| 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 |
41,890 |
41,240 |
-650 |
-1.6% |
47,575 |
| High |
42,735 |
44,175 |
1,440 |
3.4% |
47,710 |
| Low |
40,785 |
41,040 |
255 |
0.6% |
40,190 |
| Close |
41,155 |
43,615 |
2,460 |
6.0% |
42,520 |
| Range |
1,950 |
3,135 |
1,185 |
60.8% |
7,520 |
| ATR |
2,827 |
2,849 |
22 |
0.8% |
0 |
| Volume |
3,694 |
4,869 |
1,175 |
31.8% |
26,272 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52,348 |
51,117 |
45,339 |
|
| R3 |
49,213 |
47,982 |
44,477 |
|
| R2 |
46,078 |
46,078 |
44,190 |
|
| R1 |
44,847 |
44,847 |
43,902 |
45,463 |
| PP |
42,943 |
42,943 |
42,943 |
43,251 |
| S1 |
41,712 |
41,712 |
43,328 |
42,328 |
| S2 |
39,808 |
39,808 |
43,040 |
|
| S3 |
36,673 |
38,577 |
42,753 |
|
| S4 |
33,538 |
35,442 |
41,891 |
|
|
| 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 |
10.5% |
2,792 |
6.4% |
62% |
False |
False |
5,984 |
| 10 |
48,370 |
40,190 |
8,180 |
18.8% |
3,029 |
6.9% |
42% |
False |
False |
4,555 |
| 20 |
53,210 |
40,190 |
13,020 |
29.9% |
3,008 |
6.9% |
26% |
False |
False |
2,603 |
| 40 |
53,210 |
37,445 |
15,765 |
36.1% |
2,820 |
6.5% |
39% |
False |
False |
1,357 |
| 60 |
53,210 |
29,310 |
23,900 |
54.8% |
2,565 |
5.9% |
60% |
False |
False |
922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57,499 |
|
2.618 |
52,382 |
|
1.618 |
49,247 |
|
1.000 |
47,310 |
|
0.618 |
46,112 |
|
HIGH |
44,175 |
|
0.618 |
42,977 |
|
0.500 |
42,608 |
|
0.382 |
42,238 |
|
LOW |
41,040 |
|
0.618 |
39,103 |
|
1.000 |
37,905 |
|
1.618 |
35,968 |
|
2.618 |
32,833 |
|
4.250 |
27,716 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
43,279 |
43,237 |
| PP |
42,943 |
42,858 |
| S1 |
42,608 |
42,480 |
|