| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
43,255 |
44,790 |
1,535 |
3.5% |
47,415 |
| High |
44,970 |
45,115 |
145 |
0.3% |
47,620 |
| Low |
43,095 |
40,670 |
-2,425 |
-5.6% |
40,085 |
| Close |
44,785 |
42,359 |
-2,426 |
-5.4% |
42,359 |
| Range |
1,875 |
4,445 |
2,570 |
137.1% |
7,535 |
| ATR |
2,927 |
3,035 |
108 |
3.7% |
0 |
| Volume |
5,357 |
1,101 |
-4,256 |
-79.4% |
31,139 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56,050 |
53,649 |
44,804 |
|
| R3 |
51,605 |
49,204 |
43,581 |
|
| R2 |
47,160 |
47,160 |
43,174 |
|
| R1 |
44,759 |
44,759 |
42,766 |
43,737 |
| PP |
42,715 |
42,715 |
42,715 |
42,204 |
| S1 |
40,314 |
40,314 |
41,952 |
39,292 |
| S2 |
38,270 |
38,270 |
41,544 |
|
| S3 |
33,825 |
35,869 |
41,137 |
|
| S4 |
29,380 |
31,424 |
39,914 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65,960 |
61,694 |
46,503 |
|
| R3 |
58,425 |
54,159 |
44,431 |
|
| R2 |
50,890 |
50,890 |
43,740 |
|
| R1 |
46,624 |
46,624 |
43,050 |
44,990 |
| PP |
43,355 |
43,355 |
43,355 |
42,537 |
| S1 |
39,089 |
39,089 |
41,668 |
37,455 |
| S2 |
35,820 |
35,820 |
40,978 |
|
| S3 |
28,285 |
31,554 |
40,287 |
|
| S4 |
20,750 |
24,019 |
38,215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47,620 |
40,085 |
7,535 |
17.8% |
3,848 |
9.1% |
30% |
False |
False |
6,227 |
| 10 |
48,600 |
40,085 |
8,515 |
20.1% |
3,018 |
7.1% |
27% |
False |
False |
5,381 |
| 20 |
53,125 |
40,085 |
13,040 |
30.8% |
3,071 |
7.2% |
17% |
False |
False |
5,481 |
| 40 |
53,125 |
37,315 |
15,810 |
37.3% |
2,900 |
6.8% |
32% |
False |
False |
3,320 |
| 60 |
53,125 |
29,245 |
23,880 |
56.4% |
2,607 |
6.2% |
55% |
False |
False |
2,281 |
| 80 |
53,125 |
28,825 |
24,300 |
57.4% |
2,675 |
6.3% |
56% |
False |
False |
1,740 |
| 100 |
61,490 |
28,825 |
32,665 |
77.1% |
3,114 |
7.4% |
41% |
False |
False |
1,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
64,006 |
|
2.618 |
56,752 |
|
1.618 |
52,307 |
|
1.000 |
49,560 |
|
0.618 |
47,862 |
|
HIGH |
45,115 |
|
0.618 |
43,417 |
|
0.500 |
42,893 |
|
0.382 |
42,368 |
|
LOW |
40,670 |
|
0.618 |
37,923 |
|
1.000 |
36,225 |
|
1.618 |
33,478 |
|
2.618 |
29,033 |
|
4.250 |
21,779 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
42,893 |
42,630 |
| PP |
42,715 |
42,540 |
| S1 |
42,537 |
42,449 |
|