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 |
41,205 |
41,170 |
-35 |
-0.1% |
47,740 |
High |
42,770 |
44,235 |
1,465 |
3.4% |
47,890 |
Low |
40,875 |
41,145 |
270 |
0.7% |
40,400 |
Close |
41,215 |
43,760 |
2,545 |
6.2% |
42,585 |
Range |
1,895 |
3,090 |
1,195 |
63.1% |
7,490 |
ATR |
2,801 |
2,822 |
21 |
0.7% |
0 |
Volume |
174 |
343 |
169 |
97.1% |
2,781 |
|
Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,317 |
51,128 |
45,460 |
|
R3 |
49,227 |
48,038 |
44,610 |
|
R2 |
46,137 |
46,137 |
44,327 |
|
R1 |
44,948 |
44,948 |
44,043 |
45,543 |
PP |
43,047 |
43,047 |
43,047 |
43,344 |
S1 |
41,858 |
41,858 |
43,477 |
42,453 |
S2 |
39,957 |
39,957 |
43,194 |
|
S3 |
36,867 |
38,768 |
42,910 |
|
S4 |
33,777 |
35,678 |
42,061 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,095 |
61,830 |
46,705 |
|
R3 |
58,605 |
54,340 |
44,645 |
|
R2 |
51,115 |
51,115 |
43,958 |
|
R1 |
46,850 |
46,850 |
43,272 |
45,238 |
PP |
43,625 |
43,625 |
43,625 |
42,819 |
S1 |
39,360 |
39,360 |
41,898 |
37,748 |
S2 |
36,135 |
36,135 |
41,212 |
|
S3 |
28,645 |
31,870 |
40,525 |
|
S4 |
21,155 |
24,380 |
38,466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,385 |
40,875 |
4,510 |
10.3% |
2,734 |
6.2% |
64% |
False |
False |
527 |
10 |
48,605 |
40,400 |
8,205 |
18.8% |
2,974 |
6.8% |
41% |
False |
False |
444 |
20 |
53,340 |
40,400 |
12,940 |
29.6% |
2,933 |
6.7% |
26% |
False |
False |
302 |
40 |
53,340 |
37,595 |
15,745 |
36.0% |
2,710 |
6.2% |
39% |
False |
False |
173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57,368 |
2.618 |
52,325 |
1.618 |
49,235 |
1.000 |
47,325 |
0.618 |
46,145 |
HIGH |
44,235 |
0.618 |
43,055 |
0.500 |
42,690 |
0.382 |
42,325 |
LOW |
41,145 |
0.618 |
39,235 |
1.000 |
38,055 |
1.618 |
36,145 |
2.618 |
33,055 |
4.250 |
28,013 |
|
|
Fisher Pivots for day following 30-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,403 |
43,358 |
PP |
43,047 |
42,957 |
S1 |
42,690 |
42,555 |
|