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 |
14,769.75 |
14,702.25 |
-67.50 |
-0.5% |
15,319.00 |
High |
14,883.50 |
14,818.00 |
-65.50 |
-0.4% |
15,399.25 |
Low |
14,670.25 |
14,537.00 |
-133.25 |
-0.9% |
14,537.00 |
Close |
14,682.50 |
14,761.75 |
79.25 |
0.5% |
14,761.75 |
Range |
213.25 |
281.00 |
67.75 |
31.8% |
862.25 |
ATR |
225.82 |
229.76 |
3.94 |
1.7% |
0.00 |
Volume |
699,372 |
663,413 |
-35,959 |
-5.1% |
3,392,505 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,548.50 |
15,436.25 |
14,916.25 |
|
R3 |
15,267.50 |
15,155.25 |
14,839.00 |
|
R2 |
14,986.50 |
14,986.50 |
14,813.25 |
|
R1 |
14,874.25 |
14,874.25 |
14,787.50 |
14,930.50 |
PP |
14,705.50 |
14,705.50 |
14,705.50 |
14,733.75 |
S1 |
14,593.25 |
14,593.25 |
14,736.00 |
14,649.50 |
S2 |
14,424.50 |
14,424.50 |
14,710.25 |
|
S3 |
14,143.50 |
14,312.25 |
14,684.50 |
|
S4 |
13,862.50 |
14,031.25 |
14,607.25 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,486.00 |
16,986.25 |
15,236.00 |
|
R3 |
16,623.75 |
16,124.00 |
14,998.75 |
|
R2 |
15,761.50 |
15,761.50 |
14,919.75 |
|
R1 |
15,261.75 |
15,261.75 |
14,840.75 |
15,080.50 |
PP |
14,899.25 |
14,899.25 |
14,899.25 |
14,808.75 |
S1 |
14,399.50 |
14,399.50 |
14,682.75 |
14,218.25 |
S2 |
14,037.00 |
14,037.00 |
14,603.75 |
|
S3 |
13,174.75 |
13,537.25 |
14,524.75 |
|
S4 |
12,312.50 |
12,675.00 |
14,287.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,399.25 |
14,537.00 |
862.25 |
5.8% |
295.25 |
2.0% |
26% |
False |
True |
678,501 |
10 |
15,399.25 |
14,537.00 |
862.25 |
5.8% |
283.25 |
1.9% |
26% |
False |
True |
648,424 |
20 |
15,702.25 |
14,537.00 |
1,165.25 |
7.9% |
230.75 |
1.6% |
19% |
False |
True |
484,076 |
40 |
15,702.25 |
14,537.00 |
1,165.25 |
7.9% |
197.25 |
1.3% |
19% |
False |
True |
242,630 |
60 |
15,702.25 |
14,437.00 |
1,265.25 |
8.6% |
191.50 |
1.3% |
26% |
False |
False |
162,056 |
80 |
15,702.25 |
13,712.75 |
1,989.50 |
13.5% |
186.00 |
1.3% |
53% |
False |
False |
121,660 |
100 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
188.50 |
1.3% |
66% |
False |
False |
97,335 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
191.25 |
1.3% |
66% |
False |
False |
81,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,012.25 |
2.618 |
15,553.75 |
1.618 |
15,272.75 |
1.000 |
15,099.00 |
0.618 |
14,991.75 |
HIGH |
14,818.00 |
0.618 |
14,710.75 |
0.500 |
14,677.50 |
0.382 |
14,644.25 |
LOW |
14,537.00 |
0.618 |
14,363.25 |
1.000 |
14,256.00 |
1.618 |
14,082.25 |
2.618 |
13,801.25 |
4.250 |
13,342.75 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,733.75 |
14,751.75 |
PP |
14,705.50 |
14,741.50 |
S1 |
14,677.50 |
14,731.50 |
|