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 |
15,018.64 |
14,824.08 |
-194.56 |
-1.3% |
15,068.65 |
High |
15,040.53 |
14,914.68 |
-125.85 |
-0.8% |
15,356.92 |
Low |
14,758.98 |
14,727.41 |
-31.57 |
-0.2% |
14,821.03 |
Close |
14,770.30 |
14,752.89 |
-17.41 |
-0.1% |
15,329.68 |
Range |
281.55 |
187.27 |
-94.28 |
-33.5% |
535.89 |
ATR |
202.96 |
201.84 |
-1.12 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,360.14 |
15,243.78 |
14,855.89 |
|
R3 |
15,172.87 |
15,056.51 |
14,804.39 |
|
R2 |
14,985.60 |
14,985.60 |
14,787.22 |
|
R1 |
14,869.24 |
14,869.24 |
14,770.06 |
14,833.79 |
PP |
14,798.33 |
14,798.33 |
14,798.33 |
14,780.60 |
S1 |
14,681.97 |
14,681.97 |
14,735.72 |
14,646.52 |
S2 |
14,611.06 |
14,611.06 |
14,718.56 |
|
S3 |
14,423.79 |
14,494.70 |
14,701.39 |
|
S4 |
14,236.52 |
14,307.43 |
14,649.89 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.88 |
16,589.17 |
15,624.42 |
|
R3 |
16,240.99 |
16,053.28 |
15,477.05 |
|
R2 |
15,705.10 |
15,705.10 |
15,427.93 |
|
R1 |
15,517.39 |
15,517.39 |
15,378.80 |
15,611.25 |
PP |
15,169.21 |
15,169.21 |
15,169.21 |
15,216.14 |
S1 |
14,981.50 |
14,981.50 |
15,280.56 |
15,075.36 |
S2 |
14,633.32 |
14,633.32 |
15,231.43 |
|
S3 |
14,097.43 |
14,445.61 |
15,182.31 |
|
S4 |
13,561.54 |
13,909.72 |
15,034.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,356.92 |
14,727.41 |
629.51 |
4.3% |
179.36 |
1.2% |
4% |
False |
True |
|
10 |
15,539.14 |
14,727.41 |
811.73 |
5.5% |
194.88 |
1.3% |
3% |
False |
True |
|
20 |
15,701.40 |
14,727.41 |
973.99 |
6.6% |
172.41 |
1.2% |
3% |
False |
True |
|
40 |
15,701.40 |
14,727.41 |
973.99 |
6.6% |
152.05 |
1.0% |
3% |
False |
True |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.4% |
153.54 |
1.0% |
24% |
False |
False |
|
80 |
15,701.40 |
13,746.42 |
1,954.98 |
13.3% |
147.49 |
1.0% |
51% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
152.63 |
1.0% |
65% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
155.52 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,710.58 |
2.618 |
15,404.95 |
1.618 |
15,217.68 |
1.000 |
15,101.95 |
0.618 |
15,030.41 |
HIGH |
14,914.68 |
0.618 |
14,843.14 |
0.500 |
14,821.05 |
0.382 |
14,798.95 |
LOW |
14,727.41 |
0.618 |
14,611.68 |
1.000 |
14,540.14 |
1.618 |
14,424.41 |
2.618 |
14,237.14 |
4.250 |
13,931.51 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
14,821.05 |
14,984.00 |
PP |
14,798.33 |
14,906.96 |
S1 |
14,775.61 |
14,829.93 |
|