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 |
14,702.25 |
14,785.00 |
82.75 |
0.6% |
15,319.00 |
High |
14,818.00 |
14,835.00 |
17.00 |
0.1% |
15,399.25 |
Low |
14,537.00 |
14,367.75 |
-169.25 |
-1.2% |
14,537.00 |
Close |
14,761.75 |
14,462.25 |
-299.50 |
-2.0% |
14,761.75 |
Range |
281.00 |
467.25 |
186.25 |
66.3% |
862.25 |
ATR |
229.76 |
246.72 |
16.96 |
7.4% |
0.00 |
Volume |
663,413 |
802,849 |
139,436 |
21.0% |
3,392,505 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,956.75 |
15,676.75 |
14,719.25 |
|
R3 |
15,489.50 |
15,209.50 |
14,590.75 |
|
R2 |
15,022.25 |
15,022.25 |
14,548.00 |
|
R1 |
14,742.25 |
14,742.25 |
14,505.00 |
14,648.50 |
PP |
14,555.00 |
14,555.00 |
14,555.00 |
14,508.25 |
S1 |
14,275.00 |
14,275.00 |
14,419.50 |
14,181.50 |
S2 |
14,087.75 |
14,087.75 |
14,376.50 |
|
S3 |
13,620.50 |
13,807.75 |
14,333.75 |
|
S4 |
13,153.25 |
13,340.50 |
14,205.25 |
|
|
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 |
15,192.25 |
14,367.75 |
824.50 |
5.7% |
325.50 |
2.3% |
11% |
False |
True |
730,394 |
10 |
15,399.25 |
14,367.75 |
1,031.50 |
7.1% |
277.00 |
1.9% |
9% |
False |
True |
644,118 |
20 |
15,702.25 |
14,367.75 |
1,334.50 |
9.2% |
248.00 |
1.7% |
7% |
False |
True |
524,063 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.2% |
206.00 |
1.4% |
7% |
False |
True |
262,688 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.2% |
196.00 |
1.4% |
7% |
False |
True |
175,428 |
80 |
15,702.25 |
13,823.50 |
1,878.75 |
13.0% |
189.00 |
1.3% |
34% |
False |
False |
131,694 |
100 |
15,702.25 |
12,897.75 |
2,804.50 |
19.4% |
190.25 |
1.3% |
56% |
False |
False |
105,363 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.4% |
193.00 |
1.3% |
56% |
False |
False |
87,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,820.75 |
2.618 |
16,058.25 |
1.618 |
15,591.00 |
1.000 |
15,302.25 |
0.618 |
15,123.75 |
HIGH |
14,835.00 |
0.618 |
14,656.50 |
0.500 |
14,601.50 |
0.382 |
14,546.25 |
LOW |
14,367.75 |
0.618 |
14,079.00 |
1.000 |
13,900.50 |
1.618 |
13,611.75 |
2.618 |
13,144.50 |
4.250 |
12,382.00 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,601.50 |
14,625.50 |
PP |
14,555.00 |
14,571.25 |
S1 |
14,508.50 |
14,516.75 |
|