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 |
435.19 |
436.02 |
0.83 |
0.2% |
434.88 |
High |
437.04 |
436.77 |
-0.27 |
-0.1% |
444.89 |
Low |
433.85 |
428.78 |
-5.07 |
-1.2% |
428.86 |
Close |
434.45 |
429.14 |
-5.31 |
-1.2% |
443.91 |
Range |
3.19 |
7.99 |
4.80 |
150.5% |
16.03 |
ATR |
4.76 |
4.99 |
0.23 |
4.9% |
0.00 |
Volume |
82,329,200 |
140,505,900 |
58,176,700 |
70.7% |
499,812,400 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455.53 |
450.33 |
433.53 |
|
R3 |
447.54 |
442.34 |
431.34 |
|
R2 |
439.55 |
439.55 |
430.60 |
|
R1 |
434.35 |
434.35 |
429.87 |
432.96 |
PP |
431.56 |
431.56 |
431.56 |
430.87 |
S1 |
426.36 |
426.36 |
428.41 |
424.97 |
S2 |
423.57 |
423.57 |
427.68 |
|
S3 |
415.58 |
418.37 |
426.94 |
|
S4 |
407.59 |
410.38 |
424.75 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
487.31 |
481.64 |
452.73 |
|
R3 |
471.28 |
465.61 |
448.32 |
|
R2 |
455.25 |
455.25 |
446.85 |
|
R1 |
449.58 |
449.58 |
445.38 |
452.42 |
PP |
439.22 |
439.22 |
439.22 |
440.64 |
S1 |
433.55 |
433.55 |
442.44 |
436.39 |
S2 |
423.19 |
423.19 |
440.97 |
|
S3 |
407.16 |
417.52 |
439.50 |
|
S4 |
391.13 |
401.49 |
435.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
444.67 |
428.78 |
15.89 |
3.7% |
4.78 |
1.1% |
2% |
False |
True |
95,347,460 |
10 |
445.37 |
428.78 |
16.59 |
3.9% |
5.24 |
1.2% |
2% |
False |
True |
103,287,990 |
20 |
454.05 |
428.78 |
25.27 |
5.9% |
4.54 |
1.1% |
1% |
False |
True |
84,861,575 |
40 |
454.05 |
428.78 |
25.27 |
5.9% |
3.60 |
0.8% |
1% |
False |
True |
70,915,200 |
60 |
454.05 |
421.97 |
32.08 |
7.5% |
3.66 |
0.9% |
22% |
False |
False |
69,648,040 |
80 |
454.05 |
414.70 |
39.35 |
9.2% |
3.41 |
0.8% |
37% |
False |
False |
67,354,400 |
100 |
454.05 |
404.00 |
50.05 |
11.7% |
3.47 |
0.8% |
50% |
False |
False |
67,978,781 |
120 |
454.05 |
404.00 |
50.05 |
11.7% |
3.47 |
0.8% |
50% |
False |
False |
68,575,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470.73 |
2.618 |
457.69 |
1.618 |
449.70 |
1.000 |
444.76 |
0.618 |
441.71 |
HIGH |
436.77 |
0.618 |
433.72 |
0.500 |
432.78 |
0.382 |
431.83 |
LOW |
428.78 |
0.618 |
423.84 |
1.000 |
420.79 |
1.618 |
415.85 |
2.618 |
407.86 |
4.250 |
394.82 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
432.78 |
434.41 |
PP |
431.56 |
432.65 |
S1 |
430.35 |
430.90 |
|