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 |
43,815 |
43,250 |
-565 |
-1.3% |
47,740 |
High |
44,660 |
43,585 |
-1,075 |
-2.4% |
47,890 |
Low |
42,815 |
41,230 |
-1,585 |
-3.7% |
40,400 |
Close |
43,220 |
41,715 |
-1,505 |
-3.5% |
42,585 |
Range |
1,845 |
2,355 |
510 |
27.6% |
7,490 |
ATR |
2,910 |
2,871 |
-40 |
-1.4% |
0 |
Volume |
468 |
367 |
-101 |
-21.6% |
2,781 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,242 |
47,833 |
43,010 |
|
R3 |
46,887 |
45,478 |
42,363 |
|
R2 |
44,532 |
44,532 |
42,147 |
|
R1 |
43,123 |
43,123 |
41,931 |
42,650 |
PP |
42,177 |
42,177 |
42,177 |
41,940 |
S1 |
40,768 |
40,768 |
41,499 |
40,295 |
S2 |
39,822 |
39,822 |
41,283 |
|
S3 |
37,467 |
38,413 |
41,067 |
|
S4 |
35,112 |
36,058 |
40,420 |
|
|
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 |
40,455 |
4,930 |
11.8% |
2,845 |
6.8% |
26% |
False |
False |
597 |
10 |
48,830 |
40,400 |
8,430 |
20.2% |
2,774 |
6.6% |
16% |
False |
False |
443 |
20 |
53,340 |
40,400 |
12,940 |
31.0% |
2,851 |
6.8% |
10% |
False |
False |
283 |
40 |
53,340 |
37,595 |
15,745 |
37.7% |
2,702 |
6.5% |
26% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53,594 |
2.618 |
49,750 |
1.618 |
47,395 |
1.000 |
45,940 |
0.618 |
45,040 |
HIGH |
43,585 |
0.618 |
42,685 |
0.500 |
42,408 |
0.382 |
42,130 |
LOW |
41,230 |
0.618 |
39,775 |
1.000 |
38,875 |
1.618 |
37,420 |
2.618 |
35,065 |
4.250 |
31,221 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,408 |
43,143 |
PP |
42,177 |
42,667 |
S1 |
41,946 |
42,191 |
|