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 |
15,209.74 |
15,018.64 |
-191.10 |
-1.3% |
15,068.65 |
High |
15,240.58 |
15,040.53 |
-200.05 |
-1.3% |
15,356.92 |
Low |
15,106.45 |
14,758.98 |
-347.47 |
-2.3% |
14,821.03 |
Close |
15,204.82 |
14,770.30 |
-434.52 |
-2.9% |
15,329.68 |
Range |
134.13 |
281.55 |
147.42 |
109.9% |
535.89 |
ATR |
184.28 |
202.96 |
18.68 |
10.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,701.25 |
15,517.33 |
14,925.15 |
|
R3 |
15,419.70 |
15,235.78 |
14,847.73 |
|
R2 |
15,138.15 |
15,138.15 |
14,821.92 |
|
R1 |
14,954.23 |
14,954.23 |
14,796.11 |
14,905.42 |
PP |
14,856.60 |
14,856.60 |
14,856.60 |
14,832.20 |
S1 |
14,672.68 |
14,672.68 |
14,744.49 |
14,623.87 |
S2 |
14,575.05 |
14,575.05 |
14,718.68 |
|
S3 |
14,293.50 |
14,391.13 |
14,692.87 |
|
S4 |
14,011.95 |
14,109.58 |
14,615.45 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.88 |
16,589.17 |
15,624.42 |
|
R3 |
16,240.99 |
16,053.28 |
15,477.05 |
|
R2 |
15,705.10 |
15,705.10 |
15,427.93 |
|
R1 |
15,517.39 |
15,517.39 |
15,378.80 |
15,611.25 |
PP |
15,169.21 |
15,169.21 |
15,169.21 |
15,216.14 |
S1 |
14,981.50 |
14,981.50 |
15,280.56 |
15,075.36 |
S2 |
14,633.32 |
14,633.32 |
15,231.43 |
|
S3 |
14,097.43 |
14,445.61 |
15,182.31 |
|
S4 |
13,561.54 |
13,909.72 |
15,034.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,356.92 |
14,758.98 |
597.94 |
4.0% |
182.00 |
1.2% |
2% |
False |
True |
|
10 |
15,539.14 |
14,758.98 |
780.16 |
5.3% |
196.41 |
1.3% |
1% |
False |
True |
|
20 |
15,701.40 |
14,758.98 |
942.42 |
6.4% |
167.08 |
1.1% |
1% |
False |
True |
|
40 |
15,701.40 |
14,758.98 |
942.42 |
6.4% |
152.35 |
1.0% |
1% |
False |
True |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.4% |
153.11 |
1.0% |
25% |
False |
False |
|
80 |
15,701.40 |
13,710.11 |
1,991.29 |
13.5% |
146.37 |
1.0% |
53% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
152.21 |
1.0% |
66% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
155.42 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,237.12 |
2.618 |
15,777.63 |
1.618 |
15,496.08 |
1.000 |
15,322.08 |
0.618 |
15,214.53 |
HIGH |
15,040.53 |
0.618 |
14,932.98 |
0.500 |
14,899.76 |
0.382 |
14,866.53 |
LOW |
14,758.98 |
0.618 |
14,584.98 |
1.000 |
14,477.43 |
1.618 |
14,303.43 |
2.618 |
14,021.88 |
4.250 |
13,562.39 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
14,899.76 |
15,052.26 |
PP |
14,856.60 |
14,958.27 |
S1 |
14,813.45 |
14,864.29 |
|