| 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 |
2,945.5760 |
2,952.7270 |
7.1510 |
0.2% |
3,377.3040 |
| High |
3,163.8970 |
3,026.3100 |
-137.5870 |
-4.3% |
3,539.9110 |
| Low |
2,742.6620 |
2,805.8170 |
63.1550 |
2.3% |
2,657.0130 |
| Close |
2,952.7270 |
2,863.7590 |
-88.9680 |
-3.0% |
2,945.5760 |
| Range |
421.2350 |
220.4930 |
-200.7420 |
-47.7% |
882.8980 |
| ATR |
303.7220 |
297.7771 |
-5.9449 |
-2.0% |
0.0000 |
| Volume |
901,542 |
688,491 |
-213,051 |
-23.6% |
5,406,673 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,560.1077 |
3,432.4263 |
2,985.0302 |
|
| R3 |
3,339.6147 |
3,211.9333 |
2,924.3946 |
|
| R2 |
3,119.1217 |
3,119.1217 |
2,904.1827 |
|
| R1 |
2,991.4403 |
2,991.4403 |
2,883.9709 |
2,945.0345 |
| PP |
2,898.6287 |
2,898.6287 |
2,898.6287 |
2,875.4258 |
| S1 |
2,770.9473 |
2,770.9473 |
2,843.5471 |
2,724.5415 |
| S2 |
2,678.1357 |
2,678.1357 |
2,823.3353 |
|
| S3 |
2,457.6427 |
2,550.4543 |
2,803.1234 |
|
| S4 |
2,237.1497 |
2,329.9613 |
2,742.4879 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,696.1940 |
5,203.7830 |
3,431.1699 |
|
| R3 |
4,813.2960 |
4,320.8850 |
3,188.3730 |
|
| R2 |
3,930.3980 |
3,930.3980 |
3,107.4406 |
|
| R1 |
3,437.9870 |
3,437.9870 |
3,026.5083 |
3,242.7435 |
| PP |
3,047.5000 |
3,047.5000 |
3,047.5000 |
2,949.8783 |
| S1 |
2,555.0890 |
2,555.0890 |
2,864.6437 |
2,359.8455 |
| S2 |
2,164.6020 |
2,164.6020 |
2,783.7114 |
|
| S3 |
1,281.7040 |
1,672.1910 |
2,702.7791 |
|
| S4 |
398.8060 |
789.2930 |
2,459.9821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,172.3310 |
2,657.0130 |
515.3180 |
18.0% |
329.4696 |
11.5% |
40% |
False |
False |
922,844 |
| 10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
35.4% |
324.0611 |
11.3% |
20% |
False |
False |
894,404 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
47.7% |
324.7651 |
11.3% |
15% |
False |
False |
966,237 |
| 40 |
4,024.1120 |
2,448.9630 |
1,575.1490 |
55.0% |
272.3328 |
9.5% |
26% |
False |
False |
1,011,909 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
80.4% |
235.7748 |
8.2% |
50% |
False |
False |
1,075,067 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
80.8% |
233.9102 |
8.2% |
50% |
False |
False |
1,156,611 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
92.9% |
293.1447 |
10.2% |
43% |
False |
False |
1,199,083 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
92.9% |
285.7887 |
10.0% |
43% |
False |
False |
1,150,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,963.4053 |
|
2.618 |
3,603.5607 |
|
1.618 |
3,383.0677 |
|
1.000 |
3,246.8030 |
|
0.618 |
3,162.5747 |
|
HIGH |
3,026.3100 |
|
0.618 |
2,942.0817 |
|
0.500 |
2,916.0635 |
|
0.382 |
2,890.0453 |
|
LOW |
2,805.8170 |
|
0.618 |
2,669.5523 |
|
1.000 |
2,585.3240 |
|
1.618 |
2,449.0593 |
|
2.618 |
2,228.5663 |
|
4.250 |
1,868.7218 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,916.0635 |
2,953.2795 |
| PP |
2,898.6287 |
2,923.4393 |
| S1 |
2,881.1938 |
2,893.5992 |
|