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 |
43,165 |
44,275 |
1,110 |
2.6% |
44,705 |
High |
45,780 |
45,160 |
-620 |
-1.4% |
45,780 |
Low |
41,420 |
43,375 |
1,955 |
4.7% |
41,185 |
Close |
43,090 |
43,765 |
675 |
1.6% |
43,090 |
Range |
4,360 |
1,785 |
-2,575 |
-59.1% |
4,595 |
ATR |
2,710 |
2,664 |
-46 |
-1.7% |
0 |
Volume |
5 |
96 |
91 |
1,820.0% |
23 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,455 |
48,395 |
44,747 |
|
R3 |
47,670 |
46,610 |
44,256 |
|
R2 |
45,885 |
45,885 |
44,092 |
|
R1 |
44,825 |
44,825 |
43,929 |
44,463 |
PP |
44,100 |
44,100 |
44,100 |
43,919 |
S1 |
43,040 |
43,040 |
43,601 |
42,678 |
S2 |
42,315 |
42,315 |
43,438 |
|
S3 |
40,530 |
41,255 |
43,274 |
|
S4 |
38,745 |
39,470 |
42,783 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57,137 |
54,708 |
45,617 |
|
R3 |
52,542 |
50,113 |
44,354 |
|
R2 |
47,947 |
47,947 |
43,932 |
|
R1 |
45,518 |
45,518 |
43,511 |
44,435 |
PP |
43,352 |
43,352 |
43,352 |
42,810 |
S1 |
40,923 |
40,923 |
42,669 |
39,840 |
S2 |
38,757 |
38,757 |
42,248 |
|
S3 |
34,162 |
36,328 |
41,826 |
|
S4 |
29,567 |
31,733 |
40,563 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,780 |
41,185 |
4,595 |
10.5% |
2,985 |
6.8% |
56% |
False |
False |
22 |
10 |
49,410 |
41,185 |
8,225 |
18.8% |
2,229 |
5.1% |
31% |
False |
False |
13 |
20 |
53,760 |
41,185 |
12,575 |
28.7% |
2,383 |
5.4% |
21% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,746 |
2.618 |
49,833 |
1.618 |
48,048 |
1.000 |
46,945 |
0.618 |
46,263 |
HIGH |
45,160 |
0.618 |
44,478 |
0.500 |
44,268 |
0.382 |
44,057 |
LOW |
43,375 |
0.618 |
42,272 |
1.000 |
41,590 |
1.618 |
40,487 |
2.618 |
38,702 |
4.250 |
35,789 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
44,268 |
43,710 |
PP |
44,100 |
43,655 |
S1 |
43,933 |
43,600 |
|