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 |
1,726.28 |
1,756.85 |
30.57 |
1.8% |
1,749.64 |
High |
1,762.18 |
1,762.48 |
0.30 |
0.0% |
1,762.48 |
Low |
1,722.77 |
1,750.58 |
27.81 |
1.6% |
1,722.02 |
Close |
1,756.85 |
1,760.27 |
3.42 |
0.2% |
1,760.27 |
Range |
39.41 |
11.90 |
-27.51 |
-69.8% |
40.46 |
ATR |
22.30 |
21.55 |
-0.74 |
-3.3% |
0.00 |
Volume |
6,063 |
6,110 |
47 |
0.8% |
30,033 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.48 |
1,788.77 |
1,766.82 |
|
R3 |
1,781.58 |
1,776.87 |
1,763.54 |
|
R2 |
1,769.68 |
1,769.68 |
1,762.45 |
|
R1 |
1,764.97 |
1,764.97 |
1,761.36 |
1,767.33 |
PP |
1,757.78 |
1,757.78 |
1,757.78 |
1,758.95 |
S1 |
1,753.07 |
1,753.07 |
1,759.18 |
1,755.43 |
S2 |
1,745.88 |
1,745.88 |
1,758.09 |
|
S3 |
1,733.98 |
1,741.17 |
1,757.00 |
|
S4 |
1,722.08 |
1,729.27 |
1,753.73 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.64 |
1,855.41 |
1,782.52 |
|
R3 |
1,829.18 |
1,814.95 |
1,771.40 |
|
R2 |
1,788.72 |
1,788.72 |
1,767.69 |
|
R1 |
1,774.49 |
1,774.49 |
1,763.98 |
1,781.61 |
PP |
1,748.26 |
1,748.26 |
1,748.26 |
1,751.81 |
S1 |
1,734.03 |
1,734.03 |
1,756.56 |
1,741.15 |
S2 |
1,707.80 |
1,707.80 |
1,752.85 |
|
S3 |
1,667.34 |
1,693.57 |
1,749.14 |
|
S4 |
1,626.88 |
1,653.11 |
1,738.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,762.48 |
1,722.02 |
40.46 |
2.3% |
22.81 |
1.3% |
95% |
True |
False |
6,006 |
10 |
1,784.86 |
1,722.02 |
62.84 |
3.6% |
22.74 |
1.3% |
61% |
False |
False |
5,984 |
20 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
22.28 |
1.3% |
34% |
False |
False |
6,140 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
21.63 |
1.2% |
48% |
False |
False |
6,291 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.92 |
1.1% |
48% |
False |
False |
6,352 |
80 |
1,902.25 |
1,693.69 |
208.56 |
11.8% |
20.90 |
1.2% |
32% |
False |
False |
6,328 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.36 |
1.2% |
30% |
False |
False |
6,335 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.23 |
1.2% |
30% |
False |
False |
6,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.06 |
2.618 |
1,793.63 |
1.618 |
1,781.73 |
1.000 |
1,774.38 |
0.618 |
1,769.83 |
HIGH |
1,762.48 |
0.618 |
1,757.93 |
0.500 |
1,756.53 |
0.382 |
1,755.13 |
LOW |
1,750.58 |
0.618 |
1,743.23 |
1.000 |
1,738.68 |
1.618 |
1,731.33 |
2.618 |
1,719.43 |
4.250 |
1,700.01 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.02 |
1,754.26 |
PP |
1,757.78 |
1,748.26 |
S1 |
1,756.53 |
1,742.25 |
|