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 |
7,002.5 |
7,076.5 |
74.0 |
1.1% |
6,940.0 |
High |
7,085.5 |
7,132.0 |
46.5 |
0.7% |
7,101.5 |
Low |
6,976.0 |
7,033.5 |
57.5 |
0.8% |
6,791.5 |
Close |
7,075.0 |
7,073.5 |
-1.5 |
0.0% |
7,020.5 |
Range |
109.5 |
98.5 |
-11.0 |
-10.0% |
310.0 |
ATR |
80.2 |
81.5 |
1.3 |
1.6% |
0.0 |
Volume |
101,431 |
130,978 |
29,547 |
29.1% |
549,682 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,375.0 |
7,323.0 |
7,127.5 |
|
R3 |
7,276.5 |
7,224.5 |
7,100.5 |
|
R2 |
7,178.0 |
7,178.0 |
7,091.5 |
|
R1 |
7,126.0 |
7,126.0 |
7,082.5 |
7,103.0 |
PP |
7,079.5 |
7,079.5 |
7,079.5 |
7,068.0 |
S1 |
7,027.5 |
7,027.5 |
7,064.5 |
7,004.0 |
S2 |
6,981.0 |
6,981.0 |
7,055.5 |
|
S3 |
6,882.5 |
6,929.0 |
7,046.5 |
|
S4 |
6,784.0 |
6,830.5 |
7,019.5 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,901.0 |
7,771.0 |
7,191.0 |
|
R3 |
7,591.0 |
7,461.0 |
7,106.0 |
|
R2 |
7,281.0 |
7,281.0 |
7,077.5 |
|
R1 |
7,151.0 |
7,151.0 |
7,049.0 |
7,216.0 |
PP |
6,971.0 |
6,971.0 |
6,971.0 |
7,004.0 |
S1 |
6,841.0 |
6,841.0 |
6,992.0 |
6,906.0 |
S2 |
6,661.0 |
6,661.0 |
6,963.5 |
|
S3 |
6,351.0 |
6,531.0 |
6,935.0 |
|
S4 |
6,041.0 |
6,221.0 |
6,850.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,132.0 |
6,975.5 |
156.5 |
2.2% |
86.5 |
1.2% |
63% |
True |
False |
98,998 |
10 |
7,132.0 |
6,791.5 |
340.5 |
4.8% |
108.5 |
1.5% |
83% |
True |
False |
113,125 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
84.0 |
1.2% |
77% |
False |
False |
118,410 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
53.0 |
0.7% |
77% |
False |
False |
59,490 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
44.5 |
0.6% |
80% |
False |
False |
39,703 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
39.0 |
0.6% |
80% |
False |
False |
29,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,550.5 |
2.618 |
7,390.0 |
1.618 |
7,291.5 |
1.000 |
7,230.5 |
0.618 |
7,193.0 |
HIGH |
7,132.0 |
0.618 |
7,094.5 |
0.500 |
7,083.0 |
0.382 |
7,071.0 |
LOW |
7,033.5 |
0.618 |
6,972.5 |
1.000 |
6,935.0 |
1.618 |
6,874.0 |
2.618 |
6,775.5 |
4.250 |
6,615.0 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,083.0 |
7,067.0 |
PP |
7,079.5 |
7,060.5 |
S1 |
7,076.5 |
7,054.0 |
|