| 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 |
2,952.7270 |
2,863.7620 |
-88.9650 |
-3.0% |
3,377.3040 |
| High |
3,026.3100 |
2,948.7430 |
-77.5670 |
-2.6% |
3,539.9110 |
| Low |
2,805.8170 |
2,787.4490 |
-18.3680 |
-0.7% |
2,657.0130 |
| Close |
2,863.7590 |
2,819.9630 |
-43.7960 |
-1.5% |
2,945.5760 |
| Range |
220.4930 |
161.2940 |
-59.1990 |
-26.8% |
882.8980 |
| ATR |
297.7771 |
288.0283 |
-9.7488 |
-3.3% |
0.0000 |
| Volume |
688,491 |
796,720 |
108,229 |
15.7% |
5,406,673 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,335.9337 |
3,239.2423 |
2,908.6747 |
|
| R3 |
3,174.6397 |
3,077.9483 |
2,864.3189 |
|
| R2 |
3,013.3457 |
3,013.3457 |
2,849.5336 |
|
| R1 |
2,916.6543 |
2,916.6543 |
2,834.7483 |
2,884.3530 |
| PP |
2,852.0517 |
2,852.0517 |
2,852.0517 |
2,835.9010 |
| S1 |
2,755.3603 |
2,755.3603 |
2,805.1777 |
2,723.0590 |
| S2 |
2,690.7577 |
2,690.7577 |
2,790.3924 |
|
| S3 |
2,529.4637 |
2,594.0663 |
2,775.6072 |
|
| S4 |
2,368.1697 |
2,432.7723 |
2,731.2513 |
|
|
| 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 |
2,742.6620 |
429.6690 |
15.2% |
275.4050 |
9.8% |
18% |
False |
False |
846,954 |
| 10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
35.9% |
316.3532 |
11.2% |
16% |
False |
False |
925,814 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
48.5% |
319.1345 |
11.3% |
12% |
False |
False |
958,224 |
| 40 |
4,024.1120 |
2,461.2590 |
1,562.8530 |
55.4% |
271.6509 |
9.6% |
23% |
False |
False |
996,487 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
81.7% |
235.9345 |
8.4% |
48% |
False |
False |
1,077,841 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
82.1% |
232.3401 |
8.2% |
48% |
False |
False |
1,152,307 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
94.4% |
292.5025 |
10.4% |
42% |
False |
False |
1,199,983 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
94.4% |
286.6697 |
10.2% |
42% |
False |
False |
1,152,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,634.2425 |
|
2.618 |
3,371.0107 |
|
1.618 |
3,209.7167 |
|
1.000 |
3,110.0370 |
|
0.618 |
3,048.4227 |
|
HIGH |
2,948.7430 |
|
0.618 |
2,887.1287 |
|
0.500 |
2,868.0960 |
|
0.382 |
2,849.0633 |
|
LOW |
2,787.4490 |
|
0.618 |
2,687.7693 |
|
1.000 |
2,626.1550 |
|
1.618 |
2,526.4753 |
|
2.618 |
2,365.1813 |
|
4.250 |
2,101.9495 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,868.0960 |
2,953.2795 |
| PP |
2,852.0517 |
2,908.8407 |
| S1 |
2,836.0073 |
2,864.4018 |
|