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 |
15,672.0 |
15,536.0 |
-136.0 |
-0.9% |
15,466.0 |
High |
15,749.0 |
15,699.0 |
-50.0 |
-0.3% |
15,749.0 |
Low |
15,473.0 |
15,531.0 |
58.0 |
0.4% |
14,998.0 |
Close |
15,501.0 |
15,563.0 |
62.0 |
0.4% |
15,501.0 |
Range |
276.0 |
168.0 |
-108.0 |
-39.1% |
751.0 |
ATR |
205.7 |
205.2 |
-0.6 |
-0.3% |
0.0 |
Volume |
63,601 |
57,919 |
-5,682 |
-8.9% |
423,341 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,101.7 |
16,000.3 |
15,655.4 |
|
R3 |
15,933.7 |
15,832.3 |
15,609.2 |
|
R2 |
15,765.7 |
15,765.7 |
15,593.8 |
|
R1 |
15,664.3 |
15,664.3 |
15,578.4 |
15,715.0 |
PP |
15,597.7 |
15,597.7 |
15,597.7 |
15,623.0 |
S1 |
15,496.3 |
15,496.3 |
15,547.6 |
15,547.0 |
S2 |
15,429.7 |
15,429.7 |
15,532.2 |
|
S3 |
15,261.7 |
15,328.3 |
15,516.8 |
|
S4 |
15,093.7 |
15,160.3 |
15,470.6 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,669.0 |
17,336.0 |
15,914.1 |
|
R3 |
16,918.0 |
16,585.0 |
15,707.5 |
|
R2 |
16,167.0 |
16,167.0 |
15,638.7 |
|
R1 |
15,834.0 |
15,834.0 |
15,569.8 |
16,000.5 |
PP |
15,416.0 |
15,416.0 |
15,416.0 |
15,499.3 |
S1 |
15,083.0 |
15,083.0 |
15,432.2 |
15,249.5 |
S2 |
14,665.0 |
14,665.0 |
15,363.3 |
|
S3 |
13,914.0 |
14,332.0 |
15,294.5 |
|
S4 |
13,163.0 |
13,581.0 |
15,088.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,749.0 |
15,107.0 |
642.0 |
4.1% |
233.4 |
1.5% |
71% |
False |
False |
71,342 |
10 |
15,772.0 |
14,998.0 |
774.0 |
5.0% |
241.3 |
1.6% |
73% |
False |
False |
70,093 |
20 |
15,966.0 |
14,998.0 |
968.0 |
6.2% |
204.0 |
1.3% |
58% |
False |
False |
36,404 |
40 |
15,991.0 |
14,998.0 |
993.0 |
6.4% |
147.0 |
0.9% |
57% |
False |
False |
18,210 |
60 |
15,991.0 |
14,998.0 |
993.0 |
6.4% |
152.5 |
1.0% |
57% |
False |
False |
12,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,413.0 |
2.618 |
16,138.8 |
1.618 |
15,970.8 |
1.000 |
15,867.0 |
0.618 |
15,802.8 |
HIGH |
15,699.0 |
0.618 |
15,634.8 |
0.500 |
15,615.0 |
0.382 |
15,595.2 |
LOW |
15,531.0 |
0.618 |
15,427.2 |
1.000 |
15,363.0 |
1.618 |
15,259.2 |
2.618 |
15,091.2 |
4.250 |
14,817.0 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,615.0 |
15,611.0 |
PP |
15,597.7 |
15,595.0 |
S1 |
15,580.3 |
15,579.0 |
|