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 |
1,733.48 |
1,726.28 |
-7.20 |
-0.4% |
1,753.95 |
High |
1,745.42 |
1,762.18 |
16.76 |
1.0% |
1,784.86 |
Low |
1,722.02 |
1,722.77 |
0.75 |
0.0% |
1,738.99 |
Close |
1,726.27 |
1,756.85 |
30.58 |
1.8% |
1,749.64 |
Range |
23.40 |
39.41 |
16.01 |
68.4% |
45.87 |
ATR |
20.98 |
22.30 |
1.32 |
6.3% |
0.00 |
Volume |
6,063 |
6,063 |
0 |
0.0% |
29,809 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.50 |
1,850.58 |
1,778.53 |
|
R3 |
1,826.09 |
1,811.17 |
1,767.69 |
|
R2 |
1,786.68 |
1,786.68 |
1,764.08 |
|
R1 |
1,771.76 |
1,771.76 |
1,760.46 |
1,779.22 |
PP |
1,747.27 |
1,747.27 |
1,747.27 |
1,751.00 |
S1 |
1,732.35 |
1,732.35 |
1,753.24 |
1,739.81 |
S2 |
1,707.86 |
1,707.86 |
1,749.62 |
|
S3 |
1,668.45 |
1,692.94 |
1,746.01 |
|
S4 |
1,629.04 |
1,653.53 |
1,735.17 |
|
|
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 |
1,762.18 |
1,722.02 |
40.16 |
2.3% |
23.51 |
1.3% |
87% |
True |
False |
5,991 |
10 |
1,784.86 |
1,722.02 |
62.84 |
3.6% |
23.29 |
1.3% |
55% |
False |
False |
5,993 |
20 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
22.23 |
1.3% |
31% |
False |
False |
6,143 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
21.72 |
1.2% |
45% |
False |
False |
6,317 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.09 |
1.1% |
45% |
False |
False |
6,351 |
80 |
1,902.25 |
1,693.69 |
208.56 |
11.9% |
20.87 |
1.2% |
30% |
False |
False |
6,335 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.46 |
1.2% |
28% |
False |
False |
6,337 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.33 |
1.2% |
28% |
False |
False |
6,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.67 |
2.618 |
1,865.36 |
1.618 |
1,825.95 |
1.000 |
1,801.59 |
0.618 |
1,786.54 |
HIGH |
1,762.18 |
0.618 |
1,747.13 |
0.500 |
1,742.48 |
0.382 |
1,737.82 |
LOW |
1,722.77 |
0.618 |
1,698.41 |
1.000 |
1,683.36 |
1.618 |
1,659.00 |
2.618 |
1,619.59 |
4.250 |
1,555.28 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,752.06 |
1,751.93 |
PP |
1,747.27 |
1,747.02 |
S1 |
1,742.48 |
1,742.10 |
|