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 |
1,756.85 |
1,760.28 |
3.43 |
0.2% |
1,749.64 |
High |
1,762.48 |
1,769.50 |
7.02 |
0.4% |
1,762.48 |
Low |
1,750.58 |
1,748.05 |
-2.53 |
-0.1% |
1,722.02 |
Close |
1,760.27 |
1,769.07 |
8.80 |
0.5% |
1,760.27 |
Range |
11.90 |
21.45 |
9.55 |
80.3% |
40.46 |
ATR |
21.55 |
21.55 |
-0.01 |
0.0% |
0.00 |
Volume |
6,110 |
5,906 |
-204 |
-3.3% |
30,033 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.56 |
1,819.26 |
1,780.87 |
|
R3 |
1,805.11 |
1,797.81 |
1,774.97 |
|
R2 |
1,783.66 |
1,783.66 |
1,773.00 |
|
R1 |
1,776.36 |
1,776.36 |
1,771.04 |
1,780.01 |
PP |
1,762.21 |
1,762.21 |
1,762.21 |
1,764.03 |
S1 |
1,754.91 |
1,754.91 |
1,767.10 |
1,758.56 |
S2 |
1,740.76 |
1,740.76 |
1,765.14 |
|
S3 |
1,719.31 |
1,733.46 |
1,763.17 |
|
S4 |
1,697.86 |
1,712.01 |
1,757.27 |
|
|
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 |
1,769.50 |
1,722.02 |
47.48 |
2.7% |
24.32 |
1.4% |
99% |
True |
False |
6,008 |
10 |
1,784.86 |
1,722.02 |
62.84 |
3.6% |
22.73 |
1.3% |
75% |
False |
False |
5,986 |
20 |
1,826.92 |
1,722.02 |
104.90 |
5.9% |
22.14 |
1.3% |
45% |
False |
False |
6,126 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
21.04 |
1.2% |
54% |
False |
False |
6,264 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.03 |
1.1% |
54% |
False |
False |
6,335 |
80 |
1,902.25 |
1,693.69 |
208.56 |
11.8% |
20.84 |
1.2% |
36% |
False |
False |
6,322 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
21.29 |
1.2% |
34% |
False |
False |
6,331 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
21.29 |
1.2% |
34% |
False |
False |
6,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,860.66 |
2.618 |
1,825.66 |
1.618 |
1,804.21 |
1.000 |
1,790.95 |
0.618 |
1,782.76 |
HIGH |
1,769.50 |
0.618 |
1,761.31 |
0.500 |
1,758.78 |
0.382 |
1,756.24 |
LOW |
1,748.05 |
0.618 |
1,734.79 |
1.000 |
1,726.60 |
1.618 |
1,713.34 |
2.618 |
1,691.89 |
4.250 |
1,656.89 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,765.64 |
1,761.43 |
PP |
1,762.21 |
1,753.78 |
S1 |
1,758.78 |
1,746.14 |
|