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 |
41,425 |
41,750 |
325 |
0.8% |
48,025 |
High |
42,930 |
44,420 |
1,490 |
3.5% |
48,135 |
Low |
41,055 |
41,320 |
265 |
0.6% |
40,640 |
Close |
41,425 |
43,950 |
2,525 |
6.1% |
42,665 |
Range |
1,875 |
3,100 |
1,225 |
65.3% |
7,495 |
ATR |
2,776 |
2,799 |
23 |
0.8% |
0 |
Volume |
60 |
181 |
121 |
201.7% |
1,107 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,530 |
51,340 |
45,655 |
|
R3 |
49,430 |
48,240 |
44,803 |
|
R2 |
46,330 |
46,330 |
44,518 |
|
R1 |
45,140 |
45,140 |
44,234 |
45,735 |
PP |
43,230 |
43,230 |
43,230 |
43,528 |
S1 |
42,040 |
42,040 |
43,666 |
42,635 |
S2 |
40,130 |
40,130 |
43,382 |
|
S3 |
37,030 |
38,940 |
43,098 |
|
S4 |
33,930 |
35,840 |
42,245 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,298 |
61,977 |
46,787 |
|
R3 |
58,803 |
54,482 |
44,726 |
|
R2 |
51,308 |
51,308 |
44,039 |
|
R1 |
46,987 |
46,987 |
43,352 |
45,400 |
PP |
43,813 |
43,813 |
43,813 |
43,020 |
S1 |
39,492 |
39,492 |
41,978 |
37,905 |
S2 |
36,318 |
36,318 |
41,291 |
|
S3 |
28,823 |
31,997 |
40,604 |
|
S4 |
21,328 |
24,502 |
38,543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,460 |
41,055 |
4,405 |
10.0% |
2,698 |
6.1% |
66% |
False |
False |
197 |
10 |
48,905 |
40,640 |
8,265 |
18.8% |
2,941 |
6.7% |
40% |
False |
False |
201 |
20 |
53,605 |
40,640 |
12,965 |
29.5% |
2,914 |
6.6% |
26% |
False |
False |
153 |
40 |
53,605 |
37,765 |
15,840 |
36.0% |
2,675 |
6.1% |
39% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57,595 |
2.618 |
52,536 |
1.618 |
49,436 |
1.000 |
47,520 |
0.618 |
46,336 |
HIGH |
44,420 |
0.618 |
43,236 |
0.500 |
42,870 |
0.382 |
42,504 |
LOW |
41,320 |
0.618 |
39,404 |
1.000 |
38,220 |
1.618 |
36,304 |
2.618 |
33,204 |
4.250 |
28,145 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,590 |
43,546 |
PP |
43,230 |
43,142 |
S1 |
42,870 |
42,738 |
|