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 |
1,741.78 |
1,749.64 |
7.86 |
0.5% |
1,753.95 |
High |
1,756.95 |
1,760.18 |
3.23 |
0.2% |
1,784.86 |
Low |
1,741.56 |
1,746.27 |
4.71 |
0.3% |
1,738.99 |
Close |
1,749.64 |
1,749.92 |
0.28 |
0.0% |
1,749.64 |
Range |
15.39 |
13.91 |
-1.48 |
-9.6% |
45.87 |
ATR |
20.94 |
20.43 |
-0.50 |
-2.4% |
0.00 |
Volume |
6,034 |
5,898 |
-136 |
-2.3% |
29,809 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.85 |
1,785.80 |
1,757.57 |
|
R3 |
1,779.94 |
1,771.89 |
1,753.75 |
|
R2 |
1,766.03 |
1,766.03 |
1,752.47 |
|
R1 |
1,757.98 |
1,757.98 |
1,751.20 |
1,762.01 |
PP |
1,752.12 |
1,752.12 |
1,752.12 |
1,754.14 |
S1 |
1,744.07 |
1,744.07 |
1,748.64 |
1,748.10 |
S2 |
1,738.21 |
1,738.21 |
1,747.37 |
|
S3 |
1,724.30 |
1,730.16 |
1,746.09 |
|
S4 |
1,710.39 |
1,716.25 |
1,742.27 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.44 |
1,868.41 |
1,774.87 |
|
R3 |
1,849.57 |
1,822.54 |
1,762.25 |
|
R2 |
1,803.70 |
1,803.70 |
1,758.05 |
|
R1 |
1,776.67 |
1,776.67 |
1,753.84 |
1,767.25 |
PP |
1,757.83 |
1,757.83 |
1,757.83 |
1,753.12 |
S1 |
1,730.80 |
1,730.80 |
1,745.44 |
1,721.38 |
S2 |
1,711.96 |
1,711.96 |
1,741.23 |
|
S3 |
1,666.09 |
1,684.93 |
1,737.03 |
|
S4 |
1,620.22 |
1,639.06 |
1,724.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,784.86 |
1,738.99 |
45.87 |
2.6% |
21.13 |
1.2% |
24% |
False |
False |
5,964 |
10 |
1,807.79 |
1,738.99 |
68.80 |
3.9% |
23.03 |
1.3% |
16% |
False |
False |
6,099 |
20 |
1,833.19 |
1,738.99 |
94.20 |
5.4% |
19.76 |
1.1% |
12% |
False |
False |
6,154 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
20.58 |
1.2% |
40% |
False |
False |
6,379 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.56 |
1.1% |
40% |
False |
False |
6,366 |
80 |
1,902.67 |
1,693.69 |
208.98 |
11.9% |
20.61 |
1.2% |
27% |
False |
False |
6,353 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.32 |
1.2% |
25% |
False |
False |
6,355 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.13 |
1.2% |
25% |
False |
False |
6,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.30 |
2.618 |
1,796.60 |
1.618 |
1,782.69 |
1.000 |
1,774.09 |
0.618 |
1,768.78 |
HIGH |
1,760.18 |
0.618 |
1,754.87 |
0.500 |
1,753.23 |
0.382 |
1,751.58 |
LOW |
1,746.27 |
0.618 |
1,737.67 |
1.000 |
1,732.36 |
1.618 |
1,723.76 |
2.618 |
1,709.85 |
4.250 |
1,687.15 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,753.23 |
1,756.90 |
PP |
1,752.12 |
1,754.57 |
S1 |
1,751.02 |
1,752.25 |
|