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 |
111.476 |
111.959 |
0.483 |
0.4% |
109.949 |
High |
112.046 |
112.075 |
0.029 |
0.0% |
110.791 |
Low |
111.207 |
111.237 |
0.030 |
0.0% |
109.121 |
Close |
111.961 |
111.253 |
-0.708 |
-0.6% |
110.716 |
Range |
0.839 |
0.838 |
-0.001 |
-0.1% |
1.670 |
ATR |
0.567 |
0.587 |
0.019 |
3.4% |
0.000 |
Volume |
169,767 |
169,767 |
0 |
0.0% |
684,784 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.036 |
113.482 |
111.714 |
|
R3 |
113.198 |
112.644 |
111.483 |
|
R2 |
112.360 |
112.360 |
111.407 |
|
R1 |
111.806 |
111.806 |
111.330 |
111.664 |
PP |
111.522 |
111.522 |
111.522 |
111.451 |
S1 |
110.968 |
110.968 |
111.176 |
110.826 |
S2 |
110.684 |
110.684 |
111.099 |
|
S3 |
109.846 |
110.130 |
111.023 |
|
S4 |
109.008 |
109.292 |
110.792 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.219 |
114.638 |
111.635 |
|
R3 |
113.549 |
112.968 |
111.175 |
|
R2 |
111.879 |
111.879 |
111.022 |
|
R1 |
111.298 |
111.298 |
110.869 |
111.589 |
PP |
110.209 |
110.209 |
110.209 |
110.355 |
S1 |
109.628 |
109.628 |
110.563 |
109.919 |
S2 |
108.539 |
108.539 |
110.410 |
|
S3 |
106.869 |
107.958 |
110.257 |
|
S4 |
105.199 |
106.288 |
109.798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.075 |
110.250 |
1.825 |
1.6% |
0.689 |
0.6% |
55% |
True |
False |
154,552 |
10 |
112.075 |
109.121 |
2.954 |
2.7% |
0.649 |
0.6% |
72% |
True |
False |
144,654 |
20 |
112.075 |
109.113 |
2.962 |
2.7% |
0.564 |
0.5% |
72% |
True |
False |
132,608 |
40 |
112.075 |
109.113 |
2.962 |
2.7% |
0.523 |
0.5% |
72% |
True |
False |
132,096 |
60 |
112.075 |
108.722 |
3.353 |
3.0% |
0.552 |
0.5% |
75% |
True |
False |
136,065 |
80 |
112.075 |
108.722 |
3.353 |
3.0% |
0.546 |
0.5% |
75% |
True |
False |
134,847 |
100 |
112.075 |
108.352 |
3.723 |
3.3% |
0.549 |
0.5% |
78% |
True |
False |
135,188 |
120 |
112.075 |
107.478 |
4.597 |
4.1% |
0.552 |
0.5% |
82% |
True |
False |
134,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.637 |
2.618 |
114.269 |
1.618 |
113.431 |
1.000 |
112.913 |
0.618 |
112.593 |
HIGH |
112.075 |
0.618 |
111.755 |
0.500 |
111.656 |
0.382 |
111.557 |
LOW |
111.237 |
0.618 |
110.719 |
1.000 |
110.399 |
1.618 |
109.881 |
2.618 |
109.043 |
4.250 |
107.676 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
111.656 |
111.504 |
PP |
111.522 |
111.420 |
S1 |
111.387 |
111.337 |
|