| 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 |
7,030.0 |
7,002.5 |
-27.5 |
-0.4% |
6,940.0 |
| High |
7,050.0 |
7,085.5 |
35.5 |
0.5% |
7,101.5 |
| Low |
6,975.5 |
6,976.0 |
0.5 |
0.0% |
6,791.5 |
| Close |
6,997.0 |
7,075.0 |
78.0 |
1.1% |
7,020.5 |
| Range |
74.5 |
109.5 |
35.0 |
47.0% |
310.0 |
| ATR |
77.9 |
80.2 |
2.3 |
2.9% |
0.0 |
| Volume |
105,302 |
101,431 |
-3,871 |
-3.7% |
549,682 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,374.0 |
7,334.0 |
7,135.0 |
|
| R3 |
7,264.5 |
7,224.5 |
7,105.0 |
|
| R2 |
7,155.0 |
7,155.0 |
7,095.0 |
|
| R1 |
7,115.0 |
7,115.0 |
7,085.0 |
7,135.0 |
| PP |
7,045.5 |
7,045.5 |
7,045.5 |
7,055.5 |
| S1 |
7,005.5 |
7,005.5 |
7,065.0 |
7,025.5 |
| S2 |
6,936.0 |
6,936.0 |
7,055.0 |
|
| S3 |
6,826.5 |
6,896.0 |
7,045.0 |
|
| S4 |
6,717.0 |
6,786.5 |
7,015.0 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,901.0 |
7,771.0 |
7,191.0 |
|
| R3 |
7,591.0 |
7,461.0 |
7,106.0 |
|
| R2 |
7,281.0 |
7,281.0 |
7,077.5 |
|
| R1 |
7,151.0 |
7,151.0 |
7,049.0 |
7,216.0 |
| PP |
6,971.0 |
6,971.0 |
6,971.0 |
7,004.0 |
| S1 |
6,841.0 |
6,841.0 |
6,992.0 |
6,906.0 |
| S2 |
6,661.0 |
6,661.0 |
6,963.5 |
|
| S3 |
6,351.0 |
6,531.0 |
6,935.0 |
|
| S4 |
6,041.0 |
6,221.0 |
6,850.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,101.5 |
6,975.5 |
126.0 |
1.8% |
79.5 |
1.1% |
79% |
False |
False |
92,992 |
| 10 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
104.0 |
1.5% |
91% |
False |
False |
109,480 |
| 20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
80.5 |
1.1% |
77% |
False |
False |
112,240 |
| 40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
50.5 |
0.7% |
77% |
False |
False |
56,216 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
43.0 |
0.6% |
80% |
False |
False |
37,520 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
38.0 |
0.5% |
80% |
False |
False |
28,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,551.0 |
|
2.618 |
7,372.0 |
|
1.618 |
7,262.5 |
|
1.000 |
7,195.0 |
|
0.618 |
7,153.0 |
|
HIGH |
7,085.5 |
|
0.618 |
7,043.5 |
|
0.500 |
7,031.0 |
|
0.382 |
7,018.0 |
|
LOW |
6,976.0 |
|
0.618 |
6,908.5 |
|
1.000 |
6,866.5 |
|
1.618 |
6,799.0 |
|
2.618 |
6,689.5 |
|
4.250 |
6,510.5 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,060.0 |
7,062.0 |
| PP |
7,045.5 |
7,049.5 |
| S1 |
7,031.0 |
7,036.5 |
|