| 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 |
2,277.1 |
2,228.2 |
-48.9 |
-2.1% |
2,223.1 |
| High |
2,287.7 |
2,246.5 |
-41.2 |
-1.8% |
2,263.9 |
| Low |
2,221.5 |
2,214.8 |
-6.7 |
-0.3% |
2,146.9 |
| Close |
2,226.0 |
2,221.9 |
-4.1 |
-0.2% |
2,244.0 |
| Range |
66.2 |
31.7 |
-34.5 |
-52.1% |
117.0 |
| ATR |
44.5 |
43.6 |
-0.9 |
-2.1% |
0.0 |
| Volume |
257,847 |
208,176 |
-49,671 |
-19.3% |
1,059,884 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.8 |
2,304.1 |
2,239.3 |
|
| R3 |
2,291.1 |
2,272.4 |
2,230.6 |
|
| R2 |
2,259.4 |
2,259.4 |
2,227.7 |
|
| R1 |
2,240.7 |
2,240.7 |
2,224.8 |
2,234.2 |
| PP |
2,227.7 |
2,227.7 |
2,227.7 |
2,224.5 |
| S1 |
2,209.0 |
2,209.0 |
2,219.0 |
2,202.5 |
| S2 |
2,196.0 |
2,196.0 |
2,216.1 |
|
| S3 |
2,164.3 |
2,177.3 |
2,213.2 |
|
| S4 |
2,132.6 |
2,145.6 |
2,204.5 |
|
|
| 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 |
2,214.2 |
76.6 |
3.4% |
45.6 |
2.1% |
10% |
False |
False |
197,737 |
| 10 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.4 |
2.1% |
52% |
False |
False |
210,065 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.2% |
42.7 |
1.9% |
47% |
False |
False |
158,244 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
39.5 |
1.8% |
58% |
False |
False |
79,334 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
42.8 |
1.9% |
60% |
False |
False |
52,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.2 |
|
2.618 |
2,329.5 |
|
1.618 |
2,297.8 |
|
1.000 |
2,278.2 |
|
0.618 |
2,266.1 |
|
HIGH |
2,246.5 |
|
0.618 |
2,234.4 |
|
0.500 |
2,230.7 |
|
0.382 |
2,226.9 |
|
LOW |
2,214.8 |
|
0.618 |
2,195.2 |
|
1.000 |
2,183.1 |
|
1.618 |
2,163.5 |
|
2.618 |
2,131.8 |
|
4.250 |
2,080.1 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.7 |
2,252.8 |
| PP |
2,227.7 |
2,242.5 |
| S1 |
2,224.8 |
2,232.2 |
|