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 |
44,850 |
43,635 |
-1,215 |
-2.7% |
47,575 |
High |
45,385 |
44,605 |
-780 |
-1.7% |
47,710 |
Low |
40,800 |
42,725 |
1,925 |
4.7% |
40,190 |
Close |
42,520 |
43,150 |
630 |
1.5% |
42,520 |
Range |
4,585 |
1,880 |
-2,705 |
-59.0% |
7,520 |
ATR |
2,997 |
2,932 |
-65 |
-2.2% |
0 |
Volume |
11,471 |
5,221 |
-6,250 |
-54.5% |
26,272 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,133 |
48,022 |
44,184 |
|
R3 |
47,253 |
46,142 |
43,667 |
|
R2 |
45,373 |
45,373 |
43,495 |
|
R1 |
44,262 |
44,262 |
43,322 |
43,878 |
PP |
43,493 |
43,493 |
43,493 |
43,301 |
S1 |
42,382 |
42,382 |
42,978 |
41,998 |
S2 |
41,613 |
41,613 |
42,805 |
|
S3 |
39,733 |
40,502 |
42,633 |
|
S4 |
37,853 |
38,622 |
42,116 |
|
|
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 |
45,385 |
40,190 |
5,195 |
12.0% |
3,194 |
7.4% |
57% |
False |
False |
5,855 |
10 |
48,705 |
40,190 |
8,515 |
19.7% |
2,817 |
6.5% |
35% |
False |
False |
3,414 |
20 |
53,210 |
40,190 |
13,020 |
30.2% |
2,968 |
6.9% |
23% |
False |
False |
1,975 |
40 |
53,210 |
37,445 |
15,765 |
36.5% |
2,813 |
6.5% |
36% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,595 |
2.618 |
49,527 |
1.618 |
47,647 |
1.000 |
46,485 |
0.618 |
45,767 |
HIGH |
44,605 |
0.618 |
43,887 |
0.500 |
43,665 |
0.382 |
43,443 |
LOW |
42,725 |
0.618 |
41,563 |
1.000 |
40,845 |
1.618 |
39,683 |
2.618 |
37,803 |
4.250 |
34,735 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
43,665 |
43,131 |
PP |
43,493 |
43,112 |
S1 |
43,322 |
43,093 |
|