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 |
7,063.0 |
7,043.0 |
-20.0 |
-0.3% |
6,940.0 |
High |
7,069.5 |
7,097.5 |
28.0 |
0.4% |
7,101.5 |
Low |
7,007.0 |
7,010.5 |
3.5 |
0.0% |
6,791.5 |
Close |
7,020.5 |
7,032.0 |
11.5 |
0.2% |
7,020.5 |
Range |
62.5 |
87.0 |
24.5 |
39.2% |
310.0 |
ATR |
77.5 |
78.2 |
0.7 |
0.9% |
0.0 |
Volume |
77,365 |
79,915 |
2,550 |
3.3% |
549,682 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,307.5 |
7,257.0 |
7,080.0 |
|
R3 |
7,220.5 |
7,170.0 |
7,056.0 |
|
R2 |
7,133.5 |
7,133.5 |
7,048.0 |
|
R1 |
7,083.0 |
7,083.0 |
7,040.0 |
7,065.0 |
PP |
7,046.5 |
7,046.5 |
7,046.5 |
7,037.5 |
S1 |
6,996.0 |
6,996.0 |
7,024.0 |
6,978.0 |
S2 |
6,959.5 |
6,959.5 |
7,016.0 |
|
S3 |
6,872.5 |
6,909.0 |
7,008.0 |
|
S4 |
6,785.5 |
6,822.0 |
6,984.0 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,901.0 |
7,771.0 |
7,191.0 |
|
R3 |
7,591.0 |
7,461.0 |
7,106.0 |
|
R2 |
7,281.0 |
7,281.0 |
7,077.5 |
|
R1 |
7,151.0 |
7,151.0 |
7,049.0 |
7,216.0 |
PP |
6,971.0 |
6,971.0 |
6,971.0 |
7,004.0 |
S1 |
6,841.0 |
6,841.0 |
6,992.0 |
6,906.0 |
S2 |
6,661.0 |
6,661.0 |
6,963.5 |
|
S3 |
6,351.0 |
6,531.0 |
6,935.0 |
|
S4 |
6,041.0 |
6,221.0 |
6,850.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,101.5 |
6,879.5 |
222.0 |
3.2% |
96.5 |
1.4% |
69% |
False |
False |
97,985 |
10 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
96.0 |
1.4% |
78% |
False |
False |
144,866 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
76.0 |
1.1% |
65% |
False |
False |
101,909 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
46.0 |
0.7% |
65% |
False |
False |
51,048 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
40.0 |
0.6% |
70% |
False |
False |
34,074 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
36.5 |
0.5% |
70% |
False |
False |
25,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,467.0 |
2.618 |
7,325.5 |
1.618 |
7,238.5 |
1.000 |
7,184.5 |
0.618 |
7,151.5 |
HIGH |
7,097.5 |
0.618 |
7,064.5 |
0.500 |
7,054.0 |
0.382 |
7,043.5 |
LOW |
7,010.5 |
0.618 |
6,956.5 |
1.000 |
6,923.5 |
1.618 |
6,869.5 |
2.618 |
6,782.5 |
4.250 |
6,641.0 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,054.0 |
7,054.0 |
PP |
7,046.5 |
7,047.0 |
S1 |
7,039.5 |
7,039.5 |
|