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 |
1,746.0 |
1,754.2 |
8.2 |
0.5% |
1,755.6 |
High |
1,759.9 |
1,762.6 |
2.7 |
0.2% |
1,789.7 |
Low |
1,743.0 |
1,747.5 |
4.5 |
0.3% |
1,740.0 |
Close |
1,753.8 |
1,754.0 |
0.2 |
0.0% |
1,753.8 |
Range |
16.9 |
15.1 |
-1.8 |
-10.7% |
49.7 |
ATR |
23.8 |
23.2 |
-0.6 |
-2.6% |
0.0 |
Volume |
1,772 |
1,815 |
43 |
2.4% |
12,364 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.0 |
1,792.1 |
1,762.3 |
|
R3 |
1,784.9 |
1,777.0 |
1,758.2 |
|
R2 |
1,769.8 |
1,769.8 |
1,756.8 |
|
R1 |
1,761.9 |
1,761.9 |
1,755.4 |
1,758.3 |
PP |
1,754.7 |
1,754.7 |
1,754.7 |
1,752.9 |
S1 |
1,746.8 |
1,746.8 |
1,752.6 |
1,743.2 |
S2 |
1,739.6 |
1,739.6 |
1,751.2 |
|
S3 |
1,724.5 |
1,731.7 |
1,749.8 |
|
S4 |
1,709.4 |
1,716.6 |
1,745.7 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.3 |
1,881.7 |
1,781.1 |
|
R3 |
1,860.6 |
1,832.0 |
1,767.5 |
|
R2 |
1,810.9 |
1,810.9 |
1,762.9 |
|
R1 |
1,782.3 |
1,782.3 |
1,758.4 |
1,771.8 |
PP |
1,761.2 |
1,761.2 |
1,761.2 |
1,755.9 |
S1 |
1,732.6 |
1,732.6 |
1,749.2 |
1,722.1 |
S2 |
1,711.5 |
1,711.5 |
1,744.7 |
|
S3 |
1,661.8 |
1,682.9 |
1,740.1 |
|
S4 |
1,612.1 |
1,633.2 |
1,726.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,789.7 |
1,740.0 |
49.7 |
2.8% |
23.3 |
1.3% |
28% |
False |
False |
2,159 |
10 |
1,812.7 |
1,740.0 |
72.7 |
4.1% |
25.6 |
1.5% |
19% |
False |
False |
2,114 |
20 |
1,838.7 |
1,740.0 |
98.7 |
5.6% |
22.1 |
1.3% |
14% |
False |
False |
2,441 |
40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.9 |
1.3% |
47% |
False |
False |
2,067 |
60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.6 |
1.2% |
46% |
False |
False |
2,202 |
80 |
1,910.8 |
1,680.0 |
230.8 |
13.2% |
22.8 |
1.3% |
32% |
False |
False |
1,838 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
21.7 |
1.2% |
30% |
False |
False |
1,613 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
20.1 |
1.1% |
30% |
False |
False |
1,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.8 |
2.618 |
1,802.1 |
1.618 |
1,787.0 |
1.000 |
1,777.7 |
0.618 |
1,771.9 |
HIGH |
1,762.6 |
0.618 |
1,756.8 |
0.500 |
1,755.1 |
0.382 |
1,753.3 |
LOW |
1,747.5 |
0.618 |
1,738.2 |
1.000 |
1,732.4 |
1.618 |
1,723.1 |
2.618 |
1,708.0 |
4.250 |
1,683.3 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,755.1 |
1,759.3 |
PP |
1,754.7 |
1,757.5 |
S1 |
1,754.4 |
1,755.8 |
|