| 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 |
3,141.0260 |
2,945.5760 |
-195.4500 |
-6.2% |
3,377.3040 |
| High |
3,161.2570 |
3,163.8970 |
2.6400 |
0.1% |
3,539.9110 |
| Low |
2,743.6750 |
2,742.6620 |
-1.0130 |
0.0% |
2,657.0130 |
| Close |
2,945.5760 |
2,952.7270 |
7.1510 |
0.2% |
2,945.5760 |
| Range |
417.5820 |
421.2350 |
3.6530 |
0.9% |
882.8980 |
| ATR |
294.6825 |
303.7220 |
9.0395 |
3.1% |
0.0000 |
| Volume |
820,037 |
901,542 |
81,505 |
9.9% |
5,406,673 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,216.8003 |
4,005.9987 |
3,184.4063 |
|
| R3 |
3,795.5653 |
3,584.7637 |
3,068.5666 |
|
| R2 |
3,374.3303 |
3,374.3303 |
3,029.9534 |
|
| R1 |
3,163.5287 |
3,163.5287 |
2,991.3402 |
3,268.9295 |
| PP |
2,953.0953 |
2,953.0953 |
2,953.0953 |
3,005.7958 |
| S1 |
2,742.2937 |
2,742.2937 |
2,914.1138 |
2,847.6945 |
| S2 |
2,531.8603 |
2,531.8603 |
2,875.5006 |
|
| S3 |
2,110.6253 |
2,321.0587 |
2,836.8874 |
|
| S4 |
1,689.3903 |
1,899.8237 |
2,721.0478 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,696.1940 |
5,203.7830 |
3,431.1699 |
|
| R3 |
4,813.2960 |
4,320.8850 |
3,188.3730 |
|
| R2 |
3,930.3980 |
3,930.3980 |
3,107.4406 |
|
| R1 |
3,437.9870 |
3,437.9870 |
3,026.5083 |
3,242.7435 |
| PP |
3,047.5000 |
3,047.5000 |
3,047.5000 |
2,949.8783 |
| S1 |
2,555.0890 |
2,555.0890 |
2,864.6437 |
2,359.8455 |
| S2 |
2,164.6020 |
2,164.6020 |
2,783.7114 |
|
| S3 |
1,281.7040 |
1,672.1910 |
2,702.7791 |
|
| S4 |
398.8060 |
789.2930 |
2,459.9821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,172.3310 |
2,657.0130 |
515.3180 |
17.5% |
353.9276 |
12.0% |
57% |
False |
False |
1,102,446 |
| 10 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
34.3% |
315.7866 |
10.7% |
29% |
False |
False |
938,454 |
| 20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
46.3% |
323.6879 |
11.0% |
22% |
False |
False |
958,883 |
| 40 |
4,024.1120 |
2,419.9240 |
1,604.1880 |
54.3% |
273.7019 |
9.3% |
33% |
False |
False |
1,030,391 |
| 60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
78.0% |
234.0675 |
7.9% |
53% |
False |
False |
1,084,504 |
| 80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
78.4% |
235.0547 |
8.0% |
54% |
False |
False |
1,158,938 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
90.1% |
293.1371 |
9.9% |
47% |
False |
False |
1,201,139 |
| 120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
90.1% |
285.0047 |
9.7% |
47% |
False |
False |
1,148,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,954.1458 |
|
2.618 |
4,266.6902 |
|
1.618 |
3,845.4552 |
|
1.000 |
3,585.1320 |
|
0.618 |
3,424.2202 |
|
HIGH |
3,163.8970 |
|
0.618 |
3,002.9852 |
|
0.500 |
2,953.2795 |
|
0.382 |
2,903.5738 |
|
LOW |
2,742.6620 |
|
0.618 |
2,482.3388 |
|
1.000 |
2,321.4270 |
|
1.618 |
2,061.1038 |
|
2.618 |
1,639.8688 |
|
4.250 |
952.4133 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,953.2795 |
2,957.4965 |
| PP |
2,953.0953 |
2,955.9067 |
| S1 |
2,952.9112 |
2,954.3168 |
|