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 |
4,439.00 |
4,446.00 |
7.00 |
0.2% |
4,411.75 |
High |
4,453.00 |
4,472.00 |
19.00 |
0.4% |
4,455.00 |
Low |
4,410.75 |
4,425.00 |
14.25 |
0.3% |
4,293.75 |
Close |
4,445.75 |
4,433.00 |
-12.75 |
-0.3% |
4,445.75 |
Range |
42.25 |
47.00 |
4.75 |
11.2% |
161.25 |
ATR |
53.22 |
52.77 |
-0.44 |
-0.8% |
0.00 |
Volume |
1,182,037 |
1,306,188 |
124,151 |
10.5% |
9,049,631 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,584.25 |
4,555.75 |
4,458.75 |
|
R3 |
4,537.25 |
4,508.75 |
4,446.00 |
|
R2 |
4,490.25 |
4,490.25 |
4,441.50 |
|
R1 |
4,461.75 |
4,461.75 |
4,437.25 |
4,452.50 |
PP |
4,443.25 |
4,443.25 |
4,443.25 |
4,438.75 |
S1 |
4,414.75 |
4,414.75 |
4,428.75 |
4,405.50 |
S2 |
4,396.25 |
4,396.25 |
4,424.50 |
|
S3 |
4,349.25 |
4,367.75 |
4,420.00 |
|
S4 |
4,302.25 |
4,320.75 |
4,407.25 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.00 |
4,825.00 |
4,534.50 |
|
R3 |
4,720.75 |
4,663.75 |
4,490.00 |
|
R2 |
4,559.50 |
4,559.50 |
4,475.25 |
|
R1 |
4,502.50 |
4,502.50 |
4,460.50 |
4,531.00 |
PP |
4,398.25 |
4,398.25 |
4,398.25 |
4,412.50 |
S1 |
4,341.25 |
4,341.25 |
4,431.00 |
4,369.75 |
S2 |
4,237.00 |
4,237.00 |
4,416.25 |
|
S3 |
4,075.75 |
4,180.00 |
4,401.50 |
|
S4 |
3,914.50 |
4,018.75 |
4,357.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.00 |
4,321.25 |
150.75 |
3.4% |
62.00 |
1.4% |
74% |
True |
False |
1,528,895 |
10 |
4,479.50 |
4,293.75 |
185.75 |
4.2% |
65.00 |
1.5% |
75% |
False |
False |
1,760,634 |
20 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
50.75 |
1.1% |
57% |
False |
False |
1,135,125 |
40 |
4,539.50 |
4,293.75 |
245.75 |
5.5% |
43.75 |
1.0% |
57% |
False |
False |
570,313 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
44.50 |
1.0% |
67% |
False |
False |
380,795 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
41.75 |
0.9% |
75% |
False |
False |
285,779 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
44.00 |
1.0% |
80% |
False |
False |
228,679 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
42.50 |
1.0% |
80% |
False |
False |
190,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,671.75 |
2.618 |
4,595.00 |
1.618 |
4,548.00 |
1.000 |
4,519.00 |
0.618 |
4,501.00 |
HIGH |
4,472.00 |
0.618 |
4,454.00 |
0.500 |
4,448.50 |
0.382 |
4,443.00 |
LOW |
4,425.00 |
0.618 |
4,396.00 |
1.000 |
4,378.00 |
1.618 |
4,349.00 |
2.618 |
4,302.00 |
4.250 |
4,225.25 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,448.50 |
4,431.50 |
PP |
4,443.25 |
4,430.25 |
S1 |
4,438.25 |
4,429.00 |
|