 |
108.690 |
109.650 |
|
| S4 |
107.502 |
107.864 |
109.423 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.445 |
109.619 |
0.826 |
0.8% |
0.447 |
0.4% |
43% |
False |
False |
118,179 |
| 10 |
110.445 |
109.585 |
0.860 |
0.8% |
0.420 |
0.4% |
45% |
False |
False |
120,100 |
| 20 |
110.445 |
109.113 |
1.332 |
1.2% |
0.463 |
0.4% |
65% |
False |
False |
130,936 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.512 |
0.5% |
60% |
False |
False |
134,305 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.527 |
0.5% |
43% |
False |
False |
134,970 |
| 80 |
111.658 |
108.563 |
3.095 |
2.8% |
0.529 |
0.5% |
46% |
False |
False |
133,364 |
| 100 |
111.658 |
107.478 |
4.180 |
3.8% |
0.544 |
0.5% |
60% |
False |
False |
134,285 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.550 |
0.5% |
60% |
False |
False |
134,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.559 |
|
2.618 |
111.020 |
|
1.618 |
110.690 |
|
1.000 |
110.486 |
|
0.618 |
110.360 |
|
HIGH |
110.156 |
|
0.618 |
110.030 |
|
0.500 |
109.991 |
|
0.382 |
109.952 |
|
LOW |
109.826 |
|
0.618 |
109.622 |
|
1.000 |
109.496 |
|
1.618 |
109.292 |
|
2.618 |
108.962 |
|
4.250 |
108.424 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.991 |
109.967 |
| PP |
109.986 |
109.958 |
| S1 |
109.980 |
109.950 |
|