Trading Metrics calculated at close of trading on 05-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
48,121.80 |
49,021.14 |
899.34 |
1.9% |
42,976.07 |
High |
49,475.33 |
51,699.40 |
2,224.07 |
4.5% |
48,135.63 |
Low |
46,982.28 |
48,622.30 |
1,640.02 |
3.5% |
40,820.14 |
Close |
49,003.43 |
51,373.02 |
2,369.59 |
4.8% |
48,120.78 |
Range |
2,493.05 |
3,077.10 |
584.05 |
23.4% |
7,315.49 |
ATR |
2,944.17 |
2,953.67 |
9.49 |
0.3% |
0.00 |
Volume |
50,977 |
78,305 |
27,328 |
53.6% |
237,859 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59,796.21 |
58,661.71 |
53,065.43 |
|
R3 |
56,719.11 |
55,584.61 |
52,219.22 |
|
R2 |
53,642.01 |
53,642.01 |
51,937.16 |
|
R1 |
52,507.51 |
52,507.51 |
51,655.09 |
53,074.76 |
PP |
50,564.91 |
50,564.91 |
50,564.91 |
50,848.53 |
S1 |
49,430.41 |
49,430.41 |
51,090.95 |
49,997.66 |
S2 |
47,487.81 |
47,487.81 |
50,808.89 |
|
S3 |
44,410.71 |
46,353.31 |
50,526.82 |
|
S4 |
41,333.61 |
43,276.21 |
49,680.62 |
|
|
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 |
51,699.40 |
40,820.14 |
10,879.26 |
21.2% |
3,038.95 |
5.9% |
97% |
True |
False |
64,374 |
10 |
51,699.40 |
39,716.33 |
11,983.07 |
23.3% |
3,120.80 |
6.1% |
97% |
True |
False |
56,544 |
20 |
51,699.40 |
39,716.33 |
11,983.07 |
23.3% |
2,880.26 |
5.6% |
97% |
True |
False |
47,162 |
40 |
52,902.94 |
39,716.33 |
13,186.61 |
25.7% |
2,752.95 |
5.4% |
88% |
False |
False |
39,807 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
45.8% |
2,678.06 |
5.2% |
94% |
False |
False |
46,163 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
46.6% |
2,701.80 |
5.3% |
94% |
False |
False |
53,474 |
100 |
52,902.94 |
28,957.79 |
23,945.15 |
46.6% |
3,057.02 |
6.0% |
94% |
False |
False |
62,768 |
120 |
63,821.08 |
28,957.79 |
34,863.29 |
67.9% |
3,272.05 |
6.4% |
64% |
False |
False |
62,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64,777.08 |
2.618 |
59,755.25 |
1.618 |
56,678.15 |
1.000 |
54,776.50 |
0.618 |
53,601.05 |
HIGH |
51,699.40 |
0.618 |
50,523.95 |
0.500 |
50,160.85 |
0.382 |
49,797.75 |
LOW |
48,622.30 |
0.618 |
46,720.65 |
1.000 |
45,545.20 |
1.618 |
43,643.55 |
2.618 |
40,566.45 |
4.250 |
35,544.63 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
50,968.96 |
50,085.31 |
PP |
50,564.91 |
48,797.59 |
S1 |
50,160.85 |
47,509.88 |
|