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 |
15,300.25 |
15,319.00 |
18.75 |
0.1% |
15,284.00 |
High |
15,334.25 |
15,399.25 |
65.00 |
0.4% |
15,347.00 |
Low |
15,176.75 |
15,084.00 |
-92.75 |
-0.6% |
14,807.50 |
Close |
15,318.75 |
15,194.75 |
-124.00 |
-0.8% |
15,318.75 |
Range |
157.50 |
315.25 |
157.75 |
100.2% |
539.50 |
ATR |
202.21 |
210.28 |
8.07 |
4.0% |
0.00 |
Volume |
470,511 |
543,381 |
72,870 |
15.5% |
3,091,742 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,171.75 |
15,998.50 |
15,368.25 |
|
R3 |
15,856.50 |
15,683.25 |
15,281.50 |
|
R2 |
15,541.25 |
15,541.25 |
15,252.50 |
|
R1 |
15,368.00 |
15,368.00 |
15,223.75 |
15,297.00 |
PP |
15,226.00 |
15,226.00 |
15,226.00 |
15,190.50 |
S1 |
15,052.75 |
15,052.75 |
15,165.75 |
14,981.75 |
S2 |
14,910.75 |
14,910.75 |
15,137.00 |
|
S3 |
14,595.50 |
14,737.50 |
15,108.00 |
|
S4 |
14,280.25 |
14,422.25 |
15,021.25 |
|
|
Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,776.25 |
16,587.00 |
15,615.50 |
|
R3 |
16,236.75 |
16,047.50 |
15,467.00 |
|
R2 |
15,697.25 |
15,697.25 |
15,417.75 |
|
R1 |
15,508.00 |
15,508.00 |
15,368.25 |
15,602.50 |
PP |
15,157.75 |
15,157.75 |
15,157.75 |
15,205.00 |
S1 |
14,968.50 |
14,968.50 |
15,269.25 |
15,063.00 |
S2 |
14,618.25 |
14,618.25 |
15,219.75 |
|
S3 |
14,078.75 |
14,429.00 |
15,170.50 |
|
S4 |
13,539.25 |
13,889.50 |
15,022.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,399.25 |
14,930.50 |
468.75 |
3.1% |
228.25 |
1.5% |
56% |
True |
False |
557,842 |
10 |
15,532.50 |
14,807.50 |
725.00 |
4.8% |
248.50 |
1.6% |
53% |
False |
False |
580,218 |
20 |
15,702.25 |
14,807.50 |
894.75 |
5.9% |
202.50 |
1.3% |
43% |
False |
False |
342,022 |
40 |
15,702.25 |
14,699.00 |
1,003.25 |
6.6% |
181.25 |
1.2% |
49% |
False |
False |
171,480 |
60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.3% |
185.50 |
1.2% |
60% |
False |
False |
114,619 |
80 |
15,702.25 |
13,450.00 |
2,252.25 |
14.8% |
180.00 |
1.2% |
77% |
False |
False |
86,049 |
100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.5% |
188.25 |
1.2% |
82% |
False |
False |
68,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,739.00 |
2.618 |
16,224.50 |
1.618 |
15,909.25 |
1.000 |
15,714.50 |
0.618 |
15,594.00 |
HIGH |
15,399.25 |
0.618 |
15,278.75 |
0.500 |
15,241.50 |
0.382 |
15,204.50 |
LOW |
15,084.00 |
0.618 |
14,889.25 |
1.000 |
14,768.75 |
1.618 |
14,574.00 |
2.618 |
14,258.75 |
4.250 |
13,744.25 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,241.50 |
15,241.50 |
PP |
15,226.00 |
15,226.00 |
S1 |
15,210.50 |
15,210.50 |
|