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 |
110.323 |
110.705 |
0.382 |
0.3% |
109.949 |
High |
110.791 |
111.062 |
0.271 |
0.2% |
110.791 |
Low |
110.250 |
110.535 |
0.285 |
0.3% |
109.121 |
Close |
110.716 |
110.988 |
0.272 |
0.2% |
110.716 |
Range |
0.541 |
0.527 |
-0.014 |
-2.6% |
1.670 |
ATR |
0.535 |
0.534 |
-0.001 |
-0.1% |
0.000 |
Volume |
129,358 |
124,505 |
-4,853 |
-3.8% |
684,784 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.443 |
112.242 |
111.278 |
|
R3 |
111.916 |
111.715 |
111.133 |
|
R2 |
111.389 |
111.389 |
111.085 |
|
R1 |
111.188 |
111.188 |
111.036 |
111.289 |
PP |
110.862 |
110.862 |
110.862 |
110.912 |
S1 |
110.661 |
110.661 |
110.940 |
110.762 |
S2 |
110.335 |
110.335 |
110.891 |
|
S3 |
109.808 |
110.134 |
110.843 |
|
S4 |
109.281 |
109.607 |
110.698 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.219 |
114.638 |
111.635 |
|
R3 |
113.549 |
112.968 |
111.175 |
|
R2 |
111.879 |
111.879 |
111.022 |
|
R1 |
111.298 |
111.298 |
110.869 |
111.589 |
PP |
110.209 |
110.209 |
110.209 |
110.355 |
S1 |
109.628 |
109.628 |
110.563 |
109.919 |
S2 |
108.539 |
108.539 |
110.410 |
|
S3 |
106.869 |
107.958 |
110.257 |
|
S4 |
105.199 |
106.288 |
109.798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111.062 |
109.121 |
1.941 |
1.7% |
0.598 |
0.5% |
96% |
True |
False |
138,287 |
10 |
111.062 |
109.113 |
1.949 |
1.8% |
0.598 |
0.5% |
96% |
True |
False |
129,439 |
20 |
111.062 |
109.113 |
1.949 |
1.8% |
0.509 |
0.5% |
96% |
True |
False |
124,770 |
40 |
111.062 |
108.722 |
2.340 |
2.1% |
0.514 |
0.5% |
97% |
True |
False |
129,224 |
60 |
111.658 |
108.722 |
2.936 |
2.6% |
0.539 |
0.5% |
77% |
False |
False |
134,384 |
80 |
111.658 |
108.722 |
2.936 |
2.6% |
0.538 |
0.5% |
77% |
False |
False |
132,953 |
100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.545 |
0.5% |
80% |
False |
False |
134,514 |
120 |
111.658 |
107.478 |
4.180 |
3.8% |
0.551 |
0.5% |
84% |
False |
False |
133,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.302 |
2.618 |
112.442 |
1.618 |
111.915 |
1.000 |
111.589 |
0.618 |
111.388 |
HIGH |
111.062 |
0.618 |
110.861 |
0.500 |
110.799 |
0.382 |
110.736 |
LOW |
110.535 |
0.618 |
110.209 |
1.000 |
110.008 |
1.618 |
109.682 |
2.618 |
109.155 |
4.250 |
108.295 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
110.925 |
110.789 |
PP |
110.862 |
110.589 |
S1 |
110.799 |
110.390 |
|