| 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 |
1,736.0 |
1,728.1 |
-7.9 |
-0.5% |
1,755.6 |
| High |
1,747.6 |
1,766.3 |
18.7 |
1.1% |
1,789.7 |
| Low |
1,723.7 |
1,724.5 |
0.8 |
0.0% |
1,740.0 |
| Close |
1,724.9 |
1,758.5 |
33.6 |
1.9% |
1,753.8 |
| Range |
23.9 |
41.8 |
17.9 |
74.9% |
49.7 |
| ATR |
23.4 |
24.7 |
1.3 |
5.6% |
0.0 |
| Volume |
2,050 |
15,873 |
13,823 |
674.3% |
12,364 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.2 |
1,858.6 |
1,781.5 |
|
| R3 |
1,833.4 |
1,816.8 |
1,770.0 |
|
| R2 |
1,791.6 |
1,791.6 |
1,766.2 |
|
| R1 |
1,775.0 |
1,775.0 |
1,762.3 |
1,783.3 |
| PP |
1,749.8 |
1,749.8 |
1,749.8 |
1,753.9 |
| S1 |
1,733.2 |
1,733.2 |
1,754.7 |
1,741.5 |
| S2 |
1,708.0 |
1,708.0 |
1,750.8 |
|
| S3 |
1,666.2 |
1,691.4 |
1,747.0 |
|
| S4 |
1,624.4 |
1,649.6 |
1,735.5 |
|
|
| 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 |
1,766.3 |
1,723.7 |
42.6 |
2.4% |
24.7 |
1.4% |
82% |
True |
False |
4,817 |
| 10 |
1,789.7 |
1,723.7 |
66.0 |
3.8% |
25.1 |
1.4% |
53% |
False |
False |
3,728 |
| 20 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
24.6 |
1.4% |
30% |
False |
False |
3,276 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
24.0 |
1.4% |
49% |
False |
False |
2,472 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
22.1 |
1.3% |
49% |
False |
False |
2,496 |
| 80 |
1,910.5 |
1,680.0 |
230.5 |
13.1% |
22.9 |
1.3% |
34% |
False |
False |
2,068 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.0 |
1.3% |
32% |
False |
False |
1,785 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.7 |
1.2% |
32% |
False |
False |
1,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.0 |
|
2.618 |
1,875.7 |
|
1.618 |
1,833.9 |
|
1.000 |
1,808.1 |
|
0.618 |
1,792.1 |
|
HIGH |
1,766.3 |
|
0.618 |
1,750.3 |
|
0.500 |
1,745.4 |
|
0.382 |
1,740.5 |
|
LOW |
1,724.5 |
|
0.618 |
1,698.7 |
|
1.000 |
1,682.7 |
|
1.618 |
1,656.9 |
|
2.618 |
1,615.1 |
|
4.250 |
1,546.9 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,754.1 |
1,754.0 |
| PP |
1,749.8 |
1,749.5 |
| S1 |
1,745.4 |
1,745.0 |
|