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 |
1,757.2 |
1,762.6 |
5.4 |
0.3% |
1,751.8 |
High |
1,765.2 |
1,771.5 |
6.3 |
0.4% |
1,765.2 |
Low |
1,749.9 |
1,747.7 |
-2.2 |
-0.1% |
1,721.1 |
Close |
1,758.4 |
1,767.6 |
9.2 |
0.5% |
1,758.4 |
Range |
15.3 |
23.8 |
8.5 |
55.6% |
44.1 |
ATR |
25.0 |
24.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
151,195 |
166,180 |
14,985 |
9.9% |
928,363 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.7 |
1,824.4 |
1,780.7 |
|
R3 |
1,809.9 |
1,800.6 |
1,774.1 |
|
R2 |
1,786.1 |
1,786.1 |
1,772.0 |
|
R1 |
1,776.8 |
1,776.8 |
1,769.8 |
1,781.5 |
PP |
1,762.3 |
1,762.3 |
1,762.3 |
1,764.6 |
S1 |
1,753.0 |
1,753.0 |
1,765.4 |
1,757.7 |
S2 |
1,738.5 |
1,738.5 |
1,763.2 |
|
S3 |
1,714.7 |
1,729.2 |
1,761.1 |
|
S4 |
1,690.9 |
1,705.4 |
1,754.5 |
|
|
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 |
1,771.5 |
1,721.1 |
50.4 |
2.9% |
26.7 |
1.5% |
92% |
True |
False |
191,393 |
10 |
1,788.4 |
1,721.1 |
67.3 |
3.8% |
25.6 |
1.4% |
69% |
False |
False |
178,552 |
20 |
1,833.5 |
1,721.1 |
112.4 |
6.4% |
25.7 |
1.5% |
41% |
False |
False |
176,607 |
40 |
1,836.9 |
1,675.9 |
161.0 |
9.1% |
24.7 |
1.4% |
57% |
False |
False |
165,805 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
23.4 |
1.3% |
56% |
False |
False |
147,763 |
80 |
1,910.0 |
1,675.9 |
234.1 |
13.2% |
24.0 |
1.4% |
39% |
False |
False |
112,940 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.9 |
1.4% |
37% |
False |
False |
91,328 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.8 |
1.3% |
37% |
False |
False |
76,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.7 |
2.618 |
1,833.8 |
1.618 |
1,810.0 |
1.000 |
1,795.3 |
0.618 |
1,786.2 |
HIGH |
1,771.5 |
0.618 |
1,762.4 |
0.500 |
1,759.6 |
0.382 |
1,756.8 |
LOW |
1,747.7 |
0.618 |
1,733.0 |
1.000 |
1,723.9 |
1.618 |
1,709.2 |
2.618 |
1,685.4 |
4.250 |
1,646.6 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,764.9 |
1,760.6 |
PP |
1,762.3 |
1,753.6 |
S1 |
1,759.6 |
1,746.7 |
|