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 |
34,650 |
34,696 |
46 |
0.1% |
34,400 |
High |
34,734 |
34,934 |
200 |
0.6% |
34,749 |
Low |
34,459 |
34,652 |
193 |
0.6% |
33,478 |
Close |
34,674 |
34,743 |
69 |
0.2% |
34,674 |
Range |
275 |
282 |
7 |
2.5% |
1,271 |
ATR |
428 |
417 |
-10 |
-2.4% |
0 |
Volume |
151,185 |
147,057 |
-4,128 |
-2.7% |
1,105,462 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,622 |
35,465 |
34,898 |
|
R3 |
35,340 |
35,183 |
34,821 |
|
R2 |
35,058 |
35,058 |
34,795 |
|
R1 |
34,901 |
34,901 |
34,769 |
34,980 |
PP |
34,776 |
34,776 |
34,776 |
34,816 |
S1 |
34,619 |
34,619 |
34,717 |
34,698 |
S2 |
34,494 |
34,494 |
34,691 |
|
S3 |
34,212 |
34,337 |
34,666 |
|
S4 |
33,930 |
34,055 |
34,588 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,113 |
37,665 |
35,373 |
|
R3 |
36,842 |
36,394 |
35,024 |
|
R2 |
35,571 |
35,571 |
34,907 |
|
R1 |
35,123 |
35,123 |
34,791 |
35,347 |
PP |
34,300 |
34,300 |
34,300 |
34,413 |
S1 |
33,852 |
33,852 |
34,558 |
34,076 |
S2 |
33,029 |
33,029 |
34,441 |
|
S3 |
31,758 |
32,581 |
34,325 |
|
S4 |
30,487 |
31,310 |
33,975 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,934 |
33,638 |
1,296 |
3.7% |
473 |
1.4% |
85% |
True |
False |
188,343 |
10 |
34,934 |
33,478 |
1,456 |
4.2% |
497 |
1.4% |
87% |
True |
False |
200,114 |
20 |
35,383 |
33,478 |
1,905 |
5.5% |
407 |
1.2% |
66% |
False |
False |
120,062 |
40 |
35,429 |
33,478 |
1,951 |
5.6% |
357 |
1.0% |
65% |
False |
False |
60,101 |
60 |
35,429 |
33,478 |
1,951 |
5.6% |
359 |
1.0% |
65% |
False |
False |
40,097 |
80 |
35,429 |
32,804 |
2,625 |
7.6% |
350 |
1.0% |
74% |
False |
False |
30,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,133 |
2.618 |
35,672 |
1.618 |
35,390 |
1.000 |
35,216 |
0.618 |
35,108 |
HIGH |
34,934 |
0.618 |
34,826 |
0.500 |
34,793 |
0.382 |
34,760 |
LOW |
34,652 |
0.618 |
34,478 |
1.000 |
34,370 |
1.618 |
34,196 |
2.618 |
33,914 |
4.250 |
33,454 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,793 |
34,676 |
PP |
34,776 |
34,608 |
S1 |
34,760 |
34,541 |
|