| 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 |
1,737.6 |
1,732.9 |
-4.7 |
-0.3% |
1,753.0 |
| High |
1,749.2 |
1,766.0 |
16.8 |
1.0% |
1,791.2 |
| Low |
1,725.0 |
1,726.8 |
1.8 |
0.1% |
1,742.1 |
| Close |
1,726.3 |
1,759.7 |
33.4 |
1.9% |
1,755.4 |
| Range |
24.2 |
39.2 |
15.0 |
62.0% |
49.1 |
| ATR |
22.3 |
23.6 |
1.2 |
5.6% |
0.0 |
| Volume |
988 |
3,435 |
2,447 |
247.7% |
4,229 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.4 |
1,853.3 |
1,781.3 |
|
| R3 |
1,829.2 |
1,814.1 |
1,770.5 |
|
| R2 |
1,790.0 |
1,790.0 |
1,766.9 |
|
| R1 |
1,774.9 |
1,774.9 |
1,763.3 |
1,782.5 |
| PP |
1,750.8 |
1,750.8 |
1,750.8 |
1,754.6 |
| S1 |
1,735.7 |
1,735.7 |
1,756.1 |
1,743.3 |
| S2 |
1,711.6 |
1,711.6 |
1,752.5 |
|
| S3 |
1,672.4 |
1,696.5 |
1,748.9 |
|
| S4 |
1,633.2 |
1,657.3 |
1,738.1 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.2 |
1,881.9 |
1,782.4 |
|
| R3 |
1,861.1 |
1,832.8 |
1,768.9 |
|
| R2 |
1,812.0 |
1,812.0 |
1,764.4 |
|
| R1 |
1,783.7 |
1,783.7 |
1,759.9 |
1,797.9 |
| PP |
1,762.9 |
1,762.9 |
1,762.9 |
1,770.0 |
| S1 |
1,734.6 |
1,734.6 |
1,750.9 |
1,748.8 |
| S2 |
1,713.8 |
1,713.8 |
1,746.4 |
|
| S3 |
1,664.7 |
1,685.5 |
1,741.9 |
|
| S4 |
1,615.6 |
1,636.4 |
1,728.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,766.0 |
1,725.0 |
41.0 |
2.3% |
23.5 |
1.3% |
85% |
True |
False |
1,406 |
| 10 |
1,791.2 |
1,725.0 |
66.2 |
3.8% |
24.2 |
1.4% |
52% |
False |
False |
1,275 |
| 20 |
1,840.4 |
1,725.0 |
115.4 |
6.6% |
23.5 |
1.3% |
30% |
False |
False |
1,299 |
| 40 |
1,840.4 |
1,682.4 |
158.0 |
9.0% |
22.9 |
1.3% |
49% |
False |
False |
1,179 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
19.8 |
1.1% |
49% |
False |
False |
1,031 |
| 80 |
1,903.8 |
1,682.4 |
221.4 |
12.6% |
19.2 |
1.1% |
35% |
False |
False |
827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,932.6 |
|
2.618 |
1,868.6 |
|
1.618 |
1,829.4 |
|
1.000 |
1,805.2 |
|
0.618 |
1,790.2 |
|
HIGH |
1,766.0 |
|
0.618 |
1,751.0 |
|
0.500 |
1,746.4 |
|
0.382 |
1,741.8 |
|
LOW |
1,726.8 |
|
0.618 |
1,702.6 |
|
1.000 |
1,687.6 |
|
1.618 |
1,663.4 |
|
2.618 |
1,624.2 |
|
4.250 |
1,560.2 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,755.3 |
1,755.0 |
| PP |
1,750.8 |
1,750.2 |
| S1 |
1,746.4 |
1,745.5 |
|