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 |
45,080 |
43,465 |
-1,615 |
-3.6% |
48,025 |
High |
45,460 |
44,800 |
-660 |
-1.5% |
48,135 |
Low |
41,075 |
43,005 |
1,930 |
4.7% |
40,640 |
Close |
42,665 |
43,375 |
710 |
1.7% |
42,665 |
Range |
4,385 |
1,795 |
-2,590 |
-59.1% |
7,495 |
ATR |
2,942 |
2,884 |
-58 |
-2.0% |
0 |
Volume |
451 |
201 |
-250 |
-55.4% |
1,107 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,112 |
48,038 |
44,362 |
|
R3 |
47,317 |
46,243 |
43,869 |
|
R2 |
45,522 |
45,522 |
43,704 |
|
R1 |
44,448 |
44,448 |
43,540 |
44,088 |
PP |
43,727 |
43,727 |
43,727 |
43,546 |
S1 |
42,653 |
42,653 |
43,210 |
42,293 |
S2 |
41,932 |
41,932 |
43,046 |
|
S3 |
40,137 |
40,858 |
42,881 |
|
S4 |
38,342 |
39,063 |
42,388 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,298 |
61,977 |
46,787 |
|
R3 |
58,803 |
54,482 |
44,726 |
|
R2 |
51,308 |
51,308 |
44,039 |
|
R1 |
46,987 |
46,987 |
43,352 |
45,400 |
PP |
43,813 |
43,813 |
43,813 |
43,020 |
S1 |
39,492 |
39,492 |
41,978 |
37,905 |
S2 |
36,318 |
36,318 |
41,291 |
|
S3 |
28,823 |
31,997 |
40,604 |
|
S4 |
21,328 |
24,502 |
38,543 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,460 |
40,640 |
4,820 |
11.1% |
3,060 |
7.1% |
57% |
False |
False |
233 |
10 |
49,020 |
40,640 |
8,380 |
19.3% |
2,737 |
6.3% |
33% |
False |
False |
206 |
20 |
53,605 |
40,640 |
12,965 |
29.9% |
2,856 |
6.6% |
21% |
False |
False |
149 |
40 |
53,605 |
37,765 |
15,840 |
36.5% |
2,670 |
6.2% |
35% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,429 |
2.618 |
49,499 |
1.618 |
47,704 |
1.000 |
46,595 |
0.618 |
45,909 |
HIGH |
44,800 |
0.618 |
44,114 |
0.500 |
43,903 |
0.382 |
43,691 |
LOW |
43,005 |
0.618 |
41,896 |
1.000 |
41,210 |
1.618 |
40,101 |
2.618 |
38,306 |
4.250 |
35,376 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,903 |
43,339 |
PP |
43,727 |
43,303 |
S1 |
43,551 |
43,268 |
|