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 |
34,739.27 |
34,747.70 |
8.43 |
0.0% |
34,459.72 |
High |
35,061.12 |
34,794.16 |
-266.96 |
-0.8% |
34,879.78 |
Low |
34,739.27 |
34,254.65 |
-484.62 |
-1.4% |
33,613.03 |
Close |
34,869.37 |
34,299.99 |
-569.38 |
-1.6% |
34,798.00 |
Range |
321.85 |
539.51 |
217.66 |
67.6% |
1,266.75 |
ATR |
367.33 |
385.00 |
17.67 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,068.13 |
35,723.57 |
34,596.72 |
|
R3 |
35,528.62 |
35,184.06 |
34,448.36 |
|
R2 |
34,989.11 |
34,989.11 |
34,398.90 |
|
R1 |
34,644.55 |
34,644.55 |
34,349.45 |
34,547.08 |
PP |
34,449.60 |
34,449.60 |
34,449.60 |
34,400.86 |
S1 |
34,105.04 |
34,105.04 |
34,250.53 |
34,007.57 |
S2 |
33,910.09 |
33,910.09 |
34,201.08 |
|
S3 |
33,370.58 |
33,565.53 |
34,151.62 |
|
S4 |
32,831.07 |
33,026.02 |
34,003.26 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,230.52 |
37,781.01 |
35,494.71 |
|
R3 |
36,963.77 |
36,514.26 |
35,146.36 |
|
R2 |
35,697.02 |
35,697.02 |
35,030.24 |
|
R1 |
35,247.51 |
35,247.51 |
34,914.12 |
35,472.27 |
PP |
34,430.27 |
34,430.27 |
34,430.27 |
34,542.65 |
S1 |
33,980.76 |
33,980.76 |
34,681.88 |
34,205.52 |
S2 |
33,163.52 |
33,163.52 |
34,565.76 |
|
S3 |
31,896.77 |
32,714.01 |
34,449.64 |
|
S4 |
30,630.02 |
31,447.26 |
34,101.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,061.12 |
34,006.87 |
1,054.25 |
3.1% |
416.91 |
1.2% |
28% |
False |
False |
|
10 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
435.35 |
1.3% |
47% |
False |
False |
|
20 |
35,475.40 |
33,613.03 |
1,862.37 |
5.4% |
354.23 |
1.0% |
37% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
302.33 |
0.9% |
34% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
309.84 |
0.9% |
34% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
302.25 |
0.9% |
44% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
305.68 |
0.9% |
44% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
300.85 |
0.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,087.08 |
2.618 |
36,206.60 |
1.618 |
35,667.09 |
1.000 |
35,333.67 |
0.618 |
35,127.58 |
HIGH |
34,794.16 |
0.618 |
34,588.07 |
0.500 |
34,524.41 |
0.382 |
34,460.74 |
LOW |
34,254.65 |
0.618 |
33,921.23 |
1.000 |
33,715.14 |
1.618 |
33,381.72 |
2.618 |
32,842.21 |
4.250 |
31,961.73 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,524.41 |
34,657.89 |
PP |
34,449.60 |
34,538.59 |
S1 |
34,374.80 |
34,419.29 |
|