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 |
43,465 |
42,605 |
-860 |
-2.0% |
48,025 |
High |
44,800 |
43,740 |
-1,060 |
-2.4% |
48,135 |
Low |
43,005 |
41,405 |
-1,600 |
-3.7% |
40,640 |
Close |
43,375 |
41,895 |
-1,480 |
-3.4% |
42,665 |
Range |
1,795 |
2,335 |
540 |
30.1% |
7,495 |
ATR |
2,884 |
2,845 |
-39 |
-1.4% |
0 |
Volume |
201 |
92 |
-109 |
-54.2% |
1,107 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,352 |
47,958 |
43,179 |
|
R3 |
47,017 |
45,623 |
42,537 |
|
R2 |
44,682 |
44,682 |
42,323 |
|
R1 |
43,288 |
43,288 |
42,109 |
42,818 |
PP |
42,347 |
42,347 |
42,347 |
42,111 |
S1 |
40,953 |
40,953 |
41,681 |
40,483 |
S2 |
40,012 |
40,012 |
41,467 |
|
S3 |
37,677 |
38,618 |
41,253 |
|
S4 |
35,342 |
36,283 |
40,611 |
|
|
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 |
40,680 |
4,780 |
11.4% |
2,793 |
6.7% |
25% |
False |
False |
219 |
10 |
49,020 |
40,640 |
8,380 |
20.0% |
2,743 |
6.5% |
15% |
False |
False |
210 |
20 |
53,605 |
40,640 |
12,965 |
30.9% |
2,875 |
6.9% |
10% |
False |
False |
151 |
40 |
53,605 |
37,765 |
15,840 |
37.8% |
2,666 |
6.4% |
26% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53,664 |
2.618 |
49,853 |
1.618 |
47,518 |
1.000 |
46,075 |
0.618 |
45,183 |
HIGH |
43,740 |
0.618 |
42,848 |
0.500 |
42,573 |
0.382 |
42,297 |
LOW |
41,405 |
0.618 |
39,962 |
1.000 |
39,070 |
1.618 |
37,627 |
2.618 |
35,292 |
4.250 |
31,481 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,573 |
43,268 |
PP |
42,347 |
42,810 |
S1 |
42,121 |
42,353 |
|