| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,244.1 |
2,210.6 |
-33.5 |
-1.5% |
2,289.5 |
| High |
2,258.3 |
2,239.0 |
-19.3 |
-0.9% |
2,302.0 |
| Low |
2,202.1 |
2,205.3 |
3.2 |
0.1% |
2,225.0 |
| Close |
2,211.4 |
2,235.0 |
23.6 |
1.1% |
2,227.8 |
| Range |
56.2 |
33.7 |
-22.5 |
-40.0% |
77.0 |
| ATR |
40.4 |
39.9 |
-0.5 |
-1.2% |
0.0 |
| Volume |
263,933 |
165,317 |
-98,616 |
-37.4% |
826,913 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.5 |
2,315.0 |
2,253.5 |
|
| R3 |
2,293.8 |
2,281.3 |
2,244.3 |
|
| R2 |
2,260.1 |
2,260.1 |
2,241.2 |
|
| R1 |
2,247.6 |
2,247.6 |
2,238.1 |
2,253.9 |
| PP |
2,226.4 |
2,226.4 |
2,226.4 |
2,229.6 |
| S1 |
2,213.9 |
2,213.9 |
2,231.9 |
2,220.2 |
| S2 |
2,192.7 |
2,192.7 |
2,228.8 |
|
| S3 |
2,159.0 |
2,180.2 |
2,225.7 |
|
| S4 |
2,125.3 |
2,146.5 |
2,216.5 |
|
|
| 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 |
2,274.5 |
2,202.1 |
72.4 |
3.2% |
43.8 |
2.0% |
45% |
False |
False |
230,380 |
| 10 |
2,312.4 |
2,202.1 |
110.3 |
4.9% |
38.3 |
1.7% |
30% |
False |
False |
196,808 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
40.1 |
1.8% |
62% |
False |
False |
190,766 |
| 40 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
40.4 |
1.8% |
62% |
False |
False |
175,517 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
41.9 |
1.9% |
55% |
False |
False |
171,525 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.3 |
1.8% |
55% |
False |
False |
148,065 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.1 |
1.9% |
55% |
False |
False |
118,493 |
| 120 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.4 |
1.9% |
55% |
False |
False |
98,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.2 |
|
2.618 |
2,327.2 |
|
1.618 |
2,293.5 |
|
1.000 |
2,272.7 |
|
0.618 |
2,259.8 |
|
HIGH |
2,239.0 |
|
0.618 |
2,226.1 |
|
0.500 |
2,222.2 |
|
0.382 |
2,218.2 |
|
LOW |
2,205.3 |
|
0.618 |
2,184.5 |
|
1.000 |
2,171.6 |
|
1.618 |
2,150.8 |
|
2.618 |
2,117.1 |
|
4.250 |
2,062.1 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.7 |
2,233.4 |
| PP |
2,226.4 |
2,231.8 |
| S1 |
2,222.2 |
2,230.2 |
|