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 |
34,747.70 |
34,360.08 |
-387.62 |
-1.1% |
34,459.72 |
High |
34,794.16 |
34,580.42 |
-213.74 |
-0.6% |
34,879.78 |
Low |
34,254.65 |
34,305.96 |
51.31 |
0.1% |
33,613.03 |
Close |
34,299.99 |
34,390.72 |
90.73 |
0.3% |
34,798.00 |
Range |
539.51 |
274.46 |
-265.05 |
-49.1% |
1,266.75 |
ATR |
385.00 |
377.53 |
-7.47 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,249.08 |
35,094.36 |
34,541.67 |
|
R3 |
34,974.62 |
34,819.90 |
34,466.20 |
|
R2 |
34,700.16 |
34,700.16 |
34,441.04 |
|
R1 |
34,545.44 |
34,545.44 |
34,415.88 |
34,622.80 |
PP |
34,425.70 |
34,425.70 |
34,425.70 |
34,464.38 |
S1 |
34,270.98 |
34,270.98 |
34,365.56 |
34,348.34 |
S2 |
34,151.24 |
34,151.24 |
34,340.40 |
|
S3 |
33,876.78 |
33,996.52 |
34,315.24 |
|
S4 |
33,602.32 |
33,722.06 |
34,239.77 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,230.52 |
37,781.01 |
35,494.71 |
|
R3 |
36,963.77 |
36,514.26 |
35,146.36 |
|
R2 |
35,697.02 |
35,697.02 |
35,030.24 |
|
R1 |
35,247.51 |
35,247.51 |
34,914.12 |
35,472.27 |
PP |
34,430.27 |
34,430.27 |
34,430.27 |
34,542.65 |
S1 |
33,980.76 |
33,980.76 |
34,681.88 |
34,205.52 |
S2 |
33,163.52 |
33,163.52 |
34,565.76 |
|
S3 |
31,896.77 |
32,714.01 |
34,449.64 |
|
S4 |
30,630.02 |
31,447.26 |
34,101.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,061.12 |
34,254.65 |
806.47 |
2.3% |
385.10 |
1.1% |
17% |
False |
False |
|
10 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
426.93 |
1.2% |
54% |
False |
False |
|
20 |
35,475.40 |
33,613.03 |
1,862.37 |
5.4% |
359.97 |
1.0% |
42% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
299.05 |
0.9% |
39% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
306.85 |
0.9% |
39% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
302.60 |
0.9% |
47% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
304.96 |
0.9% |
47% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
300.76 |
0.9% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,746.88 |
2.618 |
35,298.96 |
1.618 |
35,024.50 |
1.000 |
34,854.88 |
0.618 |
34,750.04 |
HIGH |
34,580.42 |
0.618 |
34,475.58 |
0.500 |
34,443.19 |
0.382 |
34,410.80 |
LOW |
34,305.96 |
0.618 |
34,136.34 |
1.000 |
34,031.50 |
1.618 |
33,861.88 |
2.618 |
33,587.42 |
4.250 |
33,139.51 |
|
|
Fisher Pivots for day following 29-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,443.19 |
34,657.89 |
PP |
34,425.70 |
34,568.83 |
S1 |
34,408.21 |
34,479.78 |
|