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 |
34,239 |
34,322 |
83 |
0.2% |
34,400 |
High |
34,451 |
34,554 |
103 |
0.3% |
34,749 |
Low |
34,168 |
33,688 |
-480 |
-1.4% |
33,478 |
Close |
34,265 |
33,722 |
-543 |
-1.6% |
34,674 |
Range |
283 |
866 |
583 |
206.0% |
1,271 |
ATR |
429 |
460 |
31 |
7.3% |
0 |
Volume |
212,633 |
236,686 |
24,053 |
11.3% |
1,105,462 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,586 |
36,020 |
34,198 |
|
R3 |
35,720 |
35,154 |
33,960 |
|
R2 |
34,854 |
34,854 |
33,881 |
|
R1 |
34,288 |
34,288 |
33,802 |
34,138 |
PP |
33,988 |
33,988 |
33,988 |
33,913 |
S1 |
33,422 |
33,422 |
33,643 |
33,272 |
S2 |
33,122 |
33,122 |
33,563 |
|
S3 |
32,256 |
32,556 |
33,484 |
|
S4 |
31,390 |
31,690 |
33,246 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,113 |
37,665 |
35,373 |
|
R3 |
36,842 |
36,394 |
35,024 |
|
R2 |
35,571 |
35,571 |
34,907 |
|
R1 |
35,123 |
35,123 |
34,791 |
35,347 |
PP |
34,300 |
34,300 |
34,300 |
34,413 |
S1 |
33,852 |
33,852 |
34,558 |
34,076 |
S2 |
33,029 |
33,029 |
34,441 |
|
S3 |
31,758 |
32,581 |
34,325 |
|
S4 |
30,487 |
31,310 |
33,975 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,934 |
33,688 |
1,246 |
3.7% |
488 |
1.4% |
3% |
False |
True |
205,099 |
10 |
34,934 |
33,478 |
1,456 |
4.3% |
554 |
1.6% |
17% |
False |
False |
216,675 |
20 |
35,383 |
33,478 |
1,905 |
5.6% |
474 |
1.4% |
13% |
False |
False |
156,390 |
40 |
35,429 |
33,478 |
1,951 |
5.8% |
377 |
1.1% |
13% |
False |
False |
78,275 |
60 |
35,429 |
33,478 |
1,951 |
5.8% |
374 |
1.1% |
13% |
False |
False |
52,215 |
80 |
35,429 |
32,804 |
2,625 |
7.8% |
365 |
1.1% |
35% |
False |
False |
39,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,235 |
2.618 |
36,821 |
1.618 |
35,955 |
1.000 |
35,420 |
0.618 |
35,089 |
HIGH |
34,554 |
0.618 |
34,223 |
0.500 |
34,121 |
0.382 |
34,019 |
LOW |
33,688 |
0.618 |
33,153 |
1.000 |
32,822 |
1.618 |
32,287 |
2.618 |
31,421 |
4.250 |
30,008 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,121 |
34,270 |
PP |
33,988 |
34,087 |
S1 |
33,855 |
33,905 |
|