| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
4,146.0 |
4,146.5 |
0.5 |
0.0% |
4,099.5 |
| High |
4,180.0 |
4,161.5 |
-18.5 |
-0.4% |
4,200.5 |
| Low |
4,137.5 |
4,030.5 |
-107.0 |
-2.6% |
3,974.0 |
| Close |
4,147.0 |
4,045.5 |
-101.5 |
-2.4% |
4,136.5 |
| Range |
42.5 |
131.0 |
88.5 |
208.2% |
226.5 |
| ATR |
58.0 |
63.3 |
5.2 |
9.0% |
0.0 |
| Volume |
527,545 |
1,012,055 |
484,510 |
91.8% |
4,114,453 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,472.2 |
4,389.8 |
4,117.6 |
|
| R3 |
4,341.2 |
4,258.8 |
4,081.5 |
|
| R2 |
4,210.2 |
4,210.2 |
4,069.5 |
|
| R1 |
4,127.8 |
4,127.8 |
4,057.5 |
4,103.5 |
| PP |
4,079.2 |
4,079.2 |
4,079.2 |
4,067.0 |
| S1 |
3,996.8 |
3,996.8 |
4,033.5 |
3,972.5 |
| S2 |
3,948.2 |
3,948.2 |
4,021.5 |
|
| S3 |
3,817.2 |
3,865.8 |
4,009.5 |
|
| S4 |
3,686.2 |
3,734.8 |
3,973.5 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,783.2 |
4,686.3 |
4,261.1 |
|
| R3 |
4,556.7 |
4,459.8 |
4,198.8 |
|
| R2 |
4,330.2 |
4,330.2 |
4,178.0 |
|
| R1 |
4,233.3 |
4,233.3 |
4,157.3 |
4,281.8 |
| PP |
4,103.7 |
4,103.7 |
4,103.7 |
4,127.9 |
| S1 |
4,006.8 |
4,006.8 |
4,115.7 |
4,055.3 |
| S2 |
3,877.2 |
3,877.2 |
4,095.0 |
|
| S3 |
3,650.7 |
3,780.3 |
4,074.2 |
|
| S4 |
3,424.2 |
3,553.8 |
4,011.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,200.5 |
4,030.5 |
170.0 |
4.2% |
78.4 |
1.9% |
9% |
False |
True |
708,077 |
| 10 |
4,200.5 |
3,974.0 |
226.5 |
5.6% |
79.1 |
2.0% |
32% |
False |
False |
857,843 |
| 20 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
63.3 |
1.6% |
29% |
False |
False |
619,869 |
| 40 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
44.1 |
1.1% |
29% |
False |
False |
324,574 |
| 60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
42.6 |
1.1% |
48% |
False |
False |
217,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,718.3 |
|
2.618 |
4,504.5 |
|
1.618 |
4,373.5 |
|
1.000 |
4,292.5 |
|
0.618 |
4,242.5 |
|
HIGH |
4,161.5 |
|
0.618 |
4,111.5 |
|
0.500 |
4,096.0 |
|
0.382 |
4,080.5 |
|
LOW |
4,030.5 |
|
0.618 |
3,949.5 |
|
1.000 |
3,899.5 |
|
1.618 |
3,818.5 |
|
2.618 |
3,687.5 |
|
4.250 |
3,473.8 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,096.0 |
4,115.5 |
| PP |
4,079.2 |
4,092.2 |
| S1 |
4,062.3 |
4,068.8 |
|