| 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 |
1,754.2 |
1,752.8 |
-1.4 |
-0.1% |
1,755.6 |
| High |
1,762.6 |
1,755.6 |
-7.0 |
-0.4% |
1,789.7 |
| Low |
1,747.5 |
1,729.9 |
-17.6 |
-1.0% |
1,740.0 |
| Close |
1,754.0 |
1,739.5 |
-14.5 |
-0.8% |
1,753.8 |
| Range |
15.1 |
25.7 |
10.6 |
70.2% |
49.7 |
| ATR |
23.2 |
23.3 |
0.2 |
0.8% |
0.0 |
| Volume |
1,815 |
2,576 |
761 |
41.9% |
12,364 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.8 |
1,804.8 |
1,753.6 |
|
| R3 |
1,793.1 |
1,779.1 |
1,746.6 |
|
| R2 |
1,767.4 |
1,767.4 |
1,744.2 |
|
| R1 |
1,753.4 |
1,753.4 |
1,741.9 |
1,747.6 |
| PP |
1,741.7 |
1,741.7 |
1,741.7 |
1,738.7 |
| S1 |
1,727.7 |
1,727.7 |
1,737.1 |
1,721.9 |
| S2 |
1,716.0 |
1,716.0 |
1,734.8 |
|
| S3 |
1,690.3 |
1,702.0 |
1,732.4 |
|
| S4 |
1,664.6 |
1,676.3 |
1,725.4 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.3 |
1,881.7 |
1,781.1 |
|
| R3 |
1,860.6 |
1,832.0 |
1,767.5 |
|
| R2 |
1,810.9 |
1,810.9 |
1,762.9 |
|
| R1 |
1,782.3 |
1,782.3 |
1,758.4 |
1,771.8 |
| PP |
1,761.2 |
1,761.2 |
1,761.2 |
1,755.9 |
| S1 |
1,732.6 |
1,732.6 |
1,749.2 |
1,722.1 |
| S2 |
1,711.5 |
1,711.5 |
1,744.7 |
|
| S3 |
1,661.8 |
1,682.9 |
1,740.1 |
|
| S4 |
1,612.1 |
1,633.2 |
1,726.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,789.7 |
1,729.9 |
59.8 |
3.4% |
23.8 |
1.4% |
16% |
False |
True |
2,231 |
| 10 |
1,809.6 |
1,729.9 |
79.7 |
4.6% |
25.2 |
1.4% |
12% |
False |
True |
2,197 |
| 20 |
1,838.7 |
1,729.9 |
108.8 |
6.3% |
22.6 |
1.3% |
9% |
False |
True |
2,549 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.1% |
23.2 |
1.3% |
37% |
False |
False |
2,100 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.2% |
21.7 |
1.2% |
37% |
False |
False |
2,236 |
| 80 |
1,910.8 |
1,680.0 |
230.8 |
13.3% |
22.6 |
1.3% |
26% |
False |
False |
1,864 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
14.0% |
21.7 |
1.2% |
24% |
False |
False |
1,629 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
14.0% |
20.2 |
1.2% |
24% |
False |
False |
1,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,864.8 |
|
2.618 |
1,822.9 |
|
1.618 |
1,797.2 |
|
1.000 |
1,781.3 |
|
0.618 |
1,771.5 |
|
HIGH |
1,755.6 |
|
0.618 |
1,745.8 |
|
0.500 |
1,742.8 |
|
0.382 |
1,739.7 |
|
LOW |
1,729.9 |
|
0.618 |
1,714.0 |
|
1.000 |
1,704.2 |
|
1.618 |
1,688.3 |
|
2.618 |
1,662.6 |
|
4.250 |
1,620.7 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,742.8 |
1,746.3 |
| PP |
1,741.7 |
1,744.0 |
| S1 |
1,740.6 |
1,741.8 |
|