Trading Metrics calculated at close of trading on 04-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
14,737.57 |
14,716.77 |
-20.80 |
-0.1% |
15,209.74 |
High |
14,830.84 |
14,725.95 |
-104.89 |
-0.7% |
15,240.58 |
Low |
14,555.12 |
14,384.93 |
-170.19 |
-1.2% |
14,555.12 |
Close |
14,791.87 |
14,472.12 |
-319.75 |
-2.2% |
14,791.87 |
Range |
275.72 |
341.02 |
65.30 |
23.7% |
685.46 |
ATR |
207.19 |
221.46 |
14.27 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,550.73 |
15,352.44 |
14,659.68 |
|
R3 |
15,209.71 |
15,011.42 |
14,565.90 |
|
R2 |
14,868.69 |
14,868.69 |
14,534.64 |
|
R1 |
14,670.40 |
14,670.40 |
14,503.38 |
14,599.04 |
PP |
14,527.67 |
14,527.67 |
14,527.67 |
14,491.98 |
S1 |
14,329.38 |
14,329.38 |
14,440.86 |
14,258.02 |
S2 |
14,186.65 |
14,186.65 |
14,409.60 |
|
S3 |
13,845.63 |
13,988.36 |
14,378.34 |
|
S4 |
13,504.61 |
13,647.34 |
14,284.56 |
|
|
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 |
15,040.53 |
14,384.93 |
655.60 |
4.5% |
257.69 |
1.8% |
13% |
False |
True |
|
10 |
15,356.92 |
14,384.93 |
971.99 |
6.7% |
206.98 |
1.4% |
9% |
False |
True |
|
20 |
15,701.40 |
14,384.93 |
1,316.47 |
9.1% |
197.05 |
1.4% |
7% |
False |
True |
|
40 |
15,701.40 |
14,384.93 |
1,316.47 |
9.1% |
165.04 |
1.1% |
7% |
False |
True |
|
60 |
15,701.40 |
14,384.93 |
1,316.47 |
9.1% |
158.59 |
1.1% |
7% |
False |
True |
|
80 |
15,701.40 |
13,847.32 |
1,854.08 |
12.8% |
152.71 |
1.1% |
34% |
False |
False |
|
100 |
15,701.40 |
12,994.35 |
2,707.05 |
18.7% |
152.48 |
1.1% |
55% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.9% |
158.79 |
1.1% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,175.29 |
2.618 |
15,618.74 |
1.618 |
15,277.72 |
1.000 |
15,066.97 |
0.618 |
14,936.70 |
HIGH |
14,725.95 |
0.618 |
14,595.68 |
0.500 |
14,555.44 |
0.382 |
14,515.20 |
LOW |
14,384.93 |
0.618 |
14,174.18 |
1.000 |
14,043.91 |
1.618 |
13,833.16 |
2.618 |
13,492.14 |
4.250 |
12,935.60 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,555.44 |
14,636.19 |
PP |
14,527.67 |
14,581.50 |
S1 |
14,499.89 |
14,526.81 |
|