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 |
41,170 |
43,925 |
2,755 |
6.7% |
43,815 |
High |
44,235 |
48,790 |
4,555 |
10.3% |
48,790 |
Low |
41,145 |
43,525 |
2,380 |
5.8% |
40,875 |
Close |
43,760 |
48,500 |
4,740 |
10.8% |
48,500 |
Range |
3,090 |
5,265 |
2,175 |
70.4% |
7,915 |
ATR |
2,822 |
2,996 |
175 |
6.2% |
0 |
Volume |
343 |
1,245 |
902 |
263.0% |
2,597 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,733 |
60,882 |
51,396 |
|
R3 |
57,468 |
55,617 |
49,948 |
|
R2 |
52,203 |
52,203 |
49,465 |
|
R1 |
50,352 |
50,352 |
48,983 |
51,278 |
PP |
46,938 |
46,938 |
46,938 |
47,401 |
S1 |
45,087 |
45,087 |
48,017 |
46,013 |
S2 |
41,673 |
41,673 |
47,535 |
|
S3 |
36,408 |
39,822 |
47,052 |
|
S4 |
31,143 |
34,557 |
45,604 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69,800 |
67,065 |
52,853 |
|
R3 |
61,885 |
59,150 |
50,677 |
|
R2 |
53,970 |
53,970 |
49,951 |
|
R1 |
51,235 |
51,235 |
49,226 |
52,603 |
PP |
46,055 |
46,055 |
46,055 |
46,739 |
S1 |
43,320 |
43,320 |
47,774 |
44,688 |
S2 |
38,140 |
38,140 |
47,049 |
|
S3 |
30,225 |
35,405 |
46,323 |
|
S4 |
22,310 |
27,490 |
44,147 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,790 |
40,875 |
7,915 |
16.3% |
2,890 |
6.0% |
96% |
True |
False |
519 |
10 |
48,790 |
40,400 |
8,390 |
17.3% |
3,343 |
6.9% |
97% |
True |
False |
537 |
20 |
53,340 |
40,400 |
12,940 |
26.7% |
3,139 |
6.5% |
63% |
False |
False |
358 |
40 |
53,340 |
40,185 |
13,155 |
27.1% |
2,739 |
5.6% |
63% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71,166 |
2.618 |
62,574 |
1.618 |
57,309 |
1.000 |
54,055 |
0.618 |
52,044 |
HIGH |
48,790 |
0.618 |
46,779 |
0.500 |
46,158 |
0.382 |
45,536 |
LOW |
43,525 |
0.618 |
40,271 |
1.000 |
38,260 |
1.618 |
35,006 |
2.618 |
29,741 |
4.250 |
21,149 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
47,719 |
47,278 |
PP |
46,938 |
46,055 |
S1 |
46,158 |
44,833 |
|