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 |
4,185.5 |
4,146.0 |
-39.5 |
-0.9% |
4,099.5 |
High |
4,200.5 |
4,180.0 |
-20.5 |
-0.5% |
4,200.5 |
Low |
4,128.5 |
4,137.5 |
9.0 |
0.2% |
3,974.0 |
Close |
4,136.5 |
4,147.0 |
10.5 |
0.3% |
4,136.5 |
Range |
72.0 |
42.5 |
-29.5 |
-41.0% |
226.5 |
ATR |
59.2 |
58.0 |
-1.1 |
-1.9% |
0.0 |
Volume |
574,050 |
527,545 |
-46,505 |
-8.1% |
4,114,453 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282.3 |
4,257.2 |
4,170.4 |
|
R3 |
4,239.8 |
4,214.7 |
4,158.7 |
|
R2 |
4,197.3 |
4,197.3 |
4,154.8 |
|
R1 |
4,172.2 |
4,172.2 |
4,150.9 |
4,184.8 |
PP |
4,154.8 |
4,154.8 |
4,154.8 |
4,161.1 |
S1 |
4,129.7 |
4,129.7 |
4,143.1 |
4,142.3 |
S2 |
4,112.3 |
4,112.3 |
4,139.2 |
|
S3 |
4,069.8 |
4,087.2 |
4,135.3 |
|
S4 |
4,027.3 |
4,044.7 |
4,123.6 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.2 |
4,686.3 |
4,261.1 |
|
R3 |
4,556.7 |
4,459.8 |
4,198.8 |
|
R2 |
4,330.2 |
4,330.2 |
4,178.0 |
|
R1 |
4,233.3 |
4,233.3 |
4,157.3 |
4,281.8 |
PP |
4,103.7 |
4,103.7 |
4,103.7 |
4,127.9 |
S1 |
4,006.8 |
4,006.8 |
4,115.7 |
4,055.3 |
S2 |
3,877.2 |
3,877.2 |
4,095.0 |
|
S3 |
3,650.7 |
3,780.3 |
4,074.2 |
|
S4 |
3,424.2 |
3,553.8 |
4,011.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,200.5 |
4,014.0 |
186.5 |
4.5% |
66.5 |
1.6% |
71% |
False |
False |
690,405 |
10 |
4,200.5 |
3,974.0 |
226.5 |
5.5% |
69.9 |
1.7% |
76% |
False |
False |
890,584 |
20 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
57.2 |
1.4% |
70% |
False |
False |
572,311 |
40 |
4,221.5 |
3,974.0 |
247.5 |
6.0% |
41.4 |
1.0% |
70% |
False |
False |
299,279 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
41.1 |
1.0% |
78% |
False |
False |
200,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,360.6 |
2.618 |
4,291.3 |
1.618 |
4,248.8 |
1.000 |
4,222.5 |
0.618 |
4,206.3 |
HIGH |
4,180.0 |
0.618 |
4,163.8 |
0.500 |
4,158.8 |
0.382 |
4,153.7 |
LOW |
4,137.5 |
0.618 |
4,111.2 |
1.000 |
4,095.0 |
1.618 |
4,068.7 |
2.618 |
4,026.2 |
4.250 |
3,956.9 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,158.8 |
4,164.5 |
PP |
4,154.8 |
4,158.7 |
S1 |
4,150.9 |
4,152.8 |
|