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 |
41,790.65 |
41,115.68 |
-674.97 |
-1.6% |
46,978.97 |
High |
42,548.22 |
44,084.81 |
1,536.59 |
3.6% |
48,786.60 |
Low |
40,820.14 |
41,003.56 |
183.42 |
0.4% |
39,716.33 |
Close |
41,115.68 |
43,424.61 |
2,308.93 |
5.6% |
42,976.07 |
Range |
1,728.08 |
3,081.25 |
1,353.17 |
78.3% |
9,070.27 |
ATR |
2,818.87 |
2,837.61 |
18.74 |
0.7% |
0.00 |
Volume |
22,072 |
64,464 |
42,392 |
192.1% |
318,590 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,081.41 |
50,834.26 |
45,119.30 |
|
R3 |
49,000.16 |
47,753.01 |
44,271.95 |
|
R2 |
45,918.91 |
45,918.91 |
43,989.51 |
|
R1 |
44,671.76 |
44,671.76 |
43,707.06 |
45,295.34 |
PP |
42,837.66 |
42,837.66 |
42,837.66 |
43,149.45 |
S1 |
41,590.51 |
41,590.51 |
43,142.16 |
42,214.09 |
S2 |
39,756.41 |
39,756.41 |
42,859.71 |
|
S3 |
36,675.16 |
38,509.26 |
42,577.27 |
|
S4 |
33,593.91 |
35,428.01 |
41,729.92 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71,037.14 |
66,076.88 |
47,964.72 |
|
R3 |
61,966.87 |
57,006.61 |
45,470.39 |
|
R2 |
52,896.60 |
52,896.60 |
44,638.95 |
|
R1 |
47,936.34 |
47,936.34 |
43,807.51 |
45,881.34 |
PP |
43,826.33 |
43,826.33 |
43,826.33 |
42,798.83 |
S1 |
38,866.07 |
38,866.07 |
42,144.63 |
36,811.07 |
S2 |
34,756.06 |
34,756.06 |
41,313.19 |
|
S3 |
25,685.79 |
29,795.80 |
40,481.75 |
|
S4 |
16,615.52 |
20,725.53 |
37,987.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,097.10 |
40,820.14 |
4,276.96 |
9.8% |
2,939.14 |
6.8% |
61% |
False |
False |
40,726 |
10 |
48,786.60 |
39,716.33 |
9,070.27 |
20.9% |
3,172.62 |
7.3% |
41% |
False |
False |
46,753 |
20 |
52,902.94 |
39,716.33 |
13,186.61 |
30.4% |
2,965.05 |
6.8% |
28% |
False |
False |
44,635 |
40 |
52,902.94 |
37,405.08 |
15,497.86 |
35.7% |
2,775.33 |
6.4% |
39% |
False |
False |
38,497 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
54.2% |
2,600.15 |
6.0% |
60% |
False |
False |
44,986 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
55.1% |
2,677.84 |
6.2% |
60% |
False |
False |
54,155 |
100 |
57,974.81 |
28,957.79 |
29,017.02 |
66.8% |
3,100.59 |
7.1% |
50% |
False |
False |
62,916 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
82.5% |
3,259.35 |
7.5% |
40% |
False |
False |
62,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57,180.12 |
2.618 |
52,151.52 |
1.618 |
49,070.27 |
1.000 |
47,166.06 |
0.618 |
45,989.02 |
HIGH |
44,084.81 |
0.618 |
42,907.77 |
0.500 |
42,544.19 |
0.382 |
42,180.60 |
LOW |
41,003.56 |
0.618 |
39,099.35 |
1.000 |
37,922.31 |
1.618 |
36,018.10 |
2.618 |
32,936.85 |
4.250 |
27,908.25 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,131.14 |
43,100.57 |
PP |
42,837.66 |
42,776.52 |
S1 |
42,544.19 |
42,452.48 |
|