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 |
34,467.98 |
33,930.70 |
-537.28 |
-1.6% |
34,739.27 |
High |
34,556.09 |
34,490.56 |
-65.53 |
-0.2% |
35,061.12 |
Low |
33,833.32 |
33,785.54 |
-47.78 |
-0.1% |
33,785.54 |
Close |
33,843.92 |
34,326.46 |
482.54 |
1.4% |
34,326.46 |
Range |
722.77 |
705.02 |
-17.75 |
-2.5% |
1,275.58 |
ATR |
402.19 |
423.82 |
21.63 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,315.91 |
36,026.21 |
34,714.22 |
|
R3 |
35,610.89 |
35,321.19 |
34,520.34 |
|
R2 |
34,905.87 |
34,905.87 |
34,455.71 |
|
R1 |
34,616.17 |
34,616.17 |
34,391.09 |
34,761.02 |
PP |
34,200.85 |
34,200.85 |
34,200.85 |
34,273.28 |
S1 |
33,911.15 |
33,911.15 |
34,261.83 |
34,056.00 |
S2 |
33,495.83 |
33,495.83 |
34,197.21 |
|
S3 |
32,790.81 |
33,206.13 |
34,132.58 |
|
S4 |
32,085.79 |
32,501.11 |
33,938.70 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,217.78 |
37,547.70 |
35,028.03 |
|
R3 |
36,942.20 |
36,272.12 |
34,677.24 |
|
R2 |
35,666.62 |
35,666.62 |
34,560.32 |
|
R1 |
34,996.54 |
34,996.54 |
34,443.39 |
34,693.79 |
PP |
34,391.04 |
34,391.04 |
34,391.04 |
34,239.67 |
S1 |
33,720.96 |
33,720.96 |
34,209.53 |
33,418.21 |
S2 |
33,115.46 |
33,115.46 |
34,092.60 |
|
S3 |
31,839.88 |
32,445.38 |
33,975.68 |
|
S4 |
30,564.30 |
31,169.80 |
33,624.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,061.12 |
33,785.54 |
1,275.58 |
3.7% |
512.72 |
1.5% |
42% |
False |
True |
|
10 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
503.34 |
1.5% |
49% |
False |
False |
|
20 |
35,422.71 |
33,613.03 |
1,809.68 |
5.3% |
419.00 |
1.2% |
39% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
322.02 |
0.9% |
35% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
319.03 |
0.9% |
35% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
315.10 |
0.9% |
45% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
310.76 |
0.9% |
45% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
310.03 |
0.9% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,486.90 |
2.618 |
36,336.30 |
1.618 |
35,631.28 |
1.000 |
35,195.58 |
0.618 |
34,926.26 |
HIGH |
34,490.56 |
0.618 |
34,221.24 |
0.500 |
34,138.05 |
0.382 |
34,054.86 |
LOW |
33,785.54 |
0.618 |
33,349.84 |
1.000 |
33,080.52 |
1.618 |
32,644.82 |
2.618 |
31,939.80 |
4.250 |
30,789.21 |
|
|
Fisher Pivots for day following 01-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
34,263.66 |
34,278.63 |
PP |
34,200.85 |
34,230.81 |
S1 |
34,138.05 |
34,182.98 |
|