| 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 |
442.81 |
439.69 |
-3.12 |
-0.7% |
434.88 |
| High |
444.05 |
440.04 |
-4.01 |
-0.9% |
444.89 |
| Low |
441.90 |
432.94 |
-8.96 |
-2.0% |
428.86 |
| Close |
442.64 |
433.72 |
-8.92 |
-2.0% |
443.91 |
| Range |
2.15 |
7.10 |
4.95 |
230.2% |
16.03 |
| ATR |
4.49 |
4.87 |
0.37 |
8.3% |
0.00 |
| Volume |
61,371,100 |
130,436,300 |
69,065,200 |
112.5% |
499,812,400 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456.87 |
452.39 |
437.63 |
|
| R3 |
449.77 |
445.29 |
435.67 |
|
| R2 |
442.67 |
442.67 |
435.02 |
|
| R1 |
438.19 |
438.19 |
434.37 |
436.88 |
| PP |
435.57 |
435.57 |
435.57 |
434.91 |
| S1 |
431.09 |
431.09 |
433.07 |
429.78 |
| S2 |
428.47 |
428.47 |
432.42 |
|
| S3 |
421.37 |
423.99 |
431.77 |
|
| S4 |
414.27 |
416.89 |
429.82 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
487.31 |
481.64 |
452.73 |
|
| R3 |
471.28 |
465.61 |
448.32 |
|
| R2 |
455.25 |
455.25 |
446.85 |
|
| R1 |
449.58 |
449.58 |
445.38 |
452.42 |
| PP |
439.22 |
439.22 |
439.22 |
440.64 |
| S1 |
433.55 |
433.55 |
442.44 |
436.39 |
| S2 |
423.19 |
423.19 |
440.97 |
|
| S3 |
407.16 |
417.52 |
439.50 |
|
| S4 |
391.13 |
401.49 |
435.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
444.89 |
432.94 |
11.95 |
2.8% |
4.86 |
1.1% |
7% |
False |
True |
86,529,640 |
| 10 |
448.41 |
428.86 |
19.55 |
4.5% |
5.05 |
1.2% |
25% |
False |
False |
96,662,370 |
| 20 |
454.05 |
428.86 |
25.19 |
5.8% |
4.13 |
1.0% |
19% |
False |
False |
79,120,895 |
| 40 |
454.05 |
428.86 |
25.19 |
5.8% |
3.51 |
0.8% |
19% |
False |
False |
67,963,972 |
| 60 |
454.05 |
421.97 |
32.08 |
7.4% |
3.60 |
0.8% |
37% |
False |
False |
68,138,452 |
| 80 |
454.05 |
414.70 |
39.35 |
9.1% |
3.33 |
0.8% |
48% |
False |
False |
65,802,576 |
| 100 |
454.05 |
404.00 |
50.05 |
11.5% |
3.44 |
0.8% |
59% |
False |
False |
67,246,291 |
| 120 |
454.05 |
404.00 |
50.05 |
11.5% |
3.42 |
0.8% |
59% |
False |
False |
67,700,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470.22 |
|
2.618 |
458.63 |
|
1.618 |
451.53 |
|
1.000 |
447.14 |
|
0.618 |
444.43 |
|
HIGH |
440.04 |
|
0.618 |
437.33 |
|
0.500 |
436.49 |
|
0.382 |
435.65 |
|
LOW |
432.94 |
|
0.618 |
428.55 |
|
1.000 |
425.84 |
|
1.618 |
421.45 |
|
2.618 |
414.35 |
|
4.250 |
402.77 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
436.49 |
438.81 |
| PP |
435.57 |
437.11 |
| S1 |
434.64 |
435.42 |
|