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 |
41,240 |
43,735 |
2,495 |
6.0% |
43,635 |
High |
44,175 |
48,705 |
4,530 |
10.3% |
48,705 |
Low |
41,040 |
43,330 |
2,290 |
5.6% |
40,785 |
Close |
43,615 |
48,390 |
4,775 |
10.9% |
48,390 |
Range |
3,135 |
5,375 |
2,240 |
71.5% |
7,920 |
ATR |
2,849 |
3,030 |
180 |
6.3% |
0 |
Volume |
4,869 |
9,404 |
4,535 |
93.1% |
27,854 |
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,933 |
61,037 |
51,346 |
|
R3 |
57,558 |
55,662 |
49,868 |
|
R2 |
52,183 |
52,183 |
49,375 |
|
R1 |
50,287 |
50,287 |
48,883 |
51,235 |
PP |
46,808 |
46,808 |
46,808 |
47,283 |
S1 |
44,912 |
44,912 |
47,897 |
45,860 |
S2 |
41,433 |
41,433 |
47,405 |
|
S3 |
36,058 |
39,537 |
46,912 |
|
S4 |
30,683 |
34,162 |
45,434 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69,720 |
66,975 |
52,746 |
|
R3 |
61,800 |
59,055 |
50,568 |
|
R2 |
53,880 |
53,880 |
49,842 |
|
R1 |
51,135 |
51,135 |
49,116 |
52,508 |
PP |
45,960 |
45,960 |
45,960 |
46,646 |
S1 |
43,215 |
43,215 |
47,664 |
44,588 |
S2 |
38,040 |
38,040 |
46,938 |
|
S3 |
30,120 |
35,295 |
46,212 |
|
S4 |
22,200 |
27,375 |
44,034 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,705 |
40,785 |
7,920 |
16.4% |
2,950 |
6.1% |
96% |
True |
False |
5,570 |
10 |
48,705 |
40,190 |
8,515 |
17.6% |
3,408 |
7.0% |
96% |
True |
False |
5,412 |
20 |
53,210 |
40,190 |
13,020 |
26.9% |
3,190 |
6.6% |
63% |
False |
False |
3,054 |
40 |
53,210 |
40,090 |
13,120 |
27.1% |
2,851 |
5.9% |
63% |
False |
False |
1,590 |
60 |
53,210 |
29,310 |
23,900 |
49.4% |
2,619 |
5.4% |
80% |
False |
False |
1,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71,549 |
2.618 |
62,777 |
1.618 |
57,402 |
1.000 |
54,080 |
0.618 |
52,027 |
HIGH |
48,705 |
0.618 |
46,652 |
0.500 |
46,018 |
0.382 |
45,383 |
LOW |
43,330 |
0.618 |
40,008 |
1.000 |
37,955 |
1.618 |
34,633 |
2.618 |
29,258 |
4.250 |
20,486 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
47,599 |
47,175 |
PP |
46,808 |
45,960 |
S1 |
46,018 |
44,745 |
|