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 |
1,749.93 |
1,733.48 |
-16.45 |
-0.9% |
1,753.95 |
High |
1,753.73 |
1,745.42 |
-8.31 |
-0.5% |
1,784.86 |
Low |
1,728.28 |
1,722.02 |
-6.26 |
-0.4% |
1,738.99 |
Close |
1,733.44 |
1,726.27 |
-7.17 |
-0.4% |
1,749.64 |
Range |
25.45 |
23.40 |
-2.05 |
-8.1% |
45.87 |
ATR |
20.79 |
20.98 |
0.19 |
0.9% |
0.00 |
Volume |
5,899 |
6,063 |
164 |
2.8% |
29,809 |
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.44 |
1,787.25 |
1,739.14 |
|
R3 |
1,778.04 |
1,763.85 |
1,732.71 |
|
R2 |
1,754.64 |
1,754.64 |
1,730.56 |
|
R1 |
1,740.45 |
1,740.45 |
1,728.42 |
1,735.85 |
PP |
1,731.24 |
1,731.24 |
1,731.24 |
1,728.93 |
S1 |
1,717.05 |
1,717.05 |
1,724.13 |
1,712.45 |
S2 |
1,707.84 |
1,707.84 |
1,721.98 |
|
S3 |
1,684.44 |
1,693.65 |
1,719.84 |
|
S4 |
1,661.04 |
1,670.25 |
1,713.40 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.44 |
1,868.41 |
1,774.87 |
|
R3 |
1,849.57 |
1,822.54 |
1,762.25 |
|
R2 |
1,803.70 |
1,803.70 |
1,758.05 |
|
R1 |
1,776.67 |
1,776.67 |
1,753.84 |
1,767.25 |
PP |
1,757.83 |
1,757.83 |
1,757.83 |
1,753.12 |
S1 |
1,730.80 |
1,730.80 |
1,745.44 |
1,721.38 |
S2 |
1,711.96 |
1,711.96 |
1,741.23 |
|
S3 |
1,666.09 |
1,684.93 |
1,737.03 |
|
S4 |
1,620.22 |
1,639.06 |
1,724.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,774.81 |
1,722.02 |
52.79 |
3.1% |
22.79 |
1.3% |
8% |
False |
True |
5,967 |
10 |
1,795.78 |
1,722.02 |
73.76 |
4.3% |
24.01 |
1.4% |
6% |
False |
True |
6,043 |
20 |
1,833.19 |
1,722.02 |
111.17 |
6.4% |
20.75 |
1.2% |
4% |
False |
True |
6,148 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.1% |
21.33 |
1.2% |
23% |
False |
False |
6,340 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.1% |
19.67 |
1.1% |
23% |
False |
False |
6,351 |
80 |
1,902.67 |
1,693.69 |
208.98 |
12.1% |
20.58 |
1.2% |
16% |
False |
False |
6,342 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.8% |
21.20 |
1.2% |
15% |
False |
False |
6,341 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.8% |
21.13 |
1.2% |
15% |
False |
False |
6,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.87 |
2.618 |
1,806.68 |
1.618 |
1,783.28 |
1.000 |
1,768.82 |
0.618 |
1,759.88 |
HIGH |
1,745.42 |
0.618 |
1,736.48 |
0.500 |
1,733.72 |
0.382 |
1,730.96 |
LOW |
1,722.02 |
0.618 |
1,707.56 |
1.000 |
1,698.62 |
1.618 |
1,684.16 |
2.618 |
1,660.76 |
4.250 |
1,622.57 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,733.72 |
1,741.10 |
PP |
1,731.24 |
1,736.16 |
S1 |
1,728.75 |
1,731.21 |
|