Trading Metrics calculated at close of trading on 24-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
43,640 |
44,915 |
1,275 |
2.9% |
47,740 |
High |
45,125 |
45,385 |
260 |
0.6% |
47,890 |
Low |
43,365 |
40,900 |
-2,465 |
-5.7% |
40,400 |
Close |
44,955 |
42,585 |
-2,370 |
-5.3% |
42,585 |
Range |
1,760 |
4,485 |
2,725 |
154.8% |
7,490 |
ATR |
2,858 |
2,975 |
116 |
4.1% |
0 |
Volume |
421 |
1,285 |
864 |
205.2% |
2,781 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,412 |
53,983 |
45,052 |
|
R3 |
51,927 |
49,498 |
43,818 |
|
R2 |
47,442 |
47,442 |
43,407 |
|
R1 |
45,013 |
45,013 |
42,996 |
43,985 |
PP |
42,957 |
42,957 |
42,957 |
42,443 |
S1 |
40,528 |
40,528 |
42,174 |
39,500 |
S2 |
38,472 |
38,472 |
41,763 |
|
S3 |
33,987 |
36,043 |
41,352 |
|
S4 |
29,502 |
31,558 |
40,118 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,095 |
61,830 |
46,705 |
|
R3 |
58,605 |
54,340 |
44,645 |
|
R2 |
51,115 |
51,115 |
43,958 |
|
R1 |
46,850 |
46,850 |
43,272 |
45,238 |
PP |
43,625 |
43,625 |
43,625 |
42,819 |
S1 |
39,360 |
39,360 |
41,898 |
37,748 |
S2 |
36,135 |
36,135 |
41,212 |
|
S3 |
28,645 |
31,870 |
40,525 |
|
S4 |
21,155 |
24,380 |
38,466 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,890 |
40,400 |
7,490 |
17.6% |
3,795 |
8.9% |
29% |
False |
False |
556 |
10 |
48,830 |
40,400 |
8,430 |
19.8% |
2,928 |
6.9% |
26% |
False |
False |
388 |
20 |
53,340 |
40,400 |
12,940 |
30.4% |
2,885 |
6.8% |
17% |
False |
False |
246 |
40 |
53,340 |
37,595 |
15,745 |
37.0% |
2,747 |
6.5% |
32% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64,446 |
2.618 |
57,127 |
1.618 |
52,642 |
1.000 |
49,870 |
0.618 |
48,157 |
HIGH |
45,385 |
0.618 |
43,672 |
0.500 |
43,143 |
0.382 |
42,613 |
LOW |
40,900 |
0.618 |
38,128 |
1.000 |
36,415 |
1.618 |
33,643 |
2.618 |
29,158 |
4.250 |
21,839 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,143 |
42,920 |
PP |
42,957 |
42,808 |
S1 |
42,771 |
42,697 |
|