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 |
1,749.64 |
1,749.93 |
0.29 |
0.0% |
1,753.95 |
High |
1,760.18 |
1,753.73 |
-6.45 |
-0.4% |
1,784.86 |
Low |
1,746.27 |
1,728.28 |
-17.99 |
-1.0% |
1,738.99 |
Close |
1,749.92 |
1,733.44 |
-16.48 |
-0.9% |
1,749.64 |
Range |
13.91 |
25.45 |
11.54 |
83.0% |
45.87 |
ATR |
20.43 |
20.79 |
0.36 |
1.8% |
0.00 |
Volume |
5,898 |
5,899 |
1 |
0.0% |
29,809 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.83 |
1,799.59 |
1,747.44 |
|
R3 |
1,789.38 |
1,774.14 |
1,740.44 |
|
R2 |
1,763.93 |
1,763.93 |
1,738.11 |
|
R1 |
1,748.69 |
1,748.69 |
1,735.77 |
1,743.59 |
PP |
1,738.48 |
1,738.48 |
1,738.48 |
1,735.93 |
S1 |
1,723.24 |
1,723.24 |
1,731.11 |
1,718.14 |
S2 |
1,713.03 |
1,713.03 |
1,728.77 |
|
S3 |
1,687.58 |
1,697.79 |
1,726.44 |
|
S4 |
1,662.13 |
1,672.34 |
1,719.44 |
|
|
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 |
1,728.28 |
56.58 |
3.3% |
21.81 |
1.3% |
9% |
False |
True |
5,959 |
10 |
1,805.49 |
1,728.28 |
77.21 |
4.5% |
23.12 |
1.3% |
7% |
False |
True |
6,082 |
20 |
1,833.19 |
1,728.28 |
104.91 |
6.1% |
20.31 |
1.2% |
5% |
False |
True |
6,156 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
20.90 |
1.2% |
28% |
False |
False |
6,364 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.66 |
1.1% |
28% |
False |
False |
6,356 |
80 |
1,902.67 |
1,693.69 |
208.98 |
12.1% |
20.51 |
1.2% |
19% |
False |
False |
6,348 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.8% |
21.24 |
1.2% |
18% |
False |
False |
6,348 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.8% |
21.14 |
1.2% |
18% |
False |
False |
6,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.89 |
2.618 |
1,820.36 |
1.618 |
1,794.91 |
1.000 |
1,779.18 |
0.618 |
1,769.46 |
HIGH |
1,753.73 |
0.618 |
1,744.01 |
0.500 |
1,741.01 |
0.382 |
1,738.00 |
LOW |
1,728.28 |
0.618 |
1,712.55 |
1.000 |
1,702.83 |
1.618 |
1,687.10 |
2.618 |
1,661.65 |
4.250 |
1,620.12 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,741.01 |
1,744.23 |
PP |
1,738.48 |
1,740.63 |
S1 |
1,735.96 |
1,737.04 |
|