| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,230.1 |
2,244.1 |
14.0 |
0.6% |
2,289.5 |
| High |
2,249.1 |
2,258.3 |
9.2 |
0.4% |
2,302.0 |
| Low |
2,213.9 |
2,202.1 |
-11.8 |
-0.5% |
2,225.0 |
| Close |
2,241.1 |
2,211.4 |
-29.7 |
-1.3% |
2,227.8 |
| Range |
35.2 |
56.2 |
21.0 |
59.7% |
77.0 |
| ATR |
39.2 |
40.4 |
1.2 |
3.1% |
0.0 |
| Volume |
261,670 |
263,933 |
2,263 |
0.9% |
826,913 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.5 |
2,358.2 |
2,242.3 |
|
| R3 |
2,336.3 |
2,302.0 |
2,226.9 |
|
| R2 |
2,280.1 |
2,280.1 |
2,221.7 |
|
| R1 |
2,245.8 |
2,245.8 |
2,216.6 |
2,234.9 |
| PP |
2,223.9 |
2,223.9 |
2,223.9 |
2,218.5 |
| S1 |
2,189.6 |
2,189.6 |
2,206.2 |
2,178.7 |
| S2 |
2,167.7 |
2,167.7 |
2,201.1 |
|
| S3 |
2,111.5 |
2,133.4 |
2,195.9 |
|
| S4 |
2,055.3 |
2,077.2 |
2,180.5 |
|
|
| 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 |
2,280.4 |
2,202.1 |
78.3 |
3.5% |
45.5 |
2.1% |
12% |
False |
True |
237,448 |
| 10 |
2,312.4 |
2,202.1 |
110.3 |
5.0% |
37.2 |
1.7% |
8% |
False |
True |
197,231 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.2% |
41.1 |
1.9% |
50% |
False |
False |
194,974 |
| 40 |
2,312.4 |
2,108.7 |
203.7 |
9.2% |
41.5 |
1.9% |
50% |
False |
False |
177,705 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.2% |
42.7 |
1.9% |
45% |
False |
False |
171,600 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
41.3 |
1.9% |
45% |
False |
False |
146,002 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.1 |
1.9% |
45% |
False |
False |
116,840 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.7% |
42.9 |
1.9% |
47% |
False |
False |
97,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.2 |
|
2.618 |
2,405.4 |
|
1.618 |
2,349.2 |
|
1.000 |
2,314.5 |
|
0.618 |
2,293.0 |
|
HIGH |
2,258.3 |
|
0.618 |
2,236.8 |
|
0.500 |
2,230.2 |
|
0.382 |
2,223.6 |
|
LOW |
2,202.1 |
|
0.618 |
2,167.4 |
|
1.000 |
2,145.9 |
|
1.618 |
2,111.2 |
|
2.618 |
2,055.0 |
|
4.250 |
1,963.3 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.2 |
2,236.5 |
| PP |
2,223.9 |
2,228.1 |
| S1 |
2,217.7 |
2,219.8 |
|