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 |
43,485 |
44,850 |
1,365 |
3.1% |
47,575 |
High |
45,100 |
45,385 |
285 |
0.6% |
47,710 |
Low |
43,270 |
40,800 |
-2,470 |
-5.7% |
40,190 |
Close |
44,925 |
42,520 |
-2,405 |
-5.4% |
42,520 |
Range |
1,830 |
4,585 |
2,755 |
150.5% |
7,520 |
ATR |
2,875 |
2,997 |
122 |
4.2% |
0 |
Volume |
4,465 |
11,471 |
7,006 |
156.9% |
26,272 |
|
Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,657 |
54,173 |
45,042 |
|
R3 |
52,072 |
49,588 |
43,781 |
|
R2 |
47,487 |
47,487 |
43,361 |
|
R1 |
45,003 |
45,003 |
42,940 |
43,953 |
PP |
42,902 |
42,902 |
42,902 |
42,376 |
S1 |
40,418 |
40,418 |
42,100 |
39,368 |
S2 |
38,317 |
38,317 |
41,679 |
|
S3 |
33,732 |
35,833 |
41,259 |
|
S4 |
29,147 |
31,248 |
39,998 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,033 |
61,797 |
46,656 |
|
R3 |
58,513 |
54,277 |
44,588 |
|
R2 |
50,993 |
50,993 |
43,899 |
|
R1 |
46,757 |
46,757 |
43,209 |
45,115 |
PP |
43,473 |
43,473 |
43,473 |
42,653 |
S1 |
39,237 |
39,237 |
41,831 |
37,595 |
S2 |
35,953 |
35,953 |
41,141 |
|
S3 |
28,433 |
31,717 |
40,452 |
|
S4 |
20,913 |
24,197 |
38,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,710 |
40,190 |
7,520 |
17.7% |
3,866 |
9.1% |
31% |
False |
False |
5,254 |
10 |
48,705 |
40,190 |
8,515 |
20.0% |
2,986 |
7.0% |
27% |
False |
False |
2,999 |
20 |
53,210 |
40,190 |
13,020 |
30.6% |
3,018 |
7.1% |
18% |
False |
False |
1,722 |
40 |
53,210 |
37,445 |
15,765 |
37.1% |
2,854 |
6.7% |
32% |
False |
False |
905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64,871 |
2.618 |
57,389 |
1.618 |
52,804 |
1.000 |
49,970 |
0.618 |
48,219 |
HIGH |
45,385 |
0.618 |
43,634 |
0.500 |
43,093 |
0.382 |
42,551 |
LOW |
40,800 |
0.618 |
37,966 |
1.000 |
36,215 |
1.618 |
33,381 |
2.618 |
28,796 |
4.250 |
21,314 |
|
|
Fisher Pivots for day following 24-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,093 |
42,815 |
PP |
42,902 |
42,717 |
S1 |
42,711 |
42,618 |
|