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 |
34,696 |
34,733 |
37 |
0.1% |
34,400 |
High |
34,934 |
34,852 |
-82 |
-0.2% |
34,749 |
Low |
34,652 |
34,121 |
-531 |
-1.5% |
33,478 |
Close |
34,743 |
34,175 |
-568 |
-1.6% |
34,674 |
Range |
282 |
731 |
449 |
159.2% |
1,271 |
ATR |
417 |
440 |
22 |
5.4% |
0 |
Volume |
147,057 |
277,934 |
130,877 |
89.0% |
1,105,462 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,576 |
36,106 |
34,577 |
|
R3 |
35,845 |
35,375 |
34,376 |
|
R2 |
35,114 |
35,114 |
34,309 |
|
R1 |
34,644 |
34,644 |
34,242 |
34,514 |
PP |
34,383 |
34,383 |
34,383 |
34,317 |
S1 |
33,913 |
33,913 |
34,108 |
33,783 |
S2 |
33,652 |
33,652 |
34,041 |
|
S3 |
32,921 |
33,182 |
33,974 |
|
S4 |
32,190 |
32,451 |
33,773 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,113 |
37,665 |
35,373 |
|
R3 |
36,842 |
36,394 |
35,024 |
|
R2 |
35,571 |
35,571 |
34,907 |
|
R1 |
35,123 |
35,123 |
34,791 |
35,347 |
PP |
34,300 |
34,300 |
34,300 |
34,413 |
S1 |
33,852 |
33,852 |
34,558 |
34,076 |
S2 |
33,029 |
33,029 |
34,441 |
|
S3 |
31,758 |
32,581 |
34,325 |
|
S4 |
30,487 |
31,310 |
33,975 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,934 |
33,638 |
1,296 |
3.8% |
514 |
1.5% |
41% |
False |
False |
196,519 |
10 |
34,934 |
33,478 |
1,456 |
4.3% |
518 |
1.5% |
48% |
False |
False |
207,457 |
20 |
35,383 |
33,478 |
1,905 |
5.6% |
438 |
1.3% |
37% |
False |
False |
133,949 |
40 |
35,429 |
33,478 |
1,951 |
5.7% |
366 |
1.1% |
36% |
False |
False |
67,046 |
60 |
35,429 |
33,478 |
1,951 |
5.7% |
367 |
1.1% |
36% |
False |
False |
44,729 |
80 |
35,429 |
32,804 |
2,625 |
7.7% |
356 |
1.0% |
52% |
False |
False |
33,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,959 |
2.618 |
36,766 |
1.618 |
36,035 |
1.000 |
35,583 |
0.618 |
35,304 |
HIGH |
34,852 |
0.618 |
34,573 |
0.500 |
34,487 |
0.382 |
34,400 |
LOW |
34,121 |
0.618 |
33,669 |
1.000 |
33,390 |
1.618 |
32,938 |
2.618 |
32,207 |
4.250 |
31,014 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,487 |
34,528 |
PP |
34,383 |
34,410 |
S1 |
34,279 |
34,293 |
|