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 |
44,915 |
43,815 |
-1,100 |
-2.4% |
47,740 |
High |
45,385 |
44,660 |
-725 |
-1.6% |
47,890 |
Low |
40,900 |
42,815 |
1,915 |
4.7% |
40,400 |
Close |
42,585 |
43,220 |
635 |
1.5% |
42,585 |
Range |
4,485 |
1,845 |
-2,640 |
-58.9% |
7,490 |
ATR |
2,975 |
2,910 |
-64 |
-2.2% |
0 |
Volume |
1,285 |
468 |
-817 |
-63.6% |
2,781 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,100 |
48,005 |
44,235 |
|
R3 |
47,255 |
46,160 |
43,727 |
|
R2 |
45,410 |
45,410 |
43,558 |
|
R1 |
44,315 |
44,315 |
43,389 |
43,940 |
PP |
43,565 |
43,565 |
43,565 |
43,378 |
S1 |
42,470 |
42,470 |
43,051 |
42,095 |
S2 |
41,720 |
41,720 |
42,882 |
|
S3 |
39,875 |
40,625 |
42,713 |
|
S4 |
38,030 |
38,780 |
42,205 |
|
|
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 |
45,385 |
40,400 |
4,985 |
11.5% |
3,116 |
7.2% |
57% |
False |
False |
612 |
10 |
48,830 |
40,400 |
8,430 |
19.5% |
2,765 |
6.4% |
33% |
False |
False |
417 |
20 |
53,340 |
40,400 |
12,940 |
29.9% |
2,835 |
6.6% |
22% |
False |
False |
267 |
40 |
53,340 |
37,595 |
15,745 |
36.4% |
2,708 |
6.3% |
36% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,501 |
2.618 |
49,490 |
1.618 |
47,645 |
1.000 |
46,505 |
0.618 |
45,800 |
HIGH |
44,660 |
0.618 |
43,955 |
0.500 |
43,738 |
0.382 |
43,520 |
LOW |
42,815 |
0.618 |
41,675 |
1.000 |
40,970 |
1.618 |
39,830 |
2.618 |
37,985 |
4.250 |
34,974 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,738 |
43,194 |
PP |
43,565 |
43,168 |
S1 |
43,393 |
43,143 |
|