| 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 |
1,752.8 |
1,736.0 |
-16.8 |
-1.0% |
1,755.6 |
| High |
1,755.6 |
1,747.6 |
-8.0 |
-0.5% |
1,789.7 |
| Low |
1,729.9 |
1,723.7 |
-6.2 |
-0.4% |
1,740.0 |
| Close |
1,739.5 |
1,724.9 |
-14.6 |
-0.8% |
1,753.8 |
| Range |
25.7 |
23.9 |
-1.8 |
-7.0% |
49.7 |
| ATR |
23.3 |
23.4 |
0.0 |
0.2% |
0.0 |
| Volume |
2,576 |
2,050 |
-526 |
-20.4% |
12,364 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.8 |
1,788.2 |
1,738.0 |
|
| R3 |
1,779.9 |
1,764.3 |
1,731.5 |
|
| R2 |
1,756.0 |
1,756.0 |
1,729.3 |
|
| R1 |
1,740.4 |
1,740.4 |
1,727.1 |
1,736.3 |
| PP |
1,732.1 |
1,732.1 |
1,732.1 |
1,730.0 |
| S1 |
1,716.5 |
1,716.5 |
1,722.7 |
1,712.4 |
| S2 |
1,708.2 |
1,708.2 |
1,720.5 |
|
| S3 |
1,684.3 |
1,692.6 |
1,718.3 |
|
| S4 |
1,660.4 |
1,668.7 |
1,711.8 |
|
|
| 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 |
1,778.6 |
1,723.7 |
54.9 |
3.2% |
24.0 |
1.4% |
2% |
False |
True |
2,071 |
| 10 |
1,798.6 |
1,723.7 |
74.9 |
4.3% |
26.1 |
1.5% |
2% |
False |
True |
2,309 |
| 20 |
1,838.7 |
1,723.7 |
115.0 |
6.7% |
23.0 |
1.3% |
1% |
False |
True |
2,612 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.2% |
23.6 |
1.4% |
28% |
False |
False |
2,115 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.3% |
21.6 |
1.3% |
28% |
False |
False |
2,254 |
| 80 |
1,910.8 |
1,680.0 |
230.8 |
13.4% |
22.6 |
1.3% |
19% |
False |
False |
1,881 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
14.1% |
21.7 |
1.3% |
18% |
False |
False |
1,643 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
14.1% |
20.4 |
1.2% |
18% |
False |
False |
1,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,849.2 |
|
2.618 |
1,810.2 |
|
1.618 |
1,786.3 |
|
1.000 |
1,771.5 |
|
0.618 |
1,762.4 |
|
HIGH |
1,747.6 |
|
0.618 |
1,738.5 |
|
0.500 |
1,735.7 |
|
0.382 |
1,732.8 |
|
LOW |
1,723.7 |
|
0.618 |
1,708.9 |
|
1.000 |
1,699.8 |
|
1.618 |
1,685.0 |
|
2.618 |
1,661.1 |
|
4.250 |
1,622.1 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,735.7 |
1,743.2 |
| PP |
1,732.1 |
1,737.1 |
| S1 |
1,728.5 |
1,731.0 |
|