| 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 |
110.988 |
111.476 |
0.488 |
0.4% |
109.949 |
| High |
111.635 |
112.046 |
0.411 |
0.4% |
110.791 |
| Low |
110.933 |
111.207 |
0.274 |
0.2% |
109.121 |
| Close |
111.478 |
111.961 |
0.483 |
0.4% |
110.716 |
| Range |
0.702 |
0.839 |
0.137 |
19.5% |
1.670 |
| ATR |
0.546 |
0.567 |
0.021 |
3.8% |
0.000 |
| Volume |
179,365 |
169,767 |
-9,598 |
-5.4% |
684,784 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.255 |
113.947 |
112.422 |
|
| R3 |
113.416 |
113.108 |
112.192 |
|
| R2 |
112.577 |
112.577 |
112.115 |
|
| R1 |
112.269 |
112.269 |
112.038 |
112.423 |
| PP |
111.738 |
111.738 |
111.738 |
111.815 |
| S1 |
111.430 |
111.430 |
111.884 |
111.584 |
| S2 |
110.899 |
110.899 |
111.807 |
|
| S3 |
110.060 |
110.591 |
111.730 |
|
| S4 |
109.221 |
109.752 |
111.500 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.219 |
114.638 |
111.635 |
|
| R3 |
113.549 |
112.968 |
111.175 |
|
| R2 |
111.879 |
111.879 |
111.022 |
|
| R1 |
111.298 |
111.298 |
110.869 |
111.589 |
| PP |
110.209 |
110.209 |
110.209 |
110.355 |
| S1 |
109.628 |
109.628 |
110.563 |
109.919 |
| S2 |
108.539 |
108.539 |
110.410 |
|
| S3 |
106.869 |
107.958 |
110.257 |
|
| S4 |
105.199 |
106.288 |
109.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.046 |
109.718 |
2.328 |
2.1% |
0.647 |
0.6% |
96% |
True |
False |
145,191 |
| 10 |
112.046 |
109.121 |
2.925 |
2.6% |
0.626 |
0.6% |
97% |
True |
False |
140,047 |
| 20 |
112.046 |
109.113 |
2.933 |
2.6% |
0.549 |
0.5% |
97% |
True |
False |
131,116 |
| 40 |
112.046 |
108.722 |
3.324 |
3.0% |
0.526 |
0.5% |
97% |
True |
False |
131,489 |
| 60 |
112.046 |
108.722 |
3.324 |
3.0% |
0.545 |
0.5% |
97% |
True |
False |
135,785 |
| 80 |
112.046 |
108.722 |
3.324 |
3.0% |
0.540 |
0.5% |
97% |
True |
False |
134,275 |
| 100 |
112.046 |
108.352 |
3.694 |
3.3% |
0.546 |
0.5% |
98% |
True |
False |
134,864 |
| 120 |
112.046 |
107.478 |
4.568 |
4.1% |
0.550 |
0.5% |
98% |
True |
False |
134,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.612 |
|
2.618 |
114.243 |
|
1.618 |
113.404 |
|
1.000 |
112.885 |
|
0.618 |
112.565 |
|
HIGH |
112.046 |
|
0.618 |
111.726 |
|
0.500 |
111.627 |
|
0.382 |
111.527 |
|
LOW |
111.207 |
|
0.618 |
110.688 |
|
1.000 |
110.368 |
|
1.618 |
109.849 |
|
2.618 |
109.010 |
|
4.250 |
107.641 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
111.850 |
111.738 |
| PP |
111.738 |
111.514 |
| S1 |
111.627 |
111.291 |
|