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 |
15,319.00 |
15,172.25 |
-146.75 |
-1.0% |
15,284.00 |
High |
15,399.25 |
15,192.25 |
-207.00 |
-1.3% |
15,347.00 |
Low |
15,084.00 |
14,740.75 |
-343.25 |
-2.3% |
14,807.50 |
Close |
15,194.75 |
14,764.75 |
-430.00 |
-2.8% |
15,318.75 |
Range |
315.25 |
451.50 |
136.25 |
43.2% |
539.50 |
ATR |
210.28 |
227.69 |
17.41 |
8.3% |
0.00 |
Volume |
543,381 |
836,785 |
293,404 |
54.0% |
3,091,742 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,253.75 |
15,960.75 |
15,013.00 |
|
R3 |
15,802.25 |
15,509.25 |
14,889.00 |
|
R2 |
15,350.75 |
15,350.75 |
14,847.50 |
|
R1 |
15,057.75 |
15,057.75 |
14,806.25 |
14,978.50 |
PP |
14,899.25 |
14,899.25 |
14,899.25 |
14,859.50 |
S1 |
14,606.25 |
14,606.25 |
14,723.25 |
14,527.00 |
S2 |
14,447.75 |
14,447.75 |
14,682.00 |
|
S3 |
13,996.25 |
14,154.75 |
14,640.50 |
|
S4 |
13,544.75 |
13,703.25 |
14,516.50 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.25 |
16,587.00 |
15,615.50 |
|
R3 |
16,236.75 |
16,047.50 |
15,467.00 |
|
R2 |
15,697.25 |
15,697.25 |
15,417.75 |
|
R1 |
15,508.00 |
15,508.00 |
15,368.25 |
15,602.50 |
PP |
15,157.75 |
15,157.75 |
15,157.75 |
15,205.00 |
S1 |
14,968.50 |
14,968.50 |
15,269.25 |
15,063.00 |
S2 |
14,618.25 |
14,618.25 |
15,219.75 |
|
S3 |
14,078.75 |
14,429.00 |
15,170.50 |
|
S4 |
13,539.25 |
13,889.50 |
15,022.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,399.25 |
14,740.75 |
658.50 |
4.5% |
278.50 |
1.9% |
4% |
False |
True |
593,243 |
10 |
15,532.50 |
14,740.75 |
791.75 |
5.4% |
275.50 |
1.9% |
3% |
False |
True |
610,216 |
20 |
15,702.25 |
14,740.75 |
961.50 |
6.5% |
215.25 |
1.5% |
2% |
False |
True |
383,786 |
40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.8% |
189.50 |
1.3% |
7% |
False |
False |
192,378 |
60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.6% |
189.50 |
1.3% |
26% |
False |
False |
128,552 |
80 |
15,702.25 |
13,674.50 |
2,027.75 |
13.7% |
181.75 |
1.2% |
54% |
False |
False |
96,508 |
100 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
190.75 |
1.3% |
67% |
False |
False |
77,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,111.00 |
2.618 |
16,374.25 |
1.618 |
15,922.75 |
1.000 |
15,643.75 |
0.618 |
15,471.25 |
HIGH |
15,192.25 |
0.618 |
15,019.75 |
0.500 |
14,966.50 |
0.382 |
14,913.25 |
LOW |
14,740.75 |
0.618 |
14,461.75 |
1.000 |
14,289.25 |
1.618 |
14,010.25 |
2.618 |
13,558.75 |
4.250 |
12,822.00 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
14,966.50 |
15,070.00 |
PP |
14,899.25 |
14,968.25 |
S1 |
14,832.00 |
14,866.50 |
|