| 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 |
43,215 |
41,890 |
-1,325 |
-3.1% |
47,575 |
| High |
43,555 |
42,735 |
-820 |
-1.9% |
47,710 |
| Low |
41,145 |
40,785 |
-360 |
-0.9% |
40,190 |
| Close |
41,600 |
41,155 |
-445 |
-1.1% |
42,520 |
| Range |
2,410 |
1,950 |
-460 |
-19.1% |
7,520 |
| ATR |
2,895 |
2,827 |
-67 |
-2.3% |
0 |
| Volume |
4,666 |
3,694 |
-972 |
-20.8% |
26,272 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47,408 |
46,232 |
42,228 |
|
| R3 |
45,458 |
44,282 |
41,691 |
|
| R2 |
43,508 |
43,508 |
41,513 |
|
| R1 |
42,332 |
42,332 |
41,334 |
41,945 |
| PP |
41,558 |
41,558 |
41,558 |
41,365 |
| S1 |
40,382 |
40,382 |
40,976 |
39,995 |
| S2 |
39,608 |
39,608 |
40,798 |
|
| S3 |
37,658 |
38,432 |
40,619 |
|
| S4 |
35,708 |
36,482 |
40,083 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66,033 |
61,797 |
46,656 |
|
| R3 |
58,513 |
54,277 |
44,588 |
|
| R2 |
50,993 |
50,993 |
43,899 |
|
| R1 |
46,757 |
46,757 |
43,209 |
45,115 |
| PP |
43,473 |
43,473 |
43,473 |
42,653 |
| S1 |
39,237 |
39,237 |
41,831 |
37,595 |
| S2 |
35,953 |
35,953 |
41,141 |
|
| S3 |
28,433 |
31,717 |
40,452 |
|
| S4 |
20,913 |
24,197 |
38,384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45,385 |
40,785 |
4,600 |
11.2% |
2,531 |
6.1% |
8% |
False |
True |
5,903 |
| 10 |
48,705 |
40,190 |
8,515 |
20.7% |
2,862 |
7.0% |
11% |
False |
False |
4,150 |
| 20 |
53,210 |
40,190 |
13,020 |
31.6% |
2,987 |
7.3% |
7% |
False |
False |
2,376 |
| 40 |
53,210 |
37,445 |
15,765 |
38.3% |
2,801 |
6.8% |
24% |
False |
False |
1,236 |
| 60 |
53,210 |
29,310 |
23,900 |
58.1% |
2,533 |
6.2% |
50% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51,023 |
|
2.618 |
47,840 |
|
1.618 |
45,890 |
|
1.000 |
44,685 |
|
0.618 |
43,940 |
|
HIGH |
42,735 |
|
0.618 |
41,990 |
|
0.500 |
41,760 |
|
0.382 |
41,530 |
|
LOW |
40,785 |
|
0.618 |
39,580 |
|
1.000 |
38,835 |
|
1.618 |
37,630 |
|
2.618 |
35,680 |
|
4.250 |
32,498 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
41,760 |
42,695 |
| PP |
41,558 |
42,182 |
| S1 |
41,357 |
41,668 |
|