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 |
2,819.9160 |
2,970.6040 |
150.6880 |
5.3% |
2,945.5760 |
High |
3,046.0070 |
3,314.6750 |
268.6680 |
8.8% |
3,314.6750 |
Low |
2,807.0740 |
2,969.1750 |
162.1010 |
5.8% |
2,742.6620 |
Close |
2,970.7380 |
3,292.5680 |
321.8300 |
10.8% |
3,292.5680 |
Range |
238.9330 |
345.5000 |
106.5670 |
44.6% |
572.0130 |
ATR |
284.5215 |
288.8771 |
4.3556 |
1.5% |
0.0000 |
Volume |
579,989 |
852,057 |
272,068 |
46.9% |
3,818,799 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,228.6393 |
4,106.1037 |
3,482.5930 |
|
R3 |
3,883.1393 |
3,760.6037 |
3,387.5805 |
|
R2 |
3,537.6393 |
3,537.6393 |
3,355.9097 |
|
R1 |
3,415.1037 |
3,415.1037 |
3,324.2388 |
3,476.3715 |
PP |
3,192.1393 |
3,192.1393 |
3,192.1393 |
3,222.7733 |
S1 |
3,069.6037 |
3,069.6037 |
3,260.8972 |
3,130.8715 |
S2 |
2,846.6393 |
2,846.6393 |
3,229.2263 |
|
S3 |
2,501.1393 |
2,724.1037 |
3,197.5555 |
|
S4 |
2,155.6393 |
2,378.6037 |
3,102.5430 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,832.6740 |
4,634.6340 |
3,607.1752 |
|
R3 |
4,260.6610 |
4,062.6210 |
3,449.8716 |
|
R2 |
3,688.6480 |
3,688.6480 |
3,397.4371 |
|
R1 |
3,490.6080 |
3,490.6080 |
3,345.0025 |
3,589.6280 |
PP |
3,116.6350 |
3,116.6350 |
3,116.6350 |
3,166.1450 |
S1 |
2,918.5950 |
2,918.5950 |
3,240.1335 |
3,017.6150 |
S2 |
2,544.6220 |
2,544.6220 |
3,187.6990 |
|
S3 |
1,972.6090 |
2,346.5820 |
3,135.2644 |
|
S4 |
1,400.5960 |
1,774.5690 |
2,977.9609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,314.6750 |
2,742.6620 |
572.0130 |
17.4% |
277.4910 |
8.4% |
96% |
True |
False |
763,759 |
10 |
3,539.9110 |
2,657.0130 |
882.8980 |
26.8% |
334.0430 |
10.1% |
72% |
False |
False |
922,547 |
20 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
41.5% |
322.8746 |
9.8% |
46% |
False |
False |
914,757 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
41.5% |
272.6632 |
8.3% |
46% |
False |
False |
966,994 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
69.9% |
239.6775 |
7.3% |
68% |
False |
False |
1,052,174 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
70.3% |
232.7091 |
7.1% |
68% |
False |
False |
1,135,872 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
80.8% |
287.0597 |
8.7% |
59% |
False |
False |
1,191,478 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
80.8% |
288.8624 |
8.8% |
59% |
False |
False |
1,156,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,783.0500 |
2.618 |
4,219.1940 |
1.618 |
3,873.6940 |
1.000 |
3,660.1750 |
0.618 |
3,528.1940 |
HIGH |
3,314.6750 |
0.618 |
3,182.6940 |
0.500 |
3,141.9250 |
0.382 |
3,101.1560 |
LOW |
2,969.1750 |
0.618 |
2,755.6560 |
1.000 |
2,623.6750 |
1.618 |
2,410.1560 |
2.618 |
2,064.6560 |
4.250 |
1,500.8000 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,242.3537 |
3,212.0660 |
PP |
3,192.1393 |
3,131.5640 |
S1 |
3,141.9250 |
3,051.0620 |
|