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 |
15,222.34 |
15,209.74 |
-12.60 |
-0.1% |
15,068.65 |
High |
15,345.54 |
15,240.58 |
-104.96 |
-0.7% |
15,356.92 |
Low |
15,209.16 |
15,106.45 |
-102.71 |
-0.7% |
14,821.03 |
Close |
15,329.68 |
15,204.82 |
-124.86 |
-0.8% |
15,329.68 |
Range |
136.38 |
134.13 |
-2.25 |
-1.6% |
535.89 |
ATR |
181.28 |
184.28 |
3.00 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,586.34 |
15,529.71 |
15,278.59 |
|
R3 |
15,452.21 |
15,395.58 |
15,241.71 |
|
R2 |
15,318.08 |
15,318.08 |
15,229.41 |
|
R1 |
15,261.45 |
15,261.45 |
15,217.12 |
15,222.70 |
PP |
15,183.95 |
15,183.95 |
15,183.95 |
15,164.58 |
S1 |
15,127.32 |
15,127.32 |
15,192.52 |
15,088.57 |
S2 |
15,049.82 |
15,049.82 |
15,180.23 |
|
S3 |
14,915.69 |
14,993.19 |
15,167.93 |
|
S4 |
14,781.56 |
14,859.06 |
15,131.05 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.88 |
16,589.17 |
15,624.42 |
|
R3 |
16,240.99 |
16,053.28 |
15,477.05 |
|
R2 |
15,705.10 |
15,705.10 |
15,427.93 |
|
R1 |
15,517.39 |
15,517.39 |
15,378.80 |
15,611.25 |
PP |
15,169.21 |
15,169.21 |
15,169.21 |
15,216.14 |
S1 |
14,981.50 |
14,981.50 |
15,280.56 |
15,075.36 |
S2 |
14,633.32 |
14,633.32 |
15,231.43 |
|
S3 |
14,097.43 |
14,445.61 |
15,182.31 |
|
S4 |
13,561.54 |
13,909.72 |
15,034.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,356.92 |
14,986.98 |
369.94 |
2.4% |
156.27 |
1.0% |
59% |
False |
False |
|
10 |
15,539.14 |
14,821.03 |
718.11 |
4.7% |
185.46 |
1.2% |
53% |
False |
False |
|
20 |
15,701.40 |
14,821.03 |
880.37 |
5.8% |
160.43 |
1.1% |
44% |
False |
False |
|
40 |
15,701.40 |
14,774.08 |
927.32 |
6.1% |
148.18 |
1.0% |
46% |
False |
False |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.2% |
150.27 |
1.0% |
60% |
False |
False |
|
80 |
15,701.40 |
13,613.58 |
2,087.82 |
13.7% |
145.00 |
1.0% |
76% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.0% |
151.49 |
1.0% |
82% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.0% |
153.57 |
1.0% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,810.63 |
2.618 |
15,591.73 |
1.618 |
15,457.60 |
1.000 |
15,374.71 |
0.618 |
15,323.47 |
HIGH |
15,240.58 |
0.618 |
15,189.34 |
0.500 |
15,173.52 |
0.382 |
15,157.69 |
LOW |
15,106.45 |
0.618 |
15,023.56 |
1.000 |
14,972.32 |
1.618 |
14,889.43 |
2.618 |
14,755.30 |
4.250 |
14,536.40 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,194.39 |
15,231.69 |
PP |
15,183.95 |
15,222.73 |
S1 |
15,173.52 |
15,213.78 |
|