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 |
4,349.00 |
4,295.75 |
-53.25 |
-1.2% |
4,446.00 |
High |
4,362.00 |
4,359.75 |
-2.25 |
-0.1% |
4,472.00 |
Low |
4,267.50 |
4,269.00 |
1.50 |
0.0% |
4,260.00 |
Close |
4,291.25 |
4,334.00 |
42.75 |
1.0% |
4,343.75 |
Range |
94.50 |
90.75 |
-3.75 |
-4.0% |
212.00 |
ATR |
63.74 |
65.67 |
1.93 |
3.0% |
0.00 |
Volume |
2,135,338 |
1,650,217 |
-485,121 |
-22.7% |
10,072,069 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.25 |
4,554.25 |
4,384.00 |
|
R3 |
4,502.50 |
4,463.50 |
4,359.00 |
|
R2 |
4,411.75 |
4,411.75 |
4,350.75 |
|
R1 |
4,372.75 |
4,372.75 |
4,342.25 |
4,392.25 |
PP |
4,321.00 |
4,321.00 |
4,321.00 |
4,330.50 |
S1 |
4,282.00 |
4,282.00 |
4,325.75 |
4,301.50 |
S2 |
4,230.25 |
4,230.25 |
4,317.25 |
|
S3 |
4,139.50 |
4,191.25 |
4,309.00 |
|
S4 |
4,048.75 |
4,100.50 |
4,284.00 |
|
|
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 |
4,389.00 |
4,260.00 |
129.00 |
3.0% |
84.00 |
1.9% |
57% |
False |
False |
2,048,879 |
10 |
4,472.00 |
4,260.00 |
212.00 |
4.9% |
77.00 |
1.8% |
35% |
False |
False |
1,825,490 |
20 |
4,519.75 |
4,260.00 |
259.75 |
6.0% |
68.25 |
1.6% |
28% |
False |
False |
1,755,230 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
52.25 |
1.2% |
26% |
False |
False |
883,563 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.5% |
48.50 |
1.1% |
37% |
False |
False |
589,829 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
46.25 |
1.1% |
51% |
False |
False |
442,659 |
100 |
4,539.50 |
4,036.75 |
502.75 |
11.6% |
45.00 |
1.0% |
59% |
False |
False |
354,162 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.2% |
45.50 |
1.0% |
61% |
False |
False |
295,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,745.50 |
2.618 |
4,597.25 |
1.618 |
4,506.50 |
1.000 |
4,450.50 |
0.618 |
4,415.75 |
HIGH |
4,359.75 |
0.618 |
4,325.00 |
0.500 |
4,314.50 |
0.382 |
4,303.75 |
LOW |
4,269.00 |
0.618 |
4,213.00 |
1.000 |
4,178.25 |
1.618 |
4,122.25 |
2.618 |
4,031.50 |
4.250 |
3,883.25 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,327.50 |
4,327.00 |
PP |
4,321.00 |
4,320.00 |
S1 |
4,314.50 |
4,313.00 |
|