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 |
1,750.0 |
1,734.0 |
-16.0 |
-0.9% |
1,754.2 |
High |
1,754.3 |
1,746.0 |
-8.3 |
-0.5% |
1,788.4 |
Low |
1,727.8 |
1,721.1 |
-6.7 |
-0.4% |
1,737.5 |
Close |
1,737.5 |
1,722.9 |
-14.6 |
-0.8% |
1,751.7 |
Range |
26.5 |
24.9 |
-1.6 |
-6.0% |
50.9 |
ATR |
24.4 |
24.4 |
0.0 |
0.2% |
0.0 |
Volume |
215,840 |
177,389 |
-38,451 |
-17.8% |
843,429 |
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.7 |
1,788.7 |
1,736.6 |
|
R3 |
1,779.8 |
1,763.8 |
1,729.7 |
|
R2 |
1,754.9 |
1,754.9 |
1,727.5 |
|
R1 |
1,738.9 |
1,738.9 |
1,725.2 |
1,734.5 |
PP |
1,730.0 |
1,730.0 |
1,730.0 |
1,727.8 |
S1 |
1,714.0 |
1,714.0 |
1,720.6 |
1,709.6 |
S2 |
1,705.1 |
1,705.1 |
1,718.3 |
|
S3 |
1,680.2 |
1,689.1 |
1,716.1 |
|
S4 |
1,655.3 |
1,664.2 |
1,709.2 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.9 |
1,882.7 |
1,779.7 |
|
R3 |
1,861.0 |
1,831.8 |
1,765.7 |
|
R2 |
1,810.1 |
1,810.1 |
1,761.0 |
|
R1 |
1,780.9 |
1,780.9 |
1,756.4 |
1,770.1 |
PP |
1,759.2 |
1,759.2 |
1,759.2 |
1,753.8 |
S1 |
1,730.0 |
1,730.0 |
1,747.0 |
1,719.2 |
S2 |
1,708.3 |
1,708.3 |
1,742.4 |
|
S3 |
1,657.4 |
1,679.1 |
1,737.7 |
|
S4 |
1,606.5 |
1,628.2 |
1,723.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,777.1 |
1,721.1 |
56.0 |
3.3% |
25.0 |
1.5% |
3% |
False |
True |
181,562 |
10 |
1,797.3 |
1,721.1 |
76.2 |
4.4% |
27.2 |
1.6% |
2% |
False |
True |
181,275 |
20 |
1,836.9 |
1,721.1 |
115.8 |
6.7% |
24.1 |
1.4% |
2% |
False |
True |
170,327 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.3% |
25.0 |
1.5% |
29% |
False |
False |
170,153 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.5% |
23.0 |
1.3% |
29% |
False |
False |
139,892 |
80 |
1,910.1 |
1,675.9 |
234.2 |
13.6% |
23.8 |
1.4% |
20% |
False |
False |
106,041 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
23.8 |
1.4% |
19% |
False |
False |
85,876 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
23.6 |
1.4% |
19% |
False |
False |
71,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.8 |
2.618 |
1,811.2 |
1.618 |
1,786.3 |
1.000 |
1,770.9 |
0.618 |
1,761.4 |
HIGH |
1,746.0 |
0.618 |
1,736.5 |
0.500 |
1,733.6 |
0.382 |
1,730.6 |
LOW |
1,721.1 |
0.618 |
1,705.7 |
1.000 |
1,696.2 |
1.618 |
1,680.8 |
2.618 |
1,655.9 |
4.250 |
1,615.3 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,733.6 |
1,741.0 |
PP |
1,730.0 |
1,735.0 |
S1 |
1,726.5 |
1,728.9 |
|