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 |
34,360.08 |
34,467.98 |
107.90 |
0.3% |
34,459.72 |
High |
34,580.42 |
34,556.09 |
-24.33 |
-0.1% |
34,879.78 |
Low |
34,305.96 |
33,833.32 |
-472.64 |
-1.4% |
33,613.03 |
Close |
34,390.72 |
33,843.92 |
-546.80 |
-1.6% |
34,798.00 |
Range |
274.46 |
722.77 |
448.31 |
163.3% |
1,266.75 |
ATR |
377.53 |
402.19 |
24.66 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,246.09 |
35,767.77 |
34,241.44 |
|
R3 |
35,523.32 |
35,045.00 |
34,042.68 |
|
R2 |
34,800.55 |
34,800.55 |
33,976.43 |
|
R1 |
34,322.23 |
34,322.23 |
33,910.17 |
34,200.01 |
PP |
34,077.78 |
34,077.78 |
34,077.78 |
34,016.66 |
S1 |
33,599.46 |
33,599.46 |
33,777.67 |
33,477.24 |
S2 |
33,355.01 |
33,355.01 |
33,711.41 |
|
S3 |
32,632.24 |
32,876.69 |
33,645.16 |
|
S4 |
31,909.47 |
32,153.92 |
33,446.40 |
|
|
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 |
33,833.32 |
1,227.80 |
3.6% |
412.95 |
1.2% |
1% |
False |
True |
|
10 |
35,061.12 |
33,613.03 |
1,448.09 |
4.3% |
458.86 |
1.4% |
16% |
False |
False |
|
20 |
35,475.40 |
33,613.03 |
1,862.37 |
5.5% |
390.09 |
1.2% |
12% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
6.0% |
310.69 |
0.9% |
11% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
6.0% |
314.34 |
0.9% |
11% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
7.0% |
308.98 |
0.9% |
24% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
7.0% |
308.69 |
0.9% |
24% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
7.0% |
305.78 |
0.9% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,627.86 |
2.618 |
36,448.30 |
1.618 |
35,725.53 |
1.000 |
35,278.86 |
0.618 |
35,002.76 |
HIGH |
34,556.09 |
0.618 |
34,279.99 |
0.500 |
34,194.71 |
0.382 |
34,109.42 |
LOW |
33,833.32 |
0.618 |
33,386.65 |
1.000 |
33,110.55 |
1.618 |
32,663.88 |
2.618 |
31,941.11 |
4.250 |
30,761.55 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,194.71 |
34,313.74 |
PP |
34,077.78 |
34,157.13 |
S1 |
33,960.85 |
34,000.53 |
|