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 |
4,064.5 |
4,030.5 |
-34.0 |
-0.8% |
4,146.0 |
High |
4,100.0 |
4,049.5 |
-50.5 |
-1.2% |
4,180.0 |
Low |
4,010.5 |
3,961.0 |
-49.5 |
-1.2% |
3,961.0 |
Close |
4,048.0 |
4,008.5 |
-39.5 |
-1.0% |
4,008.5 |
Range |
89.5 |
88.5 |
-1.0 |
-1.1% |
219.0 |
ATR |
64.6 |
66.3 |
1.7 |
2.6% |
0.0 |
Volume |
1,087,663 |
1,079,243 |
-8,420 |
-0.8% |
4,486,940 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,271.8 |
4,228.7 |
4,057.2 |
|
R3 |
4,183.3 |
4,140.2 |
4,032.8 |
|
R2 |
4,094.8 |
4,094.8 |
4,024.7 |
|
R1 |
4,051.7 |
4,051.7 |
4,016.6 |
4,029.0 |
PP |
4,006.3 |
4,006.3 |
4,006.3 |
3,995.0 |
S1 |
3,963.2 |
3,963.2 |
4,000.4 |
3,940.5 |
S2 |
3,917.8 |
3,917.8 |
3,992.3 |
|
S3 |
3,829.3 |
3,874.7 |
3,984.2 |
|
S4 |
3,740.8 |
3,786.2 |
3,959.8 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.8 |
4,576.7 |
4,129.0 |
|
R3 |
4,487.8 |
4,357.7 |
4,068.7 |
|
R2 |
4,268.8 |
4,268.8 |
4,048.7 |
|
R1 |
4,138.7 |
4,138.7 |
4,028.6 |
4,094.3 |
PP |
4,049.8 |
4,049.8 |
4,049.8 |
4,027.6 |
S1 |
3,919.7 |
3,919.7 |
3,988.4 |
3,875.3 |
S2 |
3,830.8 |
3,830.8 |
3,968.4 |
|
S3 |
3,611.8 |
3,700.7 |
3,948.3 |
|
S4 |
3,392.8 |
3,481.7 |
3,888.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,180.0 |
3,961.0 |
219.0 |
5.5% |
81.2 |
2.0% |
22% |
False |
True |
897,388 |
10 |
4,200.5 |
3,961.0 |
239.5 |
6.0% |
82.5 |
2.1% |
20% |
False |
True |
860,139 |
20 |
4,215.5 |
3,961.0 |
254.5 |
6.3% |
68.7 |
1.7% |
19% |
False |
True |
762,187 |
40 |
4,221.5 |
3,961.0 |
260.5 |
6.5% |
48.3 |
1.2% |
18% |
False |
True |
396,716 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
43.9 |
1.1% |
37% |
False |
False |
266,272 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
41.4 |
1.0% |
37% |
False |
False |
200,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,425.6 |
2.618 |
4,281.2 |
1.618 |
4,192.7 |
1.000 |
4,138.0 |
0.618 |
4,104.2 |
HIGH |
4,049.5 |
0.618 |
4,015.7 |
0.500 |
4,005.3 |
0.382 |
3,994.8 |
LOW |
3,961.0 |
0.618 |
3,906.3 |
1.000 |
3,872.5 |
1.618 |
3,817.8 |
2.618 |
3,729.3 |
4.250 |
3,584.9 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,007.4 |
4,030.5 |
PP |
4,006.3 |
4,023.2 |
S1 |
4,005.3 |
4,015.8 |
|