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 |
43,635 |
43,215 |
-420 |
-1.0% |
47,575 |
High |
44,605 |
43,555 |
-1,050 |
-2.4% |
47,710 |
Low |
42,725 |
41,145 |
-1,580 |
-3.7% |
40,190 |
Close |
43,150 |
41,600 |
-1,550 |
-3.6% |
42,520 |
Range |
1,880 |
2,410 |
530 |
28.2% |
7,520 |
ATR |
2,932 |
2,895 |
-37 |
-1.3% |
0 |
Volume |
5,221 |
4,666 |
-555 |
-10.6% |
26,272 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,330 |
47,875 |
42,926 |
|
R3 |
46,920 |
45,465 |
42,263 |
|
R2 |
44,510 |
44,510 |
42,042 |
|
R1 |
43,055 |
43,055 |
41,821 |
42,578 |
PP |
42,100 |
42,100 |
42,100 |
41,861 |
S1 |
40,645 |
40,645 |
41,379 |
40,168 |
S2 |
39,690 |
39,690 |
41,158 |
|
S3 |
37,280 |
38,235 |
40,937 |
|
S4 |
34,870 |
35,825 |
40,275 |
|
|
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 |
40,245 |
5,140 |
12.4% |
2,925 |
7.0% |
26% |
False |
False |
6,070 |
10 |
48,705 |
40,190 |
8,515 |
20.5% |
2,829 |
6.8% |
17% |
False |
False |
3,825 |
20 |
53,210 |
40,190 |
13,020 |
31.3% |
2,989 |
7.2% |
11% |
False |
False |
2,199 |
40 |
53,210 |
37,445 |
15,765 |
37.9% |
2,810 |
6.8% |
26% |
False |
False |
1,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53,798 |
2.618 |
49,864 |
1.618 |
47,454 |
1.000 |
45,965 |
0.618 |
45,044 |
HIGH |
43,555 |
0.618 |
42,634 |
0.500 |
42,350 |
0.382 |
42,066 |
LOW |
41,145 |
0.618 |
39,656 |
1.000 |
38,735 |
1.618 |
37,246 |
2.618 |
34,836 |
4.250 |
30,903 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
42,350 |
43,093 |
PP |
42,100 |
42,595 |
S1 |
41,850 |
42,098 |
|