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 |
14,824.08 |
14,838.91 |
14.83 |
0.1% |
15,068.65 |
High |
14,914.68 |
14,887.45 |
-27.23 |
-0.2% |
15,356.92 |
Low |
14,727.41 |
14,684.55 |
-42.86 |
-0.3% |
14,821.03 |
Close |
14,752.89 |
14,689.62 |
-63.27 |
-0.4% |
15,329.68 |
Range |
187.27 |
202.90 |
15.63 |
8.3% |
535.89 |
ATR |
201.84 |
201.92 |
0.08 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,362.57 |
15,229.00 |
14,801.22 |
|
R3 |
15,159.67 |
15,026.10 |
14,745.42 |
|
R2 |
14,956.77 |
14,956.77 |
14,726.82 |
|
R1 |
14,823.20 |
14,823.20 |
14,708.22 |
14,788.54 |
PP |
14,753.87 |
14,753.87 |
14,753.87 |
14,736.54 |
S1 |
14,620.30 |
14,620.30 |
14,671.02 |
14,585.64 |
S2 |
14,550.97 |
14,550.97 |
14,652.42 |
|
S3 |
14,348.07 |
14,417.40 |
14,633.82 |
|
S4 |
14,145.17 |
14,214.50 |
14,578.03 |
|
|
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 |
15,345.54 |
14,684.55 |
660.99 |
4.5% |
188.45 |
1.3% |
1% |
False |
True |
|
10 |
15,485.21 |
14,684.55 |
800.66 |
5.5% |
198.35 |
1.4% |
1% |
False |
True |
|
20 |
15,701.40 |
14,684.55 |
1,016.85 |
6.9% |
177.91 |
1.2% |
0% |
False |
True |
|
40 |
15,701.40 |
14,684.55 |
1,016.85 |
6.9% |
154.62 |
1.1% |
0% |
False |
True |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.5% |
154.40 |
1.1% |
19% |
False |
False |
|
80 |
15,701.40 |
13,811.05 |
1,890.35 |
12.9% |
147.94 |
1.0% |
46% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.6% |
151.83 |
1.0% |
63% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.6% |
156.45 |
1.1% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,749.78 |
2.618 |
15,418.64 |
1.618 |
15,215.74 |
1.000 |
15,090.35 |
0.618 |
15,012.84 |
HIGH |
14,887.45 |
0.618 |
14,809.94 |
0.500 |
14,786.00 |
0.382 |
14,762.06 |
LOW |
14,684.55 |
0.618 |
14,559.16 |
1.000 |
14,481.65 |
1.618 |
14,356.26 |
2.618 |
14,153.36 |
4.250 |
13,822.23 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
14,786.00 |
14,862.54 |
PP |
14,753.87 |
14,804.90 |
S1 |
14,721.75 |
14,747.26 |
|