Trading Metrics calculated at close of trading on 05-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,042.5 |
3,995.0 |
-47.5 |
-1.2% |
4,146.0 |
High |
4,047.5 |
4,053.5 |
6.0 |
0.1% |
4,180.0 |
Low |
3,976.0 |
3,968.0 |
-8.0 |
-0.2% |
3,961.0 |
Close |
3,983.5 |
4,050.0 |
66.5 |
1.7% |
4,008.5 |
Range |
71.5 |
85.5 |
14.0 |
19.6% |
219.0 |
ATR |
66.6 |
68.0 |
1.3 |
2.0% |
0.0 |
Volume |
719,336 |
712,187 |
-7,149 |
-1.0% |
4,486,940 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,280.3 |
4,250.7 |
4,097.0 |
|
R3 |
4,194.8 |
4,165.2 |
4,073.5 |
|
R2 |
4,109.3 |
4,109.3 |
4,065.7 |
|
R1 |
4,079.7 |
4,079.7 |
4,057.8 |
4,094.5 |
PP |
4,023.8 |
4,023.8 |
4,023.8 |
4,031.3 |
S1 |
3,994.2 |
3,994.2 |
4,042.2 |
4,009.0 |
S2 |
3,938.3 |
3,938.3 |
4,034.3 |
|
S3 |
3,852.8 |
3,908.7 |
4,026.5 |
|
S4 |
3,767.3 |
3,823.2 |
4,003.0 |
|
|
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 |
4,100.0 |
3,961.0 |
139.0 |
3.4% |
77.9 |
1.9% |
64% |
False |
False |
875,772 |
10 |
4,200.5 |
3,961.0 |
239.5 |
5.9% |
78.2 |
1.9% |
37% |
False |
False |
791,925 |
20 |
4,200.5 |
3,961.0 |
239.5 |
5.9% |
72.5 |
1.8% |
37% |
False |
False |
824,160 |
40 |
4,221.5 |
3,961.0 |
260.5 |
6.4% |
51.3 |
1.3% |
34% |
False |
False |
432,237 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
44.9 |
1.1% |
49% |
False |
False |
290,072 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
43.3 |
1.1% |
49% |
False |
False |
217,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,416.9 |
2.618 |
4,277.3 |
1.618 |
4,191.8 |
1.000 |
4,139.0 |
0.618 |
4,106.3 |
HIGH |
4,053.5 |
0.618 |
4,020.8 |
0.500 |
4,010.8 |
0.382 |
4,000.7 |
LOW |
3,968.0 |
0.618 |
3,915.2 |
1.000 |
3,882.5 |
1.618 |
3,829.7 |
2.618 |
3,744.2 |
4.250 |
3,604.6 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,036.9 |
4,035.8 |
PP |
4,023.8 |
4,021.5 |
S1 |
4,010.8 |
4,007.3 |
|