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 |
1,726.0 |
1,757.2 |
31.2 |
1.8% |
1,751.8 |
High |
1,765.0 |
1,765.2 |
0.2 |
0.0% |
1,765.2 |
Low |
1,721.8 |
1,749.9 |
28.1 |
1.6% |
1,721.1 |
Close |
1,757.0 |
1,758.4 |
1.4 |
0.1% |
1,758.4 |
Range |
43.2 |
15.3 |
-27.9 |
-64.6% |
44.1 |
ATR |
25.8 |
25.0 |
-0.7 |
-2.9% |
0.0 |
Volume |
246,365 |
151,195 |
-95,170 |
-38.6% |
928,363 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.7 |
1,796.4 |
1,766.8 |
|
R3 |
1,788.4 |
1,781.1 |
1,762.6 |
|
R2 |
1,773.1 |
1,773.1 |
1,761.2 |
|
R1 |
1,765.8 |
1,765.8 |
1,759.8 |
1,769.5 |
PP |
1,757.8 |
1,757.8 |
1,757.8 |
1,759.7 |
S1 |
1,750.5 |
1,750.5 |
1,757.0 |
1,754.2 |
S2 |
1,742.5 |
1,742.5 |
1,755.6 |
|
S3 |
1,727.2 |
1,735.2 |
1,754.2 |
|
S4 |
1,711.9 |
1,719.9 |
1,750.0 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.5 |
1,863.6 |
1,782.7 |
|
R3 |
1,836.4 |
1,819.5 |
1,770.5 |
|
R2 |
1,792.3 |
1,792.3 |
1,766.5 |
|
R1 |
1,775.4 |
1,775.4 |
1,762.4 |
1,783.9 |
PP |
1,748.2 |
1,748.2 |
1,748.2 |
1,752.5 |
S1 |
1,731.3 |
1,731.3 |
1,754.4 |
1,739.8 |
S2 |
1,704.1 |
1,704.1 |
1,750.3 |
|
S3 |
1,660.0 |
1,687.2 |
1,746.3 |
|
S4 |
1,615.9 |
1,643.1 |
1,734.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,765.2 |
1,721.1 |
44.1 |
2.5% |
25.2 |
1.4% |
85% |
True |
False |
185,672 |
10 |
1,788.4 |
1,721.1 |
67.3 |
3.8% |
25.8 |
1.5% |
55% |
False |
False |
177,179 |
20 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
25.8 |
1.5% |
32% |
False |
False |
177,548 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.2% |
25.3 |
1.4% |
51% |
False |
False |
169,729 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.3 |
1.3% |
51% |
False |
False |
145,751 |
80 |
1,910.0 |
1,675.9 |
234.1 |
13.3% |
24.1 |
1.4% |
35% |
False |
False |
110,920 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
24.0 |
1.4% |
33% |
False |
False |
89,733 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.3% |
33% |
False |
False |
75,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.2 |
2.618 |
1,805.3 |
1.618 |
1,790.0 |
1.000 |
1,780.5 |
0.618 |
1,774.7 |
HIGH |
1,765.2 |
0.618 |
1,759.4 |
0.500 |
1,757.6 |
0.382 |
1,755.7 |
LOW |
1,749.9 |
0.618 |
1,740.4 |
1.000 |
1,734.6 |
1.618 |
1,725.1 |
2.618 |
1,709.8 |
4.250 |
1,684.9 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,758.1 |
1,753.3 |
PP |
1,757.8 |
1,748.2 |
S1 |
1,757.6 |
1,743.2 |
|