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 |
111.959 |
111.252 |
-0.707 |
-0.6% |
110.705 |
High |
112.075 |
111.483 |
-0.592 |
-0.5% |
112.075 |
Low |
111.237 |
110.906 |
-0.331 |
-0.3% |
110.535 |
Close |
111.253 |
111.067 |
-0.186 |
-0.2% |
111.067 |
Range |
0.838 |
0.577 |
-0.261 |
-31.1% |
1.540 |
ATR |
0.587 |
0.586 |
-0.001 |
-0.1% |
0.000 |
Volume |
169,767 |
194,939 |
25,172 |
14.8% |
838,343 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.883 |
112.552 |
111.384 |
|
R3 |
112.306 |
111.975 |
111.226 |
|
R2 |
111.729 |
111.729 |
111.173 |
|
R1 |
111.398 |
111.398 |
111.120 |
111.275 |
PP |
111.152 |
111.152 |
111.152 |
111.091 |
S1 |
110.821 |
110.821 |
111.014 |
110.698 |
S2 |
110.575 |
110.575 |
110.961 |
|
S3 |
109.998 |
110.244 |
110.908 |
|
S4 |
109.421 |
109.667 |
110.750 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.846 |
114.996 |
111.914 |
|
R3 |
114.306 |
113.456 |
111.491 |
|
R2 |
112.766 |
112.766 |
111.349 |
|
R1 |
111.916 |
111.916 |
111.208 |
112.341 |
PP |
111.226 |
111.226 |
111.226 |
111.438 |
S1 |
110.376 |
110.376 |
110.926 |
110.801 |
S2 |
109.686 |
109.686 |
110.785 |
|
S3 |
108.146 |
108.836 |
110.644 |
|
S4 |
106.606 |
107.296 |
110.220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112.075 |
110.535 |
1.540 |
1.4% |
0.697 |
0.6% |
35% |
False |
False |
167,668 |
10 |
112.075 |
109.121 |
2.954 |
2.7% |
0.666 |
0.6% |
66% |
False |
False |
152,312 |
20 |
112.075 |
109.113 |
2.962 |
2.7% |
0.582 |
0.5% |
66% |
False |
False |
136,948 |
40 |
112.075 |
109.113 |
2.962 |
2.7% |
0.528 |
0.5% |
66% |
False |
False |
133,447 |
60 |
112.075 |
108.722 |
3.353 |
3.0% |
0.543 |
0.5% |
70% |
False |
False |
136,223 |
80 |
112.075 |
108.722 |
3.353 |
3.0% |
0.548 |
0.5% |
70% |
False |
False |
135,947 |
100 |
112.075 |
108.563 |
3.512 |
3.2% |
0.548 |
0.5% |
71% |
False |
False |
135,598 |
120 |
112.075 |
107.478 |
4.597 |
4.1% |
0.551 |
0.5% |
78% |
False |
False |
135,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.935 |
2.618 |
112.994 |
1.618 |
112.417 |
1.000 |
112.060 |
0.618 |
111.840 |
HIGH |
111.483 |
0.618 |
111.263 |
0.500 |
111.195 |
0.382 |
111.126 |
LOW |
110.906 |
0.618 |
110.549 |
1.000 |
110.329 |
1.618 |
109.972 |
2.618 |
109.395 |
4.250 |
108.454 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
111.195 |
111.491 |
PP |
111.152 |
111.349 |
S1 |
111.110 |
111.208 |
|