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 |
34,322 |
33,752 |
-570 |
-1.7% |
34,696 |
High |
34,554 |
34,354 |
-200 |
-0.6% |
34,934 |
Low |
33,688 |
33,383 |
-305 |
-0.9% |
33,383 |
Close |
33,722 |
34,167 |
445 |
1.3% |
34,167 |
Range |
866 |
971 |
105 |
12.1% |
1,551 |
ATR |
460 |
496 |
37 |
7.9% |
0 |
Volume |
236,686 |
221,715 |
-14,971 |
-6.3% |
1,096,025 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,881 |
36,495 |
34,701 |
|
R3 |
35,910 |
35,524 |
34,434 |
|
R2 |
34,939 |
34,939 |
34,345 |
|
R1 |
34,553 |
34,553 |
34,256 |
34,746 |
PP |
33,968 |
33,968 |
33,968 |
34,065 |
S1 |
33,582 |
33,582 |
34,078 |
33,775 |
S2 |
32,997 |
32,997 |
33,989 |
|
S3 |
32,026 |
32,611 |
33,900 |
|
S4 |
31,055 |
31,640 |
33,633 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,814 |
38,042 |
35,020 |
|
R3 |
37,263 |
36,491 |
34,594 |
|
R2 |
35,712 |
35,712 |
34,451 |
|
R1 |
34,940 |
34,940 |
34,309 |
34,551 |
PP |
34,161 |
34,161 |
34,161 |
33,967 |
S1 |
33,389 |
33,389 |
34,025 |
33,000 |
S2 |
32,610 |
32,610 |
33,883 |
|
S3 |
31,059 |
31,838 |
33,741 |
|
S4 |
29,508 |
30,287 |
33,314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,934 |
33,383 |
1,551 |
4.5% |
627 |
1.8% |
51% |
False |
True |
219,205 |
10 |
34,934 |
33,383 |
1,551 |
4.5% |
615 |
1.8% |
51% |
False |
True |
220,148 |
20 |
35,383 |
33,383 |
2,000 |
5.9% |
511 |
1.5% |
39% |
False |
True |
167,453 |
40 |
35,429 |
33,383 |
2,046 |
6.0% |
394 |
1.2% |
38% |
False |
True |
83,814 |
60 |
35,429 |
33,383 |
2,046 |
6.0% |
380 |
1.1% |
38% |
False |
True |
55,910 |
80 |
35,429 |
32,804 |
2,625 |
7.7% |
375 |
1.1% |
52% |
False |
False |
41,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,481 |
2.618 |
36,896 |
1.618 |
35,925 |
1.000 |
35,325 |
0.618 |
34,954 |
HIGH |
34,354 |
0.618 |
33,983 |
0.500 |
33,869 |
0.382 |
33,754 |
LOW |
33,383 |
0.618 |
32,783 |
1.000 |
32,412 |
1.618 |
31,812 |
2.618 |
30,841 |
4.250 |
29,256 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
34,068 |
34,101 |
PP |
33,968 |
34,035 |
S1 |
33,869 |
33,969 |
|