| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,172.25 |
14,769.25 |
-403.00 |
-2.7% |
15,284.00 |
| High |
15,192.25 |
14,926.00 |
-266.25 |
-1.8% |
15,347.00 |
| Low |
14,740.75 |
14,711.00 |
-29.75 |
-0.2% |
14,807.50 |
| Close |
14,764.75 |
14,739.75 |
-25.00 |
-0.2% |
15,318.75 |
| Range |
451.50 |
215.00 |
-236.50 |
-52.4% |
539.50 |
| ATR |
227.69 |
226.79 |
-0.91 |
-0.4% |
0.00 |
| Volume |
836,785 |
649,554 |
-187,231 |
-22.4% |
3,091,742 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,437.25 |
15,303.50 |
14,858.00 |
|
| R3 |
15,222.25 |
15,088.50 |
14,799.00 |
|
| R2 |
15,007.25 |
15,007.25 |
14,779.25 |
|
| R1 |
14,873.50 |
14,873.50 |
14,759.50 |
14,833.00 |
| PP |
14,792.25 |
14,792.25 |
14,792.25 |
14,772.00 |
| S1 |
14,658.50 |
14,658.50 |
14,720.00 |
14,618.00 |
| S2 |
14,577.25 |
14,577.25 |
14,700.25 |
|
| S3 |
14,362.25 |
14,443.50 |
14,680.50 |
|
| S4 |
14,147.25 |
14,228.50 |
14,621.50 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,776.25 |
16,587.00 |
15,615.50 |
|
| R3 |
16,236.75 |
16,047.50 |
15,467.00 |
|
| R2 |
15,697.25 |
15,697.25 |
15,417.75 |
|
| R1 |
15,508.00 |
15,508.00 |
15,368.25 |
15,602.50 |
| PP |
15,157.75 |
15,157.75 |
15,157.75 |
15,205.00 |
| S1 |
14,968.50 |
14,968.50 |
15,269.25 |
15,063.00 |
| S2 |
14,618.25 |
14,618.25 |
15,219.75 |
|
| S3 |
14,078.75 |
14,429.00 |
15,170.50 |
|
| S4 |
13,539.25 |
13,889.50 |
15,022.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,399.25 |
14,711.00 |
688.25 |
4.7% |
262.25 |
1.8% |
4% |
False |
True |
602,953 |
| 10 |
15,532.50 |
14,711.00 |
821.50 |
5.6% |
276.50 |
1.9% |
3% |
False |
True |
624,028 |
| 20 |
15,702.25 |
14,711.00 |
991.25 |
6.7% |
218.25 |
1.5% |
3% |
False |
True |
416,165 |
| 40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.8% |
190.00 |
1.3% |
4% |
False |
False |
208,598 |
| 60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.6% |
190.25 |
1.3% |
24% |
False |
False |
139,368 |
| 80 |
15,702.25 |
13,712.75 |
1,989.50 |
13.5% |
183.00 |
1.2% |
52% |
False |
False |
104,627 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
190.75 |
1.3% |
66% |
False |
False |
83,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,839.75 |
|
2.618 |
15,488.75 |
|
1.618 |
15,273.75 |
|
1.000 |
15,141.00 |
|
0.618 |
15,058.75 |
|
HIGH |
14,926.00 |
|
0.618 |
14,843.75 |
|
0.500 |
14,818.50 |
|
0.382 |
14,793.25 |
|
LOW |
14,711.00 |
|
0.618 |
14,578.25 |
|
1.000 |
14,496.00 |
|
1.618 |
14,363.25 |
|
2.618 |
14,148.25 |
|
4.250 |
13,797.25 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,818.50 |
15,055.00 |
| PP |
14,792.25 |
14,950.00 |
| S1 |
14,766.00 |
14,845.00 |
|