Trading Metrics calculated at close of trading on 01-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
41,115.68 |
43,418.28 |
2,302.60 |
5.6% |
42,976.07 |
High |
44,084.81 |
48,135.63 |
4,050.82 |
9.2% |
48,135.63 |
Low |
41,003.56 |
43,320.35 |
2,316.79 |
5.7% |
40,820.14 |
Close |
43,424.61 |
48,120.78 |
4,696.17 |
10.8% |
48,120.78 |
Range |
3,081.25 |
4,815.28 |
1,734.03 |
56.3% |
7,315.49 |
ATR |
2,837.61 |
2,978.88 |
141.26 |
5.0% |
0.00 |
Volume |
64,464 |
106,052 |
41,588 |
64.5% |
237,859 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,971.43 |
59,361.38 |
50,769.18 |
|
R3 |
56,156.15 |
54,546.10 |
49,444.98 |
|
R2 |
51,340.87 |
51,340.87 |
49,003.58 |
|
R1 |
49,730.82 |
49,730.82 |
48,562.18 |
50,535.85 |
PP |
46,525.59 |
46,525.59 |
46,525.59 |
46,928.10 |
S1 |
44,915.54 |
44,915.54 |
47,679.38 |
45,720.57 |
S2 |
41,710.31 |
41,710.31 |
47,237.98 |
|
S3 |
36,895.03 |
40,100.26 |
46,796.58 |
|
S4 |
32,079.75 |
35,284.98 |
45,472.38 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67,638.65 |
65,195.21 |
52,144.30 |
|
R3 |
60,323.16 |
57,879.72 |
50,132.54 |
|
R2 |
53,007.67 |
53,007.67 |
49,461.95 |
|
R1 |
50,564.23 |
50,564.23 |
48,791.37 |
51,785.95 |
PP |
45,692.18 |
45,692.18 |
45,692.18 |
46,303.05 |
S1 |
43,248.74 |
43,248.74 |
47,450.19 |
44,470.46 |
S2 |
38,376.69 |
38,376.69 |
46,779.61 |
|
S3 |
31,061.20 |
35,933.25 |
46,109.02 |
|
S4 |
23,745.71 |
28,617.76 |
44,097.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,135.63 |
40,820.14 |
7,315.49 |
15.2% |
3,056.98 |
6.4% |
100% |
True |
False |
47,571 |
10 |
48,786.60 |
39,716.33 |
9,070.27 |
18.8% |
3,519.82 |
7.3% |
93% |
False |
False |
55,644 |
20 |
52,902.94 |
39,716.33 |
13,186.61 |
27.4% |
3,100.74 |
6.4% |
64% |
False |
False |
48,728 |
40 |
52,902.94 |
39,716.33 |
13,186.61 |
27.4% |
2,796.62 |
5.8% |
64% |
False |
False |
38,650 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
48.9% |
2,640.69 |
5.5% |
80% |
False |
False |
45,345 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
49.8% |
2,683.31 |
5.6% |
80% |
False |
False |
53,598 |
100 |
57,974.81 |
28,957.79 |
29,017.02 |
60.3% |
3,124.97 |
6.5% |
66% |
False |
False |
63,458 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
74.5% |
3,267.41 |
6.8% |
53% |
False |
False |
62,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68,600.57 |
2.618 |
60,742.03 |
1.618 |
55,926.75 |
1.000 |
52,950.91 |
0.618 |
51,111.47 |
HIGH |
48,135.63 |
0.618 |
46,296.19 |
0.500 |
45,727.99 |
0.382 |
45,159.79 |
LOW |
43,320.35 |
0.618 |
40,344.51 |
1.000 |
38,505.07 |
1.618 |
35,529.23 |
2.618 |
30,713.95 |
4.250 |
22,855.41 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
47,323.18 |
46,906.48 |
PP |
46,525.59 |
45,692.18 |
S1 |
45,727.99 |
44,477.89 |
|