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 |
4,030.5 |
4,042.5 |
12.0 |
0.3% |
4,146.0 |
High |
4,049.5 |
4,047.5 |
-2.0 |
0.0% |
4,180.0 |
Low |
3,961.0 |
3,976.0 |
15.0 |
0.4% |
3,961.0 |
Close |
4,008.5 |
3,983.5 |
-25.0 |
-0.6% |
4,008.5 |
Range |
88.5 |
71.5 |
-17.0 |
-19.2% |
219.0 |
ATR |
66.3 |
66.6 |
0.4 |
0.6% |
0.0 |
Volume |
1,079,243 |
719,336 |
-359,907 |
-33.3% |
4,486,940 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,216.8 |
4,171.7 |
4,022.8 |
|
R3 |
4,145.3 |
4,100.2 |
4,003.2 |
|
R2 |
4,073.8 |
4,073.8 |
3,996.6 |
|
R1 |
4,028.7 |
4,028.7 |
3,990.1 |
4,015.5 |
PP |
4,002.3 |
4,002.3 |
4,002.3 |
3,995.8 |
S1 |
3,957.2 |
3,957.2 |
3,976.9 |
3,944.0 |
S2 |
3,930.8 |
3,930.8 |
3,970.4 |
|
S3 |
3,859.3 |
3,885.7 |
3,963.8 |
|
S4 |
3,787.8 |
3,814.2 |
3,944.2 |
|
|
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 |
4,161.5 |
3,961.0 |
200.5 |
5.0% |
87.0 |
2.2% |
11% |
False |
False |
935,746 |
10 |
4,200.5 |
3,961.0 |
239.5 |
6.0% |
76.8 |
1.9% |
9% |
False |
False |
813,075 |
20 |
4,215.5 |
3,961.0 |
254.5 |
6.4% |
69.8 |
1.8% |
9% |
False |
False |
795,951 |
40 |
4,221.5 |
3,961.0 |
260.5 |
6.5% |
49.6 |
1.2% |
9% |
False |
False |
414,440 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
44.1 |
1.1% |
30% |
False |
False |
278,203 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
42.3 |
1.1% |
30% |
False |
False |
209,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,351.4 |
2.618 |
4,234.7 |
1.618 |
4,163.2 |
1.000 |
4,119.0 |
0.618 |
4,091.7 |
HIGH |
4,047.5 |
0.618 |
4,020.2 |
0.500 |
4,011.8 |
0.382 |
4,003.3 |
LOW |
3,976.0 |
0.618 |
3,931.8 |
1.000 |
3,904.5 |
1.618 |
3,860.3 |
2.618 |
3,788.8 |
4.250 |
3,672.1 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,011.8 |
4,030.5 |
PP |
4,002.3 |
4,014.8 |
S1 |
3,992.9 |
3,999.2 |
|