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 |
15,293.0 |
15,369.0 |
76.0 |
0.5% |
15,466.0 |
High |
15,406.0 |
15,456.0 |
50.0 |
0.3% |
15,749.0 |
Low |
15,220.0 |
15,185.0 |
-35.0 |
-0.2% |
14,998.0 |
Close |
15,339.0 |
15,288.0 |
-51.0 |
-0.3% |
15,501.0 |
Range |
186.0 |
271.0 |
85.0 |
45.7% |
751.0 |
ATR |
216.8 |
220.7 |
3.9 |
1.8% |
0.0 |
Volume |
70,831 |
80,593 |
9,762 |
13.8% |
423,341 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,122.7 |
15,976.3 |
15,437.1 |
|
R3 |
15,851.7 |
15,705.3 |
15,362.5 |
|
R2 |
15,580.7 |
15,580.7 |
15,337.7 |
|
R1 |
15,434.3 |
15,434.3 |
15,312.8 |
15,372.0 |
PP |
15,309.7 |
15,309.7 |
15,309.7 |
15,278.5 |
S1 |
15,163.3 |
15,163.3 |
15,263.2 |
15,101.0 |
S2 |
15,038.7 |
15,038.7 |
15,238.3 |
|
S3 |
14,767.7 |
14,892.3 |
15,213.5 |
|
S4 |
14,496.7 |
14,621.3 |
15,139.0 |
|
|
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 |
15,185.0 |
564.0 |
3.7% |
260.4 |
1.7% |
18% |
False |
True |
75,346 |
10 |
15,772.0 |
14,998.0 |
774.0 |
5.1% |
288.4 |
1.9% |
37% |
False |
False |
84,908 |
20 |
15,894.0 |
14,998.0 |
896.0 |
5.9% |
224.8 |
1.5% |
32% |
False |
False |
49,149 |
40 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
159.0 |
1.0% |
29% |
False |
False |
24,588 |
60 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
159.4 |
1.0% |
29% |
False |
False |
16,403 |
80 |
15,991.0 |
14,998.0 |
993.0 |
6.5% |
146.9 |
1.0% |
29% |
False |
False |
12,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,607.8 |
2.618 |
16,165.5 |
1.618 |
15,894.5 |
1.000 |
15,727.0 |
0.618 |
15,623.5 |
HIGH |
15,456.0 |
0.618 |
15,352.5 |
0.500 |
15,320.5 |
0.382 |
15,288.5 |
LOW |
15,185.0 |
0.618 |
15,017.5 |
1.000 |
14,914.0 |
1.618 |
14,746.5 |
2.618 |
14,475.5 |
4.250 |
14,033.3 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,320.5 |
15,396.5 |
PP |
15,309.7 |
15,360.3 |
S1 |
15,298.8 |
15,324.2 |
|