Trading Metrics calculated at close of trading on 28-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
42,976.07 |
42,719.35 |
-256.72 |
-0.6% |
46,978.97 |
High |
44,296.65 |
43,355.74 |
-940.91 |
-2.1% |
48,786.60 |
Low |
40,830.04 |
41,162.07 |
332.03 |
0.8% |
39,716.33 |
Close |
42,719.04 |
41,792.72 |
-926.32 |
-2.2% |
42,976.07 |
Range |
3,466.61 |
2,193.67 |
-1,272.94 |
-36.7% |
9,070.27 |
ATR |
2,957.33 |
2,902.78 |
-54.55 |
-1.8% |
0.00 |
Volume |
20,522 |
24,749 |
4,227 |
20.6% |
318,590 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,684.52 |
47,432.29 |
42,999.24 |
|
R3 |
46,490.85 |
45,238.62 |
42,395.98 |
|
R2 |
44,297.18 |
44,297.18 |
42,194.89 |
|
R1 |
43,044.95 |
43,044.95 |
41,993.81 |
42,574.23 |
PP |
42,103.51 |
42,103.51 |
42,103.51 |
41,868.15 |
S1 |
40,851.28 |
40,851.28 |
41,591.63 |
40,380.56 |
S2 |
39,909.84 |
39,909.84 |
41,390.55 |
|
S3 |
37,716.17 |
38,657.61 |
41,189.46 |
|
S4 |
35,522.50 |
36,463.94 |
40,586.20 |
|
|
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 |
12.9% |
3,202.64 |
7.7% |
39% |
False |
False |
48,715 |
10 |
48,786.60 |
39,716.33 |
9,070.27 |
21.7% |
3,030.12 |
7.3% |
23% |
False |
False |
45,775 |
20 |
52,902.94 |
39,716.33 |
13,186.61 |
31.6% |
2,945.28 |
7.0% |
16% |
False |
False |
42,927 |
40 |
52,902.94 |
37,405.08 |
15,497.86 |
37.1% |
2,762.88 |
6.6% |
28% |
False |
False |
39,641 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
56.4% |
2,567.29 |
6.1% |
53% |
False |
False |
44,724 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
57.3% |
2,705.54 |
6.5% |
54% |
False |
False |
55,810 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
73.2% |
3,138.78 |
7.5% |
42% |
False |
False |
63,116 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
85.7% |
3,258.29 |
7.8% |
36% |
False |
False |
61,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,678.84 |
2.618 |
49,098.77 |
1.618 |
46,905.10 |
1.000 |
45,549.41 |
0.618 |
44,711.43 |
HIGH |
43,355.74 |
0.618 |
42,517.76 |
0.500 |
42,258.91 |
0.382 |
42,000.05 |
LOW |
41,162.07 |
0.618 |
39,806.38 |
1.000 |
38,968.40 |
1.618 |
37,612.71 |
2.618 |
35,419.04 |
4.250 |
31,838.97 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,258.91 |
42,963.57 |
PP |
42,103.51 |
42,573.29 |
S1 |
41,948.12 |
42,183.00 |
|