| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,255.6 |
2,245.9 |
-9.7 |
-0.4% |
2,223.1 |
| High |
2,263.9 |
2,290.8 |
26.9 |
1.2% |
2,263.9 |
| Low |
2,231.4 |
2,241.9 |
10.5 |
0.5% |
2,146.9 |
| Close |
2,244.0 |
2,277.0 |
33.0 |
1.5% |
2,244.0 |
| Range |
32.5 |
48.9 |
16.4 |
50.5% |
117.0 |
| ATR |
42.4 |
42.8 |
0.5 |
1.1% |
0.0 |
| Volume |
156,687 |
182,438 |
25,751 |
16.4% |
1,059,884 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.6 |
2,395.7 |
2,303.9 |
|
| R3 |
2,367.7 |
2,346.8 |
2,290.4 |
|
| R2 |
2,318.8 |
2,318.8 |
2,286.0 |
|
| R1 |
2,297.9 |
2,297.9 |
2,281.5 |
2,308.4 |
| PP |
2,269.9 |
2,269.9 |
2,269.9 |
2,275.1 |
| S1 |
2,249.0 |
2,249.0 |
2,272.5 |
2,259.5 |
| S2 |
2,221.0 |
2,221.0 |
2,268.0 |
|
| S3 |
2,172.1 |
2,200.1 |
2,263.6 |
|
| S4 |
2,123.2 |
2,151.2 |
2,250.1 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.3 |
2,523.6 |
2,308.4 |
|
| R3 |
2,452.3 |
2,406.6 |
2,276.2 |
|
| R2 |
2,335.3 |
2,335.3 |
2,265.5 |
|
| R1 |
2,289.6 |
2,289.6 |
2,254.7 |
2,312.5 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,229.7 |
| S1 |
2,172.6 |
2,172.6 |
2,233.3 |
2,195.5 |
| S2 |
2,101.3 |
2,101.3 |
2,222.6 |
|
| S3 |
1,984.3 |
2,055.6 |
2,211.8 |
|
| S4 |
1,867.3 |
1,938.6 |
2,179.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.8 |
2,163.0 |
127.8 |
5.6% |
48.0 |
2.1% |
89% |
True |
False |
186,848 |
| 10 |
2,290.8 |
2,146.9 |
143.9 |
6.3% |
46.7 |
2.0% |
90% |
True |
False |
209,538 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.0% |
40.2 |
1.8% |
81% |
False |
False |
135,000 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
39.4 |
1.7% |
85% |
False |
False |
67,688 |
| 60 |
2,330.8 |
2,096.4 |
234.4 |
10.3% |
42.8 |
1.9% |
77% |
False |
False |
45,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.6 |
|
2.618 |
2,418.8 |
|
1.618 |
2,369.9 |
|
1.000 |
2,339.7 |
|
0.618 |
2,321.0 |
|
HIGH |
2,290.8 |
|
0.618 |
2,272.1 |
|
0.500 |
2,266.4 |
|
0.382 |
2,260.6 |
|
LOW |
2,241.9 |
|
0.618 |
2,211.7 |
|
1.000 |
2,193.0 |
|
1.618 |
2,162.8 |
|
2.618 |
2,113.9 |
|
4.250 |
2,034.1 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.5 |
2,268.8 |
| PP |
2,269.9 |
2,260.7 |
| S1 |
2,266.4 |
2,252.5 |
|