Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
44,709.56 |
42,976.07 |
-1,733.49 |
-3.9% |
46,978.97 |
High |
45,097.10 |
44,296.65 |
-800.45 |
-1.8% |
48,786.60 |
Low |
40,871.00 |
40,830.04 |
-40.96 |
-0.1% |
39,716.33 |
Close |
42,976.07 |
42,719.04 |
-257.03 |
-0.6% |
42,976.07 |
Range |
4,226.10 |
3,466.61 |
-759.49 |
-18.0% |
9,070.27 |
ATR |
2,918.15 |
2,957.33 |
39.18 |
1.3% |
0.00 |
Volume |
71,825 |
20,522 |
-51,303 |
-71.4% |
318,590 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,015.07 |
51,333.67 |
44,625.68 |
|
R3 |
49,548.46 |
47,867.06 |
43,672.36 |
|
R2 |
46,081.85 |
46,081.85 |
43,354.59 |
|
R1 |
44,400.45 |
44,400.45 |
43,036.81 |
43,507.85 |
PP |
42,615.24 |
42,615.24 |
42,615.24 |
42,168.94 |
S1 |
40,933.84 |
40,933.84 |
42,401.27 |
40,041.24 |
S2 |
39,148.63 |
39,148.63 |
42,083.49 |
|
S3 |
35,682.02 |
37,467.23 |
41,765.72 |
|
S4 |
32,215.41 |
34,000.62 |
40,812.40 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71,037.14 |
66,076.88 |
47,964.72 |
|
R3 |
61,966.87 |
57,006.61 |
45,470.39 |
|
R2 |
52,896.60 |
52,896.60 |
44,638.95 |
|
R1 |
47,936.34 |
47,936.34 |
43,807.51 |
45,881.34 |
PP |
43,826.33 |
43,826.33 |
43,826.33 |
42,798.83 |
S1 |
38,866.07 |
38,866.07 |
42,144.63 |
36,811.07 |
S2 |
34,756.06 |
34,756.06 |
41,313.19 |
|
S3 |
25,685.79 |
29,795.80 |
40,481.75 |
|
S4 |
16,615.52 |
20,725.53 |
37,987.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,097.10 |
39,716.33 |
5,380.77 |
12.6% |
3,434.93 |
8.0% |
56% |
False |
False |
54,415 |
10 |
48,786.60 |
39,716.33 |
9,070.27 |
21.2% |
3,027.00 |
7.1% |
33% |
False |
False |
45,340 |
20 |
52,902.94 |
39,716.33 |
13,186.61 |
30.9% |
2,945.33 |
6.9% |
23% |
False |
False |
42,650 |
40 |
52,902.94 |
37,405.08 |
15,497.86 |
36.3% |
2,803.88 |
6.6% |
34% |
False |
False |
40,903 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
55.1% |
2,550.89 |
6.0% |
57% |
False |
False |
44,729 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
56.1% |
2,722.02 |
6.4% |
57% |
False |
False |
56,372 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
71.6% |
3,146.72 |
7.4% |
45% |
False |
False |
63,370 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
83.9% |
3,260.09 |
7.6% |
38% |
False |
False |
61,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,029.74 |
2.618 |
53,372.23 |
1.618 |
49,905.62 |
1.000 |
47,763.26 |
0.618 |
46,439.01 |
HIGH |
44,296.65 |
0.618 |
42,972.40 |
0.500 |
42,563.35 |
0.382 |
42,154.29 |
LOW |
40,830.04 |
0.618 |
38,687.68 |
1.000 |
37,363.43 |
1.618 |
35,221.07 |
2.618 |
31,754.46 |
4.250 |
26,096.95 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,667.14 |
42,963.57 |
PP |
42,615.24 |
42,882.06 |
S1 |
42,563.35 |
42,800.55 |
|