| 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 |
2,245.9 |
2,277.1 |
31.2 |
1.4% |
2,223.1 |
| High |
2,290.8 |
2,287.7 |
-3.1 |
-0.1% |
2,263.9 |
| Low |
2,241.9 |
2,221.5 |
-20.4 |
-0.9% |
2,146.9 |
| Close |
2,277.0 |
2,226.0 |
-51.0 |
-2.2% |
2,244.0 |
| Range |
48.9 |
66.2 |
17.3 |
35.4% |
117.0 |
| ATR |
42.8 |
44.5 |
1.7 |
3.9% |
0.0 |
| Volume |
182,438 |
257,847 |
75,409 |
41.3% |
1,059,884 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,443.7 |
2,401.0 |
2,262.4 |
|
| R3 |
2,377.5 |
2,334.8 |
2,244.2 |
|
| R2 |
2,311.3 |
2,311.3 |
2,238.1 |
|
| R1 |
2,268.6 |
2,268.6 |
2,232.1 |
2,256.9 |
| PP |
2,245.1 |
2,245.1 |
2,245.1 |
2,239.2 |
| S1 |
2,202.4 |
2,202.4 |
2,219.9 |
2,190.7 |
| S2 |
2,178.9 |
2,178.9 |
2,213.9 |
|
| S3 |
2,112.7 |
2,136.2 |
2,207.8 |
|
| S4 |
2,046.5 |
2,070.0 |
2,189.6 |
|
|
| 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 |
2,167.4 |
123.4 |
5.5% |
52.1 |
2.3% |
47% |
False |
False |
197,231 |
| 10 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.6 |
2.1% |
55% |
False |
False |
208,457 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.2% |
42.2 |
1.9% |
49% |
False |
False |
147,856 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
39.9 |
1.8% |
60% |
False |
False |
74,132 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
43.3 |
1.9% |
62% |
False |
False |
49,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.1 |
|
2.618 |
2,461.0 |
|
1.618 |
2,394.8 |
|
1.000 |
2,353.9 |
|
0.618 |
2,328.6 |
|
HIGH |
2,287.7 |
|
0.618 |
2,262.4 |
|
0.500 |
2,254.6 |
|
0.382 |
2,246.8 |
|
LOW |
2,221.5 |
|
0.618 |
2,180.6 |
|
1.000 |
2,155.3 |
|
1.618 |
2,114.4 |
|
2.618 |
2,048.2 |
|
4.250 |
1,940.2 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,254.6 |
2,256.2 |
| PP |
2,245.1 |
2,246.1 |
| S1 |
2,235.5 |
2,236.1 |
|