| 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 |
2,228.2 |
2,228.0 |
-0.2 |
0.0% |
2,223.1 |
| High |
2,246.5 |
2,251.4 |
4.9 |
0.2% |
2,263.9 |
| Low |
2,214.8 |
2,197.7 |
-17.1 |
-0.8% |
2,146.9 |
| Close |
2,221.9 |
2,200.8 |
-21.1 |
-0.9% |
2,244.0 |
| Range |
31.7 |
53.7 |
22.0 |
69.4% |
117.0 |
| ATR |
43.6 |
44.3 |
0.7 |
1.7% |
0.0 |
| Volume |
208,176 |
272,406 |
64,230 |
30.9% |
1,059,884 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.7 |
2,343.0 |
2,230.3 |
|
| R3 |
2,324.0 |
2,289.3 |
2,215.6 |
|
| R2 |
2,270.3 |
2,270.3 |
2,210.6 |
|
| R1 |
2,235.6 |
2,235.6 |
2,205.7 |
2,226.1 |
| PP |
2,216.6 |
2,216.6 |
2,216.6 |
2,211.9 |
| S1 |
2,181.9 |
2,181.9 |
2,195.9 |
2,172.4 |
| S2 |
2,162.9 |
2,162.9 |
2,191.0 |
|
| S3 |
2,109.2 |
2,128.2 |
2,186.0 |
|
| S4 |
2,055.5 |
2,074.5 |
2,171.3 |
|
|
| 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 |
2,197.7 |
93.1 |
4.2% |
46.6 |
2.1% |
3% |
False |
True |
215,510 |
| 10 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
49.6 |
2.3% |
37% |
False |
False |
221,473 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.3% |
43.7 |
2.0% |
34% |
False |
False |
171,821 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.2% |
40.0 |
1.8% |
48% |
False |
False |
86,141 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.6% |
42.9 |
2.0% |
50% |
False |
False |
57,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.6 |
|
2.618 |
2,392.0 |
|
1.618 |
2,338.3 |
|
1.000 |
2,305.1 |
|
0.618 |
2,284.6 |
|
HIGH |
2,251.4 |
|
0.618 |
2,230.9 |
|
0.500 |
2,224.6 |
|
0.382 |
2,218.2 |
|
LOW |
2,197.7 |
|
0.618 |
2,164.5 |
|
1.000 |
2,144.0 |
|
1.618 |
2,110.8 |
|
2.618 |
2,057.1 |
|
4.250 |
1,969.5 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.6 |
2,242.7 |
| PP |
2,216.6 |
2,228.7 |
| S1 |
2,208.7 |
2,214.8 |
|