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 |
1,743.7 |
1,751.8 |
8.1 |
0.5% |
1,754.2 |
High |
1,758.0 |
1,760.9 |
2.9 |
0.2% |
1,788.4 |
Low |
1,740.2 |
1,744.7 |
4.5 |
0.3% |
1,737.5 |
Close |
1,751.7 |
1,752.0 |
0.3 |
0.0% |
1,751.7 |
Range |
17.8 |
16.2 |
-1.6 |
-9.0% |
50.9 |
ATR |
24.8 |
24.2 |
-0.6 |
-2.5% |
0.0 |
Volume |
151,552 |
137,574 |
-13,978 |
-9.2% |
843,429 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.1 |
1,792.8 |
1,760.9 |
|
R3 |
1,784.9 |
1,776.6 |
1,756.5 |
|
R2 |
1,768.7 |
1,768.7 |
1,755.0 |
|
R1 |
1,760.4 |
1,760.4 |
1,753.5 |
1,764.6 |
PP |
1,752.5 |
1,752.5 |
1,752.5 |
1,754.6 |
S1 |
1,744.2 |
1,744.2 |
1,750.5 |
1,748.4 |
S2 |
1,736.3 |
1,736.3 |
1,749.0 |
|
S3 |
1,720.1 |
1,728.0 |
1,747.5 |
|
S4 |
1,703.9 |
1,711.8 |
1,743.1 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.9 |
1,882.7 |
1,779.7 |
|
R3 |
1,861.0 |
1,831.8 |
1,765.7 |
|
R2 |
1,810.1 |
1,810.1 |
1,761.0 |
|
R1 |
1,780.9 |
1,780.9 |
1,756.4 |
1,770.1 |
PP |
1,759.2 |
1,759.2 |
1,759.2 |
1,753.8 |
S1 |
1,730.0 |
1,730.0 |
1,747.0 |
1,719.2 |
S2 |
1,708.3 |
1,708.3 |
1,742.4 |
|
S3 |
1,657.4 |
1,679.1 |
1,737.7 |
|
S4 |
1,606.5 |
1,628.2 |
1,723.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,788.4 |
1,737.5 |
50.9 |
2.9% |
24.4 |
1.4% |
28% |
False |
False |
165,710 |
10 |
1,810.6 |
1,737.5 |
73.1 |
4.2% |
26.7 |
1.5% |
20% |
False |
False |
175,677 |
20 |
1,836.9 |
1,737.5 |
99.4 |
5.7% |
23.3 |
1.3% |
15% |
False |
False |
164,428 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.2% |
24.3 |
1.4% |
47% |
False |
False |
166,902 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.0 |
1.3% |
47% |
False |
False |
133,619 |
80 |
1,910.1 |
1,675.9 |
234.2 |
13.4% |
23.9 |
1.4% |
32% |
False |
False |
101,260 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.9 |
1.4% |
31% |
False |
False |
82,086 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.6 |
1.3% |
31% |
False |
False |
68,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.8 |
2.618 |
1,803.3 |
1.618 |
1,787.1 |
1.000 |
1,777.1 |
0.618 |
1,770.9 |
HIGH |
1,760.9 |
0.618 |
1,754.7 |
0.500 |
1,752.8 |
0.382 |
1,750.9 |
LOW |
1,744.7 |
0.618 |
1,734.7 |
1.000 |
1,728.5 |
1.618 |
1,718.5 |
2.618 |
1,702.3 |
4.250 |
1,675.9 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,752.8 |
1,757.3 |
PP |
1,752.5 |
1,755.5 |
S1 |
1,752.3 |
1,753.8 |
|