| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
41,750 |
44,175 |
2,425 |
5.8% |
43,465 |
| High |
44,420 |
48,970 |
4,550 |
10.2% |
48,970 |
| Low |
41,320 |
43,730 |
2,410 |
5.8% |
41,055 |
| Close |
43,950 |
48,645 |
4,695 |
10.7% |
48,645 |
| Range |
3,100 |
5,240 |
2,140 |
69.0% |
7,915 |
| ATR |
2,799 |
2,973 |
174 |
6.2% |
0 |
| Volume |
181 |
465 |
284 |
156.9% |
999 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62,835 |
60,980 |
51,527 |
|
| R3 |
57,595 |
55,740 |
50,086 |
|
| R2 |
52,355 |
52,355 |
49,606 |
|
| R1 |
50,500 |
50,500 |
49,125 |
51,428 |
| PP |
47,115 |
47,115 |
47,115 |
47,579 |
| S1 |
45,260 |
45,260 |
48,165 |
46,188 |
| S2 |
41,875 |
41,875 |
47,684 |
|
| S3 |
36,635 |
40,020 |
47,204 |
|
| S4 |
31,395 |
34,780 |
45,763 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69,968 |
67,222 |
52,998 |
|
| R3 |
62,053 |
59,307 |
50,822 |
|
| R2 |
54,138 |
54,138 |
50,096 |
|
| R1 |
51,392 |
51,392 |
49,371 |
52,765 |
| PP |
46,223 |
46,223 |
46,223 |
46,910 |
| S1 |
43,477 |
43,477 |
47,919 |
44,850 |
| S2 |
38,308 |
38,308 |
47,194 |
|
| S3 |
30,393 |
35,562 |
46,468 |
|
| S4 |
22,478 |
27,647 |
44,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,970 |
41,055 |
7,915 |
16.3% |
2,869 |
5.9% |
96% |
True |
False |
199 |
| 10 |
48,970 |
40,640 |
8,330 |
17.1% |
3,310 |
6.8% |
96% |
True |
False |
210 |
| 20 |
53,605 |
40,640 |
12,965 |
26.7% |
3,121 |
6.4% |
62% |
False |
False |
173 |
| 40 |
53,605 |
40,440 |
13,165 |
27.1% |
2,704 |
5.6% |
62% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71,240 |
|
2.618 |
62,688 |
|
1.618 |
57,448 |
|
1.000 |
54,210 |
|
0.618 |
52,208 |
|
HIGH |
48,970 |
|
0.618 |
46,968 |
|
0.500 |
46,350 |
|
0.382 |
45,732 |
|
LOW |
43,730 |
|
0.618 |
40,492 |
|
1.000 |
38,490 |
|
1.618 |
35,252 |
|
2.618 |
30,012 |
|
4.250 |
21,460 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
47,880 |
47,434 |
| PP |
47,115 |
46,223 |
| S1 |
46,350 |
45,013 |
|