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 |
48,080 |
49,505 |
1,425 |
3.0% |
43,815 |
High |
50,175 |
52,365 |
2,190 |
4.4% |
48,790 |
Low |
47,300 |
49,305 |
2,005 |
4.2% |
40,875 |
Close |
50,020 |
51,780 |
1,760 |
3.5% |
48,500 |
Range |
2,875 |
3,060 |
185 |
6.4% |
7,915 |
ATR |
2,987 |
2,993 |
5 |
0.2% |
0 |
Volume |
942 |
2,373 |
1,431 |
151.9% |
2,597 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,330 |
59,115 |
53,463 |
|
R3 |
57,270 |
56,055 |
52,622 |
|
R2 |
54,210 |
54,210 |
52,341 |
|
R1 |
52,995 |
52,995 |
52,061 |
53,603 |
PP |
51,150 |
51,150 |
51,150 |
51,454 |
S1 |
49,935 |
49,935 |
51,500 |
50,543 |
S2 |
48,090 |
48,090 |
51,219 |
|
S3 |
45,030 |
46,875 |
50,939 |
|
S4 |
41,970 |
43,815 |
50,097 |
|
|
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 |
52,365 |
40,875 |
11,490 |
22.2% |
3,237 |
6.3% |
95% |
True |
False |
1,015 |
10 |
52,365 |
40,455 |
11,910 |
23.0% |
3,041 |
5.9% |
95% |
True |
False |
806 |
20 |
52,365 |
40,400 |
11,965 |
23.1% |
2,836 |
5.5% |
95% |
True |
False |
509 |
40 |
53,340 |
40,400 |
12,940 |
25.0% |
2,711 |
5.2% |
88% |
False |
False |
285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65,370 |
2.618 |
60,376 |
1.618 |
57,316 |
1.000 |
55,425 |
0.618 |
54,256 |
HIGH |
52,365 |
0.618 |
51,196 |
0.500 |
50,835 |
0.382 |
50,474 |
LOW |
49,305 |
0.618 |
47,414 |
1.000 |
46,245 |
1.618 |
44,354 |
2.618 |
41,294 |
4.250 |
36,300 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
51,465 |
50,502 |
PP |
51,150 |
49,223 |
S1 |
50,835 |
47,945 |
|