| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,249.5 |
2,250.0 |
0.5 |
0.0% |
2,289.5 |
| High |
2,274.5 |
2,270.8 |
-3.7 |
-0.2% |
2,302.0 |
| Low |
2,225.0 |
2,226.6 |
1.6 |
0.1% |
2,225.0 |
| Close |
2,250.7 |
2,227.8 |
-22.9 |
-1.0% |
2,227.8 |
| Range |
49.5 |
44.2 |
-5.3 |
-10.7% |
77.0 |
| ATR |
39.1 |
39.5 |
0.4 |
0.9% |
0.0 |
| Volume |
230,492 |
230,492 |
0 |
0.0% |
826,913 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.3 |
2,345.3 |
2,252.1 |
|
| R3 |
2,330.1 |
2,301.1 |
2,240.0 |
|
| R2 |
2,285.9 |
2,285.9 |
2,235.9 |
|
| R1 |
2,256.9 |
2,256.9 |
2,231.9 |
2,249.3 |
| PP |
2,241.7 |
2,241.7 |
2,241.7 |
2,238.0 |
| S1 |
2,212.7 |
2,212.7 |
2,223.7 |
2,205.1 |
| S2 |
2,197.5 |
2,197.5 |
2,219.7 |
|
| S3 |
2,153.3 |
2,168.5 |
2,215.6 |
|
| S4 |
2,109.1 |
2,124.3 |
2,203.5 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.6 |
2,432.2 |
2,270.2 |
|
| R3 |
2,405.6 |
2,355.2 |
2,249.0 |
|
| R2 |
2,328.6 |
2,328.6 |
2,241.9 |
|
| R1 |
2,278.2 |
2,278.2 |
2,234.9 |
2,264.9 |
| PP |
2,251.6 |
2,251.6 |
2,251.6 |
2,245.0 |
| S1 |
2,201.2 |
2,201.2 |
2,220.7 |
2,187.9 |
| S2 |
2,174.6 |
2,174.6 |
2,213.7 |
|
| S3 |
2,097.6 |
2,124.2 |
2,206.6 |
|
| S4 |
2,020.6 |
2,047.2 |
2,185.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.4 |
2,225.0 |
87.4 |
3.9% |
38.8 |
1.7% |
3% |
False |
False |
194,559 |
| 10 |
2,312.4 |
2,206.4 |
106.0 |
4.8% |
38.3 |
1.7% |
20% |
False |
False |
180,576 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
39.6 |
1.8% |
58% |
False |
False |
182,701 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.5% |
42.2 |
1.9% |
60% |
False |
False |
177,042 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.1% |
43.2 |
1.9% |
52% |
False |
False |
170,635 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
41.4 |
1.9% |
52% |
False |
False |
139,439 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.4 |
1.9% |
52% |
False |
False |
111,585 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.6% |
43.8 |
2.0% |
54% |
False |
False |
92,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.7 |
|
2.618 |
2,386.5 |
|
1.618 |
2,342.3 |
|
1.000 |
2,315.0 |
|
0.618 |
2,298.1 |
|
HIGH |
2,270.8 |
|
0.618 |
2,253.9 |
|
0.500 |
2,248.7 |
|
0.382 |
2,243.5 |
|
LOW |
2,226.6 |
|
0.618 |
2,199.3 |
|
1.000 |
2,182.4 |
|
1.618 |
2,155.1 |
|
2.618 |
2,110.9 |
|
4.250 |
2,038.8 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,248.7 |
2,252.7 |
| PP |
2,241.7 |
2,244.4 |
| S1 |
2,234.8 |
2,236.1 |
|