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 |
1,751.8 |
1,750.0 |
-1.8 |
-0.1% |
1,754.2 |
High |
1,760.9 |
1,754.3 |
-6.6 |
-0.4% |
1,788.4 |
Low |
1,744.7 |
1,727.8 |
-16.9 |
-1.0% |
1,737.5 |
Close |
1,752.0 |
1,737.5 |
-14.5 |
-0.8% |
1,751.7 |
Range |
16.2 |
26.5 |
10.3 |
63.6% |
50.9 |
ATR |
24.2 |
24.4 |
0.2 |
0.7% |
0.0 |
Volume |
137,574 |
215,840 |
78,266 |
56.9% |
843,429 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.4 |
1,804.9 |
1,752.1 |
|
R3 |
1,792.9 |
1,778.4 |
1,744.8 |
|
R2 |
1,766.4 |
1,766.4 |
1,742.4 |
|
R1 |
1,751.9 |
1,751.9 |
1,739.9 |
1,745.9 |
PP |
1,739.9 |
1,739.9 |
1,739.9 |
1,736.9 |
S1 |
1,725.4 |
1,725.4 |
1,735.1 |
1,719.4 |
S2 |
1,713.4 |
1,713.4 |
1,732.6 |
|
S3 |
1,686.9 |
1,698.9 |
1,730.2 |
|
S4 |
1,660.4 |
1,672.4 |
1,722.9 |
|
|
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 |
1,727.8 |
60.6 |
3.5% |
24.8 |
1.4% |
16% |
False |
True |
180,554 |
10 |
1,808.5 |
1,727.8 |
80.7 |
4.6% |
26.4 |
1.5% |
12% |
False |
True |
177,466 |
20 |
1,836.9 |
1,727.8 |
109.1 |
6.3% |
23.8 |
1.4% |
9% |
False |
True |
169,977 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.3% |
24.6 |
1.4% |
38% |
False |
False |
168,305 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.4% |
23.1 |
1.3% |
38% |
False |
False |
137,099 |
80 |
1,910.1 |
1,675.9 |
234.2 |
13.5% |
23.7 |
1.4% |
26% |
False |
False |
103,877 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
23.8 |
1.4% |
25% |
False |
False |
84,156 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
23.6 |
1.4% |
25% |
False |
False |
70,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.9 |
2.618 |
1,823.7 |
1.618 |
1,797.2 |
1.000 |
1,780.8 |
0.618 |
1,770.7 |
HIGH |
1,754.3 |
0.618 |
1,744.2 |
0.500 |
1,741.1 |
0.382 |
1,737.9 |
LOW |
1,727.8 |
0.618 |
1,711.4 |
1.000 |
1,701.3 |
1.618 |
1,684.9 |
2.618 |
1,658.4 |
4.250 |
1,615.2 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,741.1 |
1,744.4 |
PP |
1,739.9 |
1,742.1 |
S1 |
1,738.7 |
1,739.8 |
|