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 |
110.705 |
110.988 |
0.283 |
0.3% |
109.949 |
High |
111.062 |
111.635 |
0.573 |
0.5% |
110.791 |
Low |
110.535 |
110.933 |
0.398 |
0.4% |
109.121 |
Close |
110.988 |
111.478 |
0.490 |
0.4% |
110.716 |
Range |
0.527 |
0.702 |
0.175 |
33.2% |
1.670 |
ATR |
0.534 |
0.546 |
0.012 |
2.2% |
0.000 |
Volume |
124,505 |
179,365 |
54,860 |
44.1% |
684,784 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.455 |
113.168 |
111.864 |
|
R3 |
112.753 |
112.466 |
111.671 |
|
R2 |
112.051 |
112.051 |
111.607 |
|
R1 |
111.764 |
111.764 |
111.542 |
111.908 |
PP |
111.349 |
111.349 |
111.349 |
111.420 |
S1 |
111.062 |
111.062 |
111.414 |
111.206 |
S2 |
110.647 |
110.647 |
111.349 |
|
S3 |
109.945 |
110.360 |
111.285 |
|
S4 |
109.243 |
109.658 |
111.092 |
|
|
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 |
111.635 |
109.121 |
2.514 |
2.3% |
0.635 |
0.6% |
94% |
True |
False |
145,970 |
10 |
111.635 |
109.113 |
2.522 |
2.3% |
0.605 |
0.5% |
94% |
True |
False |
135,483 |
20 |
111.635 |
109.113 |
2.522 |
2.3% |
0.531 |
0.5% |
94% |
True |
False |
129,586 |
40 |
111.635 |
108.722 |
2.913 |
2.6% |
0.517 |
0.5% |
95% |
True |
False |
130,716 |
60 |
111.635 |
108.722 |
2.913 |
2.6% |
0.539 |
0.5% |
95% |
True |
False |
135,248 |
80 |
111.658 |
108.722 |
2.936 |
2.6% |
0.535 |
0.5% |
94% |
False |
False |
133,592 |
100 |
111.658 |
108.339 |
3.319 |
3.0% |
0.547 |
0.5% |
95% |
False |
False |
134,786 |
120 |
111.658 |
107.478 |
4.180 |
3.7% |
0.549 |
0.5% |
96% |
False |
False |
134,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.619 |
2.618 |
113.473 |
1.618 |
112.771 |
1.000 |
112.337 |
0.618 |
112.069 |
HIGH |
111.635 |
0.618 |
111.367 |
0.500 |
111.284 |
0.382 |
111.201 |
LOW |
110.933 |
0.618 |
110.499 |
1.000 |
110.231 |
1.618 |
109.797 |
2.618 |
109.095 |
4.250 |
107.950 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
111.413 |
111.300 |
PP |
111.349 |
111.121 |
S1 |
111.284 |
110.943 |
|