Trading Metrics calculated at close of trading on 04-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
2,970.6040 |
3,292.4640 |
321.8600 |
10.8% |
2,945.5760 |
High |
3,314.6750 |
3,484.1790 |
169.5040 |
5.1% |
3,314.6750 |
Low |
2,969.1750 |
3,259.2440 |
290.0690 |
9.8% |
2,742.6620 |
Close |
3,292.5680 |
3,383.4920 |
90.9240 |
2.8% |
3,292.5680 |
Range |
345.5000 |
224.9350 |
-120.5650 |
-34.9% |
572.0130 |
ATR |
288.8771 |
284.3098 |
-4.5673 |
-1.6% |
0.0000 |
Volume |
852,057 |
470,190 |
-381,867 |
-44.8% |
3,818,799 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,050.4433 |
3,941.9027 |
3,507.2063 |
|
R3 |
3,825.5083 |
3,716.9677 |
3,445.3491 |
|
R2 |
3,600.5733 |
3,600.5733 |
3,424.7301 |
|
R1 |
3,492.0327 |
3,492.0327 |
3,404.1110 |
3,546.3030 |
PP |
3,375.6383 |
3,375.6383 |
3,375.6383 |
3,402.7735 |
S1 |
3,267.0977 |
3,267.0977 |
3,362.8730 |
3,321.3680 |
S2 |
3,150.7033 |
3,150.7033 |
3,342.2539 |
|
S3 |
2,925.7683 |
3,042.1627 |
3,321.6349 |
|
S4 |
2,700.8333 |
2,817.2277 |
3,259.7778 |
|
|
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 |
3,484.1790 |
2,787.4490 |
696.7300 |
20.6% |
238.2310 |
7.0% |
86% |
True |
False |
677,489 |
10 |
3,484.1790 |
2,657.0130 |
827.1660 |
24.4% |
296.0793 |
8.8% |
88% |
True |
False |
889,967 |
20 |
3,968.3000 |
2,657.0130 |
1,311.2870 |
38.8% |
318.6797 |
9.4% |
55% |
False |
False |
893,289 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
40.4% |
272.7649 |
8.1% |
53% |
False |
False |
940,551 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
68.1% |
241.1803 |
7.1% |
72% |
False |
False |
1,034,771 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
68.4% |
233.1324 |
6.9% |
72% |
False |
False |
1,120,841 |
100 |
4,239.5830 |
1,709.6900 |
2,529.8930 |
74.8% |
285.0464 |
8.4% |
66% |
False |
False |
1,181,791 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.6% |
289.6492 |
8.6% |
63% |
False |
False |
1,153,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,440.1528 |
2.618 |
4,073.0588 |
1.618 |
3,848.1238 |
1.000 |
3,709.1140 |
0.618 |
3,623.1888 |
HIGH |
3,484.1790 |
0.618 |
3,398.2538 |
0.500 |
3,371.7115 |
0.382 |
3,345.1692 |
LOW |
3,259.2440 |
0.618 |
3,120.2342 |
1.000 |
3,034.3090 |
1.618 |
2,895.2992 |
2.618 |
2,670.3642 |
4.250 |
2,303.2703 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,379.5652 |
3,304.2035 |
PP |
3,375.6383 |
3,224.9150 |
S1 |
3,371.7115 |
3,145.6265 |
|