Trading Metrics calculated at close of trading on 28-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
7,043.0 |
7,030.0 |
-13.0 |
-0.2% |
6,940.0 |
High |
7,097.5 |
7,050.0 |
-47.5 |
-0.7% |
7,101.5 |
Low |
7,010.5 |
6,975.5 |
-35.0 |
-0.5% |
6,791.5 |
Close |
7,032.0 |
6,997.0 |
-35.0 |
-0.5% |
7,020.5 |
Range |
87.0 |
74.5 |
-12.5 |
-14.4% |
310.0 |
ATR |
78.2 |
77.9 |
-0.3 |
-0.3% |
0.0 |
Volume |
79,915 |
105,302 |
25,387 |
31.8% |
549,682 |
|
Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,231.0 |
7,188.5 |
7,038.0 |
|
R3 |
7,156.5 |
7,114.0 |
7,017.5 |
|
R2 |
7,082.0 |
7,082.0 |
7,010.5 |
|
R1 |
7,039.5 |
7,039.5 |
7,004.0 |
7,023.5 |
PP |
7,007.5 |
7,007.5 |
7,007.5 |
6,999.5 |
S1 |
6,965.0 |
6,965.0 |
6,990.0 |
6,949.0 |
S2 |
6,933.0 |
6,933.0 |
6,983.5 |
|
S3 |
6,858.5 |
6,890.5 |
6,976.5 |
|
S4 |
6,784.0 |
6,816.0 |
6,956.0 |
|
|
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 |
6,898.0 |
203.5 |
2.9% |
92.5 |
1.3% |
49% |
False |
False |
95,018 |
10 |
7,101.5 |
6,791.5 |
310.0 |
4.4% |
97.0 |
1.4% |
66% |
False |
False |
115,394 |
20 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
77.0 |
1.1% |
56% |
False |
False |
107,171 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
47.5 |
0.7% |
56% |
False |
False |
53,680 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
41.0 |
0.6% |
62% |
False |
False |
35,829 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
37.0 |
0.5% |
62% |
False |
False |
26,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,366.5 |
2.618 |
7,245.0 |
1.618 |
7,170.5 |
1.000 |
7,124.5 |
0.618 |
7,096.0 |
HIGH |
7,050.0 |
0.618 |
7,021.5 |
0.500 |
7,013.0 |
0.382 |
7,004.0 |
LOW |
6,975.5 |
0.618 |
6,929.5 |
1.000 |
6,901.0 |
1.618 |
6,855.0 |
2.618 |
6,780.5 |
4.250 |
6,659.0 |
|
|
Fisher Pivots for day following 28-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,013.0 |
7,036.5 |
PP |
7,007.5 |
7,023.5 |
S1 |
7,002.0 |
7,010.0 |
|