| 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 |
2,863.7620 |
2,819.9160 |
-43.8460 |
-1.5% |
3,377.3040 |
| High |
2,948.7430 |
3,046.0070 |
97.2640 |
3.3% |
3,539.9110 |
| Low |
2,787.4490 |
2,807.0740 |
19.6250 |
0.7% |
2,657.0130 |
| Close |
2,819.9630 |
2,970.7380 |
150.7750 |
5.3% |
2,945.5760 |
| Range |
161.2940 |
238.9330 |
77.6390 |
48.1% |
882.8980 |
| ATR |
288.0283 |
284.5215 |
-3.5068 |
-1.2% |
0.0000 |
| Volume |
796,720 |
579,989 |
-216,731 |
-27.2% |
5,406,673 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,658.0720 |
3,553.3380 |
3,102.1512 |
|
| R3 |
3,419.1390 |
3,314.4050 |
3,036.4446 |
|
| R2 |
3,180.2060 |
3,180.2060 |
3,014.5424 |
|
| R1 |
3,075.4720 |
3,075.4720 |
2,992.6402 |
3,127.8390 |
| PP |
2,941.2730 |
2,941.2730 |
2,941.2730 |
2,967.4565 |
| S1 |
2,836.5390 |
2,836.5390 |
2,948.8358 |
2,888.9060 |
| S2 |
2,702.3400 |
2,702.3400 |
2,926.9336 |
|
| S3 |
2,463.4070 |
2,597.6060 |
2,905.0314 |
|
| S4 |
2,224.4740 |
2,358.6730 |
2,839.3249 |
|
|
| 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 |
3,163.8970 |
2,742.6620 |
421.2350 |
14.2% |
291.9074 |
9.8% |
54% |
False |
False |
757,355 |
| 10 |
3,592.4940 |
2,657.0130 |
935.4810 |
31.5% |
322.0610 |
10.8% |
34% |
False |
False |
910,045 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
46.0% |
311.2794 |
10.5% |
23% |
False |
False |
922,218 |
| 40 |
4,024.1120 |
2,544.1200 |
1,479.9920 |
49.8% |
271.0026 |
9.1% |
29% |
False |
False |
979,987 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
77.5% |
237.7774 |
8.0% |
54% |
False |
False |
1,060,697 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
77.9% |
231.0378 |
7.8% |
54% |
False |
False |
1,142,012 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
89.6% |
287.1821 |
9.7% |
47% |
False |
False |
1,193,489 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
89.6% |
287.4691 |
9.7% |
47% |
False |
False |
1,154,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,061.4723 |
|
2.618 |
3,671.5336 |
|
1.618 |
3,432.6006 |
|
1.000 |
3,284.9400 |
|
0.618 |
3,193.6676 |
|
HIGH |
3,046.0070 |
|
0.618 |
2,954.7346 |
|
0.500 |
2,926.5405 |
|
0.382 |
2,898.3464 |
|
LOW |
2,807.0740 |
|
0.618 |
2,659.4134 |
|
1.000 |
2,568.1410 |
|
1.618 |
2,420.4804 |
|
2.618 |
2,181.5474 |
|
4.250 |
1,791.6088 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,956.0055 |
2,952.7347 |
| PP |
2,941.2730 |
2,934.7313 |
| S1 |
2,926.5405 |
2,916.7280 |
|