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 |
4,146.5 |
4,055.5 |
-91.0 |
-2.2% |
4,099.5 |
High |
4,161.5 |
4,091.0 |
-70.5 |
-1.7% |
4,200.5 |
Low |
4,030.5 |
4,036.5 |
6.0 |
0.1% |
3,974.0 |
Close |
4,045.5 |
4,063.0 |
17.5 |
0.4% |
4,136.5 |
Range |
131.0 |
54.5 |
-76.5 |
-58.4% |
226.5 |
ATR |
63.3 |
62.6 |
-0.6 |
-1.0% |
0.0 |
Volume |
1,012,055 |
780,434 |
-231,621 |
-22.9% |
4,114,453 |
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,227.0 |
4,199.5 |
4,093.0 |
|
R3 |
4,172.5 |
4,145.0 |
4,078.0 |
|
R2 |
4,118.0 |
4,118.0 |
4,073.0 |
|
R1 |
4,090.5 |
4,090.5 |
4,068.0 |
4,104.3 |
PP |
4,063.5 |
4,063.5 |
4,063.5 |
4,070.4 |
S1 |
4,036.0 |
4,036.0 |
4,058.0 |
4,049.8 |
S2 |
4,009.0 |
4,009.0 |
4,053.0 |
|
S3 |
3,954.5 |
3,981.5 |
4,048.0 |
|
S4 |
3,900.0 |
3,927.0 |
4,033.0 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.2 |
4,686.3 |
4,261.1 |
|
R3 |
4,556.7 |
4,459.8 |
4,198.8 |
|
R2 |
4,330.2 |
4,330.2 |
4,178.0 |
|
R1 |
4,233.3 |
4,233.3 |
4,157.3 |
4,281.8 |
PP |
4,103.7 |
4,103.7 |
4,103.7 |
4,127.9 |
S1 |
4,006.8 |
4,006.8 |
4,115.7 |
4,055.3 |
S2 |
3,877.2 |
3,877.2 |
4,095.0 |
|
S3 |
3,650.7 |
3,780.3 |
4,074.2 |
|
S4 |
3,424.2 |
3,553.8 |
4,011.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,200.5 |
4,030.5 |
170.0 |
4.2% |
69.6 |
1.7% |
19% |
False |
False |
710,579 |
10 |
4,200.5 |
3,974.0 |
226.5 |
5.6% |
79.0 |
1.9% |
39% |
False |
False |
844,824 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
63.6 |
1.6% |
36% |
False |
False |
655,409 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.1% |
44.9 |
1.1% |
36% |
False |
False |
342,597 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
42.8 |
1.1% |
53% |
False |
False |
230,240 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
39.6 |
1.0% |
53% |
False |
False |
173,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,322.6 |
2.618 |
4,233.7 |
1.618 |
4,179.2 |
1.000 |
4,145.5 |
0.618 |
4,124.7 |
HIGH |
4,091.0 |
0.618 |
4,070.2 |
0.500 |
4,063.8 |
0.382 |
4,057.3 |
LOW |
4,036.5 |
0.618 |
4,002.8 |
1.000 |
3,982.0 |
1.618 |
3,948.3 |
2.618 |
3,893.8 |
4.250 |
3,804.9 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,063.8 |
4,105.3 |
PP |
4,063.5 |
4,091.2 |
S1 |
4,063.3 |
4,077.1 |
|