| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
109.684 |
109.367 |
-0.317 |
-0.3% |
109.824 |
| High |
109.740 |
109.824 |
0.084 |
0.1% |
110.445 |
| Low |
109.113 |
109.214 |
0.101 |
0.1% |
109.619 |
| Close |
109.367 |
109.717 |
0.350 |
0.3% |
109.877 |
| Range |
0.627 |
0.610 |
-0.017 |
-2.7% |
0.826 |
| ATR |
0.489 |
0.498 |
0.009 |
1.8% |
0.000 |
| Volume |
124,124 |
123,693 |
-431 |
-0.3% |
494,639 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.415 |
111.176 |
110.053 |
|
| R3 |
110.805 |
110.566 |
109.885 |
|
| R2 |
110.195 |
110.195 |
109.829 |
|
| R1 |
109.956 |
109.956 |
109.773 |
110.076 |
| PP |
109.585 |
109.585 |
109.585 |
109.645 |
| S1 |
109.346 |
109.346 |
109.661 |
109.466 |
| S2 |
108.975 |
108.975 |
109.605 |
|
| S3 |
108.365 |
108.736 |
109.549 |
|
| S4 |
107.755 |
108.126 |
109.382 |
|
|
| 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 |
110.156 |
109.113 |
1.043 |
1.0% |
0.501 |
0.5% |
58% |
False |
False |
116,136 |
| 10 |
110.445 |
109.113 |
1.332 |
1.2% |
0.478 |
0.4% |
45% |
False |
False |
120,561 |
| 20 |
110.445 |
109.113 |
1.332 |
1.2% |
0.469 |
0.4% |
45% |
False |
False |
128,060 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.502 |
0.5% |
48% |
False |
False |
131,193 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.529 |
0.5% |
34% |
False |
False |
133,342 |
| 80 |
111.658 |
108.563 |
3.095 |
2.8% |
0.537 |
0.5% |
37% |
False |
False |
133,068 |
| 100 |
111.658 |
108.055 |
3.603 |
3.3% |
0.546 |
0.5% |
46% |
False |
False |
134,279 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.551 |
0.5% |
54% |
False |
False |
134,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.417 |
|
2.618 |
111.421 |
|
1.618 |
110.811 |
|
1.000 |
110.434 |
|
0.618 |
110.201 |
|
HIGH |
109.824 |
|
0.618 |
109.591 |
|
0.500 |
109.519 |
|
0.382 |
109.447 |
|
LOW |
109.214 |
|
0.618 |
108.837 |
|
1.000 |
108.604 |
|
1.618 |
108.227 |
|
2.618 |
107.617 |
|
4.250 |
106.622 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.651 |
109.689 |
| PP |
109.585 |
109.662 |
| S1 |
109.519 |
109.634 |
|