| 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 |
44,390 |
44,485 |
95 |
0.2% |
44,275 |
| High |
44,805 |
49,255 |
4,450 |
9.9% |
49,255 |
| Low |
41,740 |
44,140 |
2,400 |
5.7% |
41,430 |
| Close |
44,295 |
48,930 |
4,635 |
10.5% |
48,930 |
| Range |
3,065 |
5,115 |
2,050 |
66.9% |
7,825 |
| ATR |
2,622 |
2,800 |
178 |
6.8% |
0 |
| Volume |
69 |
72 |
3 |
4.3% |
290 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62,787 |
60,973 |
51,743 |
|
| R3 |
57,672 |
55,858 |
50,337 |
|
| R2 |
52,557 |
52,557 |
49,868 |
|
| R1 |
50,743 |
50,743 |
49,399 |
51,650 |
| PP |
47,442 |
47,442 |
47,442 |
47,895 |
| S1 |
45,628 |
45,628 |
48,461 |
46,535 |
| S2 |
42,327 |
42,327 |
47,992 |
|
| S3 |
37,212 |
40,513 |
47,523 |
|
| S4 |
32,097 |
35,398 |
46,117 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70,013 |
67,297 |
53,234 |
|
| R3 |
62,188 |
59,472 |
51,082 |
|
| R2 |
54,363 |
54,363 |
50,365 |
|
| R1 |
51,647 |
51,647 |
49,647 |
53,005 |
| PP |
46,538 |
46,538 |
46,538 |
47,218 |
| S1 |
43,822 |
43,822 |
48,213 |
45,180 |
| S2 |
38,713 |
38,713 |
47,495 |
|
| S3 |
30,888 |
35,997 |
46,778 |
|
| S4 |
23,063 |
28,172 |
44,626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49,255 |
41,430 |
7,825 |
16.0% |
2,843 |
5.8% |
96% |
True |
False |
58 |
| 10 |
49,255 |
41,185 |
8,070 |
16.5% |
2,848 |
5.8% |
96% |
True |
False |
31 |
| 20 |
53,760 |
41,185 |
12,575 |
25.7% |
2,780 |
5.7% |
62% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70,994 |
|
2.618 |
62,646 |
|
1.618 |
57,531 |
|
1.000 |
54,370 |
|
0.618 |
52,416 |
|
HIGH |
49,255 |
|
0.618 |
47,301 |
|
0.500 |
46,698 |
|
0.382 |
46,094 |
|
LOW |
44,140 |
|
0.618 |
40,979 |
|
1.000 |
39,025 |
|
1.618 |
35,864 |
|
2.618 |
30,749 |
|
4.250 |
22,401 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48,186 |
47,734 |
| PP |
47,442 |
46,538 |
| S1 |
46,698 |
45,343 |
|