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 |
34,762.31 |
34,739.27 |
-23.04 |
-0.1% |
34,459.72 |
High |
34,857.06 |
35,061.12 |
204.06 |
0.6% |
34,879.78 |
Low |
34,650.88 |
34,739.27 |
88.39 |
0.3% |
33,613.03 |
Close |
34,798.00 |
34,869.37 |
71.37 |
0.2% |
34,798.00 |
Range |
206.18 |
321.85 |
115.67 |
56.1% |
1,266.75 |
ATR |
370.82 |
367.33 |
-3.50 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,855.47 |
35,684.27 |
35,046.39 |
|
R3 |
35,533.62 |
35,362.42 |
34,957.88 |
|
R2 |
35,211.77 |
35,211.77 |
34,928.38 |
|
R1 |
35,040.57 |
35,040.57 |
34,898.87 |
35,126.17 |
PP |
34,889.92 |
34,889.92 |
34,889.92 |
34,932.72 |
S1 |
34,718.72 |
34,718.72 |
34,839.87 |
34,804.32 |
S2 |
34,568.07 |
34,568.07 |
34,810.36 |
|
S3 |
34,246.22 |
34,396.87 |
34,780.86 |
|
S4 |
33,924.37 |
34,075.02 |
34,692.35 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,230.52 |
37,781.01 |
35,494.71 |
|
R3 |
36,963.77 |
36,514.26 |
35,146.36 |
|
R2 |
35,697.02 |
35,697.02 |
35,030.24 |
|
R1 |
35,247.51 |
35,247.51 |
34,914.12 |
35,472.27 |
PP |
34,430.27 |
34,430.27 |
34,430.27 |
34,542.65 |
S1 |
33,980.76 |
33,980.76 |
34,681.88 |
34,205.52 |
S2 |
33,163.52 |
33,163.52 |
34,565.76 |
|
S3 |
31,896.77 |
32,714.01 |
34,449.64 |
|
S4 |
30,630.02 |
31,447.26 |
34,101.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,061.12 |
33,914.02 |
1,147.10 |
3.3% |
388.98 |
1.1% |
83% |
True |
False |
|
10 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
429.41 |
1.2% |
87% |
True |
False |
|
20 |
35,510.71 |
33,613.03 |
1,897.68 |
5.4% |
334.07 |
1.0% |
66% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
298.44 |
0.9% |
62% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.8% |
304.32 |
0.9% |
62% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
297.42 |
0.9% |
68% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
303.94 |
0.9% |
68% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
297.72 |
0.9% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,428.98 |
2.618 |
35,903.72 |
1.618 |
35,581.87 |
1.000 |
35,382.97 |
0.618 |
35,260.02 |
HIGH |
35,061.12 |
0.618 |
34,938.17 |
0.500 |
34,900.20 |
0.382 |
34,862.22 |
LOW |
34,739.27 |
0.618 |
34,540.37 |
1.000 |
34,417.42 |
1.618 |
34,218.52 |
2.618 |
33,896.67 |
4.250 |
33,371.41 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,900.20 |
34,805.82 |
PP |
34,889.92 |
34,742.26 |
S1 |
34,879.65 |
34,678.71 |
|