| 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 |
2,233.5 |
2,232.0 |
-1.5 |
-0.1% |
2,230.1 |
| High |
2,245.2 |
2,241.0 |
-4.2 |
-0.2% |
2,258.3 |
| Low |
2,214.2 |
2,221.9 |
7.7 |
0.3% |
2,202.1 |
| Close |
2,233.2 |
2,241.0 |
7.8 |
0.4% |
2,241.0 |
| Range |
31.0 |
19.1 |
-11.9 |
-38.3% |
56.2 |
| ATR |
39.3 |
37.8 |
-1.4 |
-3.7% |
0.0 |
| Volume |
73,260 |
1,600 |
-71,660 |
-97.8% |
765,780 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.1 |
2,285.7 |
2,251.6 |
|
| R3 |
2,272.9 |
2,266.6 |
2,246.3 |
|
| R2 |
2,253.8 |
2,253.8 |
2,244.5 |
|
| R1 |
2,247.4 |
2,247.4 |
2,242.8 |
2,250.6 |
| PP |
2,234.7 |
2,234.7 |
2,234.7 |
2,236.3 |
| S1 |
2,228.3 |
2,228.3 |
2,239.3 |
2,231.5 |
| S2 |
2,215.5 |
2,215.5 |
2,237.5 |
|
| S3 |
2,196.4 |
2,209.1 |
2,235.8 |
|
| S4 |
2,177.2 |
2,190.0 |
2,230.5 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.4 |
2,377.9 |
2,272.0 |
|
| R3 |
2,346.2 |
2,321.7 |
2,256.5 |
|
| R2 |
2,290.0 |
2,290.0 |
2,251.3 |
|
| R1 |
2,265.5 |
2,265.5 |
2,246.2 |
2,277.8 |
| PP |
2,233.8 |
2,233.8 |
2,233.8 |
2,239.9 |
| S1 |
2,209.3 |
2,209.3 |
2,235.9 |
2,221.6 |
| S2 |
2,177.6 |
2,177.6 |
2,230.7 |
|
| S3 |
2,121.4 |
2,153.1 |
2,225.6 |
|
| S4 |
2,065.2 |
2,096.9 |
2,210.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,258.3 |
2,202.1 |
56.2 |
2.5% |
35.0 |
1.6% |
69% |
False |
False |
153,156 |
| 10 |
2,312.4 |
2,202.1 |
110.3 |
4.9% |
36.9 |
1.6% |
35% |
False |
False |
173,857 |
| 20 |
2,312.4 |
2,109.8 |
202.6 |
9.0% |
37.7 |
1.7% |
65% |
False |
False |
170,570 |
| 40 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
39.0 |
1.7% |
65% |
False |
False |
168,010 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
41.6 |
1.9% |
57% |
False |
False |
168,645 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.0 |
1.8% |
57% |
False |
False |
148,994 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.1 |
1.9% |
57% |
False |
False |
119,240 |
| 120 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.9 |
1.9% |
57% |
False |
False |
99,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.4 |
|
2.618 |
2,291.1 |
|
1.618 |
2,272.0 |
|
1.000 |
2,260.2 |
|
0.618 |
2,252.9 |
|
HIGH |
2,241.0 |
|
0.618 |
2,233.7 |
|
0.500 |
2,231.5 |
|
0.382 |
2,229.2 |
|
LOW |
2,221.9 |
|
0.618 |
2,210.1 |
|
1.000 |
2,202.8 |
|
1.618 |
2,190.9 |
|
2.618 |
2,171.8 |
|
4.250 |
2,140.6 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.9 |
2,235.8 |
| PP |
2,234.7 |
2,230.5 |
| S1 |
2,231.5 |
2,225.3 |
|