| 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 |
2,250.0 |
2,230.1 |
-19.9 |
-0.9% |
2,289.5 |
| High |
2,270.8 |
2,249.1 |
-21.7 |
-1.0% |
2,302.0 |
| Low |
2,226.6 |
2,213.9 |
-12.7 |
-0.6% |
2,225.0 |
| Close |
2,227.8 |
2,241.1 |
13.3 |
0.6% |
2,227.8 |
| Range |
44.2 |
35.2 |
-9.0 |
-20.4% |
77.0 |
| ATR |
39.5 |
39.2 |
-0.3 |
-0.8% |
0.0 |
| Volume |
230,492 |
261,670 |
31,178 |
13.5% |
826,913 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.3 |
2,325.9 |
2,260.5 |
|
| R3 |
2,305.1 |
2,290.7 |
2,250.8 |
|
| R2 |
2,269.9 |
2,269.9 |
2,247.6 |
|
| R1 |
2,255.5 |
2,255.5 |
2,244.3 |
2,262.7 |
| PP |
2,234.7 |
2,234.7 |
2,234.7 |
2,238.3 |
| S1 |
2,220.3 |
2,220.3 |
2,237.9 |
2,227.5 |
| S2 |
2,199.5 |
2,199.5 |
2,234.6 |
|
| S3 |
2,164.3 |
2,185.1 |
2,231.4 |
|
| S4 |
2,129.1 |
2,149.9 |
2,221.7 |
|
|
| 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 |
2,302.0 |
2,213.9 |
88.1 |
3.9% |
40.1 |
1.8% |
31% |
False |
True |
217,716 |
| 10 |
2,312.4 |
2,213.9 |
98.5 |
4.4% |
34.2 |
1.5% |
28% |
False |
True |
186,220 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
40.0 |
1.8% |
65% |
False |
False |
189,975 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.5% |
41.7 |
1.9% |
66% |
False |
False |
178,858 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
42.8 |
1.9% |
57% |
False |
False |
171,409 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.1 |
1.8% |
57% |
False |
False |
142,704 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.0 |
1.9% |
57% |
False |
False |
114,201 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
43.3 |
1.9% |
59% |
False |
False |
95,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.7 |
|
2.618 |
2,341.3 |
|
1.618 |
2,306.1 |
|
1.000 |
2,284.3 |
|
0.618 |
2,270.9 |
|
HIGH |
2,249.1 |
|
0.618 |
2,235.7 |
|
0.500 |
2,231.5 |
|
0.382 |
2,227.3 |
|
LOW |
2,213.9 |
|
0.618 |
2,192.1 |
|
1.000 |
2,178.7 |
|
1.618 |
2,156.9 |
|
2.618 |
2,121.7 |
|
4.250 |
2,064.3 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.9 |
2,244.2 |
| PP |
2,234.7 |
2,243.2 |
| S1 |
2,231.5 |
2,242.1 |
|