| 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 |
14,769.25 |
14,769.75 |
0.50 |
0.0% |
15,284.00 |
| High |
14,926.00 |
14,883.50 |
-42.50 |
-0.3% |
15,347.00 |
| Low |
14,711.00 |
14,670.25 |
-40.75 |
-0.3% |
14,807.50 |
| Close |
14,739.75 |
14,682.50 |
-57.25 |
-0.4% |
15,318.75 |
| Range |
215.00 |
213.25 |
-1.75 |
-0.8% |
539.50 |
| ATR |
226.79 |
225.82 |
-0.97 |
-0.4% |
0.00 |
| Volume |
649,554 |
699,372 |
49,818 |
7.7% |
3,091,742 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,385.25 |
15,247.00 |
14,799.75 |
|
| R3 |
15,172.00 |
15,033.75 |
14,741.25 |
|
| R2 |
14,958.75 |
14,958.75 |
14,721.50 |
|
| R1 |
14,820.50 |
14,820.50 |
14,702.00 |
14,783.00 |
| PP |
14,745.50 |
14,745.50 |
14,745.50 |
14,726.50 |
| S1 |
14,607.25 |
14,607.25 |
14,663.00 |
14,569.75 |
| S2 |
14,532.25 |
14,532.25 |
14,643.50 |
|
| S3 |
14,319.00 |
14,394.00 |
14,623.75 |
|
| S4 |
14,105.75 |
14,180.75 |
14,565.25 |
|
|
| 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 |
14,670.25 |
729.00 |
5.0% |
270.50 |
1.8% |
2% |
False |
True |
639,920 |
| 10 |
15,528.25 |
14,670.25 |
858.00 |
5.8% |
280.25 |
1.9% |
1% |
False |
True |
646,269 |
| 20 |
15,702.25 |
14,670.25 |
1,032.00 |
7.0% |
223.00 |
1.5% |
1% |
False |
True |
451,031 |
| 40 |
15,702.25 |
14,670.25 |
1,032.00 |
7.0% |
192.75 |
1.3% |
1% |
False |
True |
226,064 |
| 60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.6% |
191.25 |
1.3% |
19% |
False |
False |
151,014 |
| 80 |
15,702.25 |
13,712.75 |
1,989.50 |
13.6% |
183.75 |
1.3% |
49% |
False |
False |
113,367 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
19.1% |
188.75 |
1.3% |
64% |
False |
False |
90,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,789.75 |
|
2.618 |
15,441.75 |
|
1.618 |
15,228.50 |
|
1.000 |
15,096.75 |
|
0.618 |
15,015.25 |
|
HIGH |
14,883.50 |
|
0.618 |
14,802.00 |
|
0.500 |
14,777.00 |
|
0.382 |
14,751.75 |
|
LOW |
14,670.25 |
|
0.618 |
14,538.50 |
|
1.000 |
14,457.00 |
|
1.618 |
14,325.25 |
|
2.618 |
14,112.00 |
|
4.250 |
13,764.00 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,777.00 |
14,931.25 |
| PP |
14,745.50 |
14,848.25 |
| S1 |
14,714.00 |
14,765.50 |
|