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 |
1,734.0 |
1,726.0 |
-8.0 |
-0.5% |
1,754.2 |
High |
1,746.0 |
1,765.0 |
19.0 |
1.1% |
1,788.4 |
Low |
1,721.1 |
1,721.8 |
0.7 |
0.0% |
1,737.5 |
Close |
1,722.9 |
1,757.0 |
34.1 |
2.0% |
1,751.7 |
Range |
24.9 |
43.2 |
18.3 |
73.5% |
50.9 |
ATR |
24.4 |
25.8 |
1.3 |
5.5% |
0.0 |
Volume |
177,389 |
246,365 |
68,976 |
38.9% |
843,429 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.5 |
1,860.5 |
1,780.8 |
|
R3 |
1,834.3 |
1,817.3 |
1,768.9 |
|
R2 |
1,791.1 |
1,791.1 |
1,764.9 |
|
R1 |
1,774.1 |
1,774.1 |
1,761.0 |
1,782.6 |
PP |
1,747.9 |
1,747.9 |
1,747.9 |
1,752.2 |
S1 |
1,730.9 |
1,730.9 |
1,753.0 |
1,739.4 |
S2 |
1,704.7 |
1,704.7 |
1,749.1 |
|
S3 |
1,661.5 |
1,687.7 |
1,745.1 |
|
S4 |
1,618.3 |
1,644.5 |
1,733.2 |
|
|
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 |
1,765.0 |
1,721.1 |
43.9 |
2.5% |
25.7 |
1.5% |
82% |
True |
False |
185,744 |
10 |
1,788.4 |
1,721.1 |
67.3 |
3.8% |
26.3 |
1.5% |
53% |
False |
False |
180,385 |
20 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
25.7 |
1.5% |
31% |
False |
False |
175,639 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.2% |
25.4 |
1.4% |
50% |
False |
False |
170,195 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.4 |
1.3% |
50% |
False |
False |
143,828 |
80 |
1,910.0 |
1,675.9 |
234.1 |
13.3% |
24.1 |
1.4% |
35% |
False |
False |
109,068 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
24.0 |
1.4% |
33% |
False |
False |
88,286 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.8 |
1.4% |
33% |
False |
False |
73,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.6 |
2.618 |
1,878.1 |
1.618 |
1,834.9 |
1.000 |
1,808.2 |
0.618 |
1,791.7 |
HIGH |
1,765.0 |
0.618 |
1,748.5 |
0.500 |
1,743.4 |
0.382 |
1,738.3 |
LOW |
1,721.8 |
0.618 |
1,695.1 |
1.000 |
1,678.6 |
1.618 |
1,651.9 |
2.618 |
1,608.7 |
4.250 |
1,538.2 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,752.5 |
1,752.4 |
PP |
1,747.9 |
1,747.7 |
S1 |
1,743.4 |
1,743.1 |
|