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 |
14,838.91 |
14,737.57 |
-101.34 |
-0.7% |
15,209.74 |
High |
14,887.45 |
14,830.84 |
-56.61 |
-0.4% |
15,240.58 |
Low |
14,684.55 |
14,555.12 |
-129.43 |
-0.9% |
14,555.12 |
Close |
14,689.62 |
14,791.87 |
102.25 |
0.7% |
14,791.87 |
Range |
202.90 |
275.72 |
72.82 |
35.9% |
685.46 |
ATR |
201.92 |
207.19 |
5.27 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,553.10 |
15,448.21 |
14,943.52 |
|
R3 |
15,277.38 |
15,172.49 |
14,867.69 |
|
R2 |
15,001.66 |
15,001.66 |
14,842.42 |
|
R1 |
14,896.77 |
14,896.77 |
14,817.14 |
14,949.22 |
PP |
14,725.94 |
14,725.94 |
14,725.94 |
14,752.17 |
S1 |
14,621.05 |
14,621.05 |
14,766.60 |
14,673.50 |
S2 |
14,450.22 |
14,450.22 |
14,741.32 |
|
S3 |
14,174.50 |
14,345.33 |
14,716.05 |
|
S4 |
13,898.78 |
14,069.61 |
14,640.22 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,918.90 |
16,540.85 |
15,168.87 |
|
R3 |
16,233.44 |
15,855.39 |
14,980.37 |
|
R2 |
15,547.98 |
15,547.98 |
14,917.54 |
|
R1 |
15,169.93 |
15,169.93 |
14,854.70 |
15,016.23 |
PP |
14,862.52 |
14,862.52 |
14,862.52 |
14,785.67 |
S1 |
14,484.47 |
14,484.47 |
14,729.04 |
14,330.77 |
S2 |
14,177.06 |
14,177.06 |
14,666.20 |
|
S3 |
13,491.60 |
13,799.01 |
14,603.37 |
|
S4 |
12,806.14 |
13,113.55 |
14,414.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,240.58 |
14,555.12 |
685.46 |
4.6% |
216.31 |
1.5% |
35% |
False |
True |
|
10 |
15,356.92 |
14,555.12 |
801.80 |
5.4% |
206.50 |
1.4% |
30% |
False |
True |
|
20 |
15,701.40 |
14,555.12 |
1,146.28 |
7.7% |
185.33 |
1.3% |
21% |
False |
True |
|
40 |
15,701.40 |
14,555.12 |
1,146.28 |
7.7% |
159.00 |
1.1% |
21% |
False |
True |
|
60 |
15,701.40 |
14,455.07 |
1,246.33 |
8.4% |
155.46 |
1.1% |
27% |
False |
False |
|
80 |
15,701.40 |
13,817.83 |
1,883.57 |
12.7% |
150.26 |
1.0% |
52% |
False |
False |
|
100 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
151.74 |
1.0% |
67% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
157.68 |
1.1% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,002.65 |
2.618 |
15,552.67 |
1.618 |
15,276.95 |
1.000 |
15,106.56 |
0.618 |
15,001.23 |
HIGH |
14,830.84 |
0.618 |
14,725.51 |
0.500 |
14,692.98 |
0.382 |
14,660.45 |
LOW |
14,555.12 |
0.618 |
14,384.73 |
1.000 |
14,279.40 |
1.618 |
14,109.01 |
2.618 |
13,833.29 |
4.250 |
13,383.31 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,758.91 |
14,772.88 |
PP |
14,725.94 |
14,753.89 |
S1 |
14,692.98 |
14,734.90 |
|