| 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 |
109.367 |
109.713 |
0.346 |
0.3% |
109.866 |
| High |
109.824 |
110.076 |
0.252 |
0.2% |
110.156 |
| Low |
109.214 |
109.668 |
0.454 |
0.4% |
109.113 |
| Close |
109.717 |
109.947 |
0.230 |
0.2% |
109.947 |
| Range |
0.610 |
0.408 |
-0.202 |
-33.1% |
1.043 |
| ATR |
0.498 |
0.491 |
-0.006 |
-1.3% |
0.000 |
| Volume |
123,693 |
118,361 |
-5,332 |
-4.3% |
581,361 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.121 |
110.942 |
110.171 |
|
| R3 |
110.713 |
110.534 |
110.059 |
|
| R2 |
110.305 |
110.305 |
110.022 |
|
| R1 |
110.126 |
110.126 |
109.984 |
110.216 |
| PP |
109.897 |
109.897 |
109.897 |
109.942 |
| S1 |
109.718 |
109.718 |
109.910 |
109.808 |
| S2 |
109.489 |
109.489 |
109.872 |
|
| S3 |
109.081 |
109.310 |
109.835 |
|
| S4 |
108.673 |
108.902 |
109.723 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.868 |
112.450 |
110.521 |
|
| R3 |
111.825 |
111.407 |
110.234 |
|
| R2 |
110.782 |
110.782 |
110.138 |
|
| R1 |
110.364 |
110.364 |
110.043 |
110.573 |
| PP |
109.739 |
109.739 |
109.739 |
109.843 |
| S1 |
109.321 |
109.321 |
109.851 |
109.530 |
| S2 |
108.696 |
108.696 |
109.756 |
|
| S3 |
107.653 |
108.278 |
109.660 |
|
| S4 |
106.610 |
107.235 |
109.373 |
|
|
| 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 |
0.9% |
0.521 |
0.5% |
80% |
False |
False |
116,272 |
| 10 |
110.445 |
109.113 |
1.332 |
1.2% |
0.498 |
0.5% |
63% |
False |
False |
121,584 |
| 20 |
110.445 |
109.113 |
1.332 |
1.2% |
0.452 |
0.4% |
63% |
False |
False |
125,039 |
| 40 |
110.798 |
108.722 |
2.076 |
1.9% |
0.504 |
0.5% |
59% |
False |
False |
130,693 |
| 60 |
111.658 |
108.722 |
2.936 |
2.7% |
0.528 |
0.5% |
42% |
False |
False |
133,228 |
| 80 |
111.658 |
108.722 |
2.936 |
2.7% |
0.535 |
0.5% |
42% |
False |
False |
132,698 |
| 100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.543 |
0.5% |
48% |
False |
False |
134,241 |
| 120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.551 |
0.5% |
59% |
False |
False |
134,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.810 |
|
2.618 |
111.144 |
|
1.618 |
110.736 |
|
1.000 |
110.484 |
|
0.618 |
110.328 |
|
HIGH |
110.076 |
|
0.618 |
109.920 |
|
0.500 |
109.872 |
|
0.382 |
109.824 |
|
LOW |
109.668 |
|
0.618 |
109.416 |
|
1.000 |
109.260 |
|
1.618 |
109.008 |
|
2.618 |
108.600 |
|
4.250 |
107.934 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.922 |
109.830 |
| PP |
109.897 |
109.712 |
| S1 |
109.872 |
109.595 |
|