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 |
15,570.0 |
15,293.0 |
-277.0 |
-1.8% |
15,466.0 |
High |
15,608.0 |
15,406.0 |
-202.0 |
-1.3% |
15,749.0 |
Low |
15,207.0 |
15,220.0 |
13.0 |
0.1% |
14,998.0 |
Close |
15,245.0 |
15,339.0 |
94.0 |
0.6% |
15,501.0 |
Range |
401.0 |
186.0 |
-215.0 |
-53.6% |
751.0 |
ATR |
219.2 |
216.8 |
-2.4 |
-1.1% |
0.0 |
Volume |
103,787 |
70,831 |
-32,956 |
-31.8% |
423,341 |
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,879.7 |
15,795.3 |
15,441.3 |
|
R3 |
15,693.7 |
15,609.3 |
15,390.2 |
|
R2 |
15,507.7 |
15,507.7 |
15,373.1 |
|
R1 |
15,423.3 |
15,423.3 |
15,356.1 |
15,465.5 |
PP |
15,321.7 |
15,321.7 |
15,321.7 |
15,342.8 |
S1 |
15,237.3 |
15,237.3 |
15,322.0 |
15,279.5 |
S2 |
15,135.7 |
15,135.7 |
15,304.9 |
|
S3 |
14,949.7 |
15,051.3 |
15,287.9 |
|
S4 |
14,763.7 |
14,865.3 |
15,236.7 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,669.0 |
17,336.0 |
15,914.1 |
|
R3 |
16,918.0 |
16,585.0 |
15,707.5 |
|
R2 |
16,167.0 |
16,167.0 |
15,638.7 |
|
R1 |
15,834.0 |
15,834.0 |
15,569.8 |
16,000.5 |
PP |
15,416.0 |
15,416.0 |
15,416.0 |
15,499.3 |
S1 |
15,083.0 |
15,083.0 |
15,432.2 |
15,249.5 |
S2 |
14,665.0 |
14,665.0 |
15,363.3 |
|
S3 |
13,914.0 |
14,332.0 |
15,294.5 |
|
S4 |
13,163.0 |
13,581.0 |
15,088.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,749.0 |
15,207.0 |
542.0 |
3.5% |
237.4 |
1.5% |
24% |
False |
False |
73,360 |
10 |
15,772.0 |
14,998.0 |
774.0 |
5.0% |
272.2 |
1.8% |
44% |
False |
False |
81,066 |
20 |
15,945.0 |
14,998.0 |
947.0 |
6.2% |
220.8 |
1.4% |
36% |
False |
False |
45,130 |
40 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
155.1 |
1.0% |
34% |
False |
False |
22,574 |
60 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
157.7 |
1.0% |
34% |
False |
False |
15,060 |
80 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
144.0 |
0.9% |
34% |
False |
False |
11,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,196.5 |
2.618 |
15,892.9 |
1.618 |
15,706.9 |
1.000 |
15,592.0 |
0.618 |
15,520.9 |
HIGH |
15,406.0 |
0.618 |
15,334.9 |
0.500 |
15,313.0 |
0.382 |
15,291.1 |
LOW |
15,220.0 |
0.618 |
15,105.1 |
1.000 |
15,034.0 |
1.618 |
14,919.1 |
2.618 |
14,733.1 |
4.250 |
14,429.5 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,330.3 |
15,453.0 |
PP |
15,321.7 |
15,415.0 |
S1 |
15,313.0 |
15,377.0 |
|