| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
4,055.5 |
4,064.5 |
9.0 |
0.2% |
4,099.5 |
| High |
4,091.0 |
4,100.0 |
9.0 |
0.2% |
4,200.5 |
| Low |
4,036.5 |
4,010.5 |
-26.0 |
-0.6% |
3,974.0 |
| Close |
4,063.0 |
4,048.0 |
-15.0 |
-0.4% |
4,136.5 |
| Range |
54.5 |
89.5 |
35.0 |
64.2% |
226.5 |
| ATR |
62.6 |
64.6 |
1.9 |
3.1% |
0.0 |
| Volume |
780,434 |
1,087,663 |
307,229 |
39.4% |
4,114,453 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,321.3 |
4,274.2 |
4,097.2 |
|
| R3 |
4,231.8 |
4,184.7 |
4,072.6 |
|
| R2 |
4,142.3 |
4,142.3 |
4,064.4 |
|
| R1 |
4,095.2 |
4,095.2 |
4,056.2 |
4,074.0 |
| PP |
4,052.8 |
4,052.8 |
4,052.8 |
4,042.3 |
| S1 |
4,005.7 |
4,005.7 |
4,039.8 |
3,984.5 |
| S2 |
3,963.3 |
3,963.3 |
4,031.6 |
|
| S3 |
3,873.8 |
3,916.2 |
4,023.4 |
|
| S4 |
3,784.3 |
3,826.7 |
3,998.8 |
|
|
| 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 |
4,010.5 |
190.0 |
4.7% |
77.9 |
1.9% |
20% |
False |
True |
796,349 |
| 10 |
4,200.5 |
3,974.0 |
226.5 |
5.6% |
83.8 |
2.1% |
33% |
False |
False |
880,503 |
| 20 |
4,215.5 |
3,974.0 |
241.5 |
6.0% |
65.4 |
1.6% |
31% |
False |
False |
708,747 |
| 40 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
46.7 |
1.2% |
30% |
False |
False |
369,748 |
| 60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
43.9 |
1.1% |
49% |
False |
False |
248,362 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
40.4 |
1.0% |
49% |
False |
False |
186,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,480.4 |
|
2.618 |
4,334.3 |
|
1.618 |
4,244.8 |
|
1.000 |
4,189.5 |
|
0.618 |
4,155.3 |
|
HIGH |
4,100.0 |
|
0.618 |
4,065.8 |
|
0.500 |
4,055.3 |
|
0.382 |
4,044.7 |
|
LOW |
4,010.5 |
|
0.618 |
3,955.2 |
|
1.000 |
3,921.0 |
|
1.618 |
3,865.7 |
|
2.618 |
3,776.2 |
|
4.250 |
3,630.1 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,055.3 |
4,086.0 |
| PP |
4,052.8 |
4,073.3 |
| S1 |
4,050.4 |
4,060.7 |
|