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 |
4,360.00 |
4,301.00 |
-59.00 |
-1.4% |
4,446.00 |
High |
4,389.00 |
4,365.75 |
-23.25 |
-0.5% |
4,472.00 |
Low |
4,294.25 |
4,260.00 |
-34.25 |
-0.8% |
4,260.00 |
Close |
4,297.75 |
4,343.75 |
46.00 |
1.1% |
4,343.75 |
Range |
94.75 |
105.75 |
11.00 |
11.6% |
212.00 |
ATR |
57.96 |
61.38 |
3.41 |
5.9% |
0.00 |
Volume |
2,373,423 |
2,269,695 |
-103,728 |
-4.4% |
10,072,069 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,640.50 |
4,597.75 |
4,402.00 |
|
R3 |
4,534.75 |
4,492.00 |
4,372.75 |
|
R2 |
4,429.00 |
4,429.00 |
4,363.25 |
|
R1 |
4,386.25 |
4,386.25 |
4,353.50 |
4,407.50 |
PP |
4,323.25 |
4,323.25 |
4,323.25 |
4,333.75 |
S1 |
4,280.50 |
4,280.50 |
4,334.00 |
4,302.00 |
S2 |
4,217.50 |
4,217.50 |
4,324.25 |
|
S3 |
4,111.75 |
4,174.75 |
4,314.75 |
|
S4 |
4,006.00 |
4,069.00 |
4,285.50 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.50 |
4,881.25 |
4,460.25 |
|
R3 |
4,782.50 |
4,669.25 |
4,402.00 |
|
R2 |
4,570.50 |
4,570.50 |
4,382.50 |
|
R1 |
4,457.25 |
4,457.25 |
4,363.25 |
4,408.00 |
PP |
4,358.50 |
4,358.50 |
4,358.50 |
4,334.00 |
S1 |
4,245.25 |
4,245.25 |
4,324.25 |
4,196.00 |
S2 |
4,146.50 |
4,146.50 |
4,305.00 |
|
S3 |
3,934.50 |
4,033.25 |
4,285.50 |
|
S4 |
3,722.50 |
3,821.25 |
4,227.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.00 |
4,260.00 |
212.00 |
4.9% |
77.75 |
1.8% |
40% |
False |
True |
2,014,413 |
10 |
4,472.00 |
4,260.00 |
212.00 |
4.9% |
77.75 |
1.8% |
40% |
False |
True |
1,912,170 |
20 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
62.25 |
1.4% |
30% |
False |
True |
1,570,167 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
48.50 |
1.1% |
30% |
False |
True |
789,267 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.5% |
47.00 |
1.1% |
40% |
False |
False |
526,770 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
44.50 |
1.0% |
54% |
False |
False |
395,347 |
100 |
4,539.50 |
4,011.25 |
528.25 |
12.2% |
45.00 |
1.0% |
63% |
False |
False |
316,310 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.2% |
44.50 |
1.0% |
63% |
False |
False |
263,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,815.25 |
2.618 |
4,642.50 |
1.618 |
4,536.75 |
1.000 |
4,471.50 |
0.618 |
4,431.00 |
HIGH |
4,365.75 |
0.618 |
4,325.25 |
0.500 |
4,313.00 |
0.382 |
4,300.50 |
LOW |
4,260.00 |
0.618 |
4,194.75 |
1.000 |
4,154.25 |
1.618 |
4,089.00 |
2.618 |
3,983.25 |
4.250 |
3,810.50 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,333.50 |
4,337.25 |
PP |
4,323.25 |
4,331.00 |
S1 |
4,313.00 |
4,324.50 |
|