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 |
34,312.96 |
34,035.25 |
-277.71 |
-0.8% |
34,739.27 |
High |
34,395.29 |
34,490.95 |
95.66 |
0.3% |
35,061.12 |
Low |
33,821.58 |
34,035.25 |
213.67 |
0.6% |
33,785.54 |
Close |
34,002.92 |
34,314.67 |
311.75 |
0.9% |
34,326.46 |
Range |
573.71 |
455.70 |
-118.01 |
-20.6% |
1,275.58 |
ATR |
434.52 |
438.35 |
3.82 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,647.39 |
35,436.73 |
34,565.31 |
|
R3 |
35,191.69 |
34,981.03 |
34,439.99 |
|
R2 |
34,735.99 |
34,735.99 |
34,398.22 |
|
R1 |
34,525.33 |
34,525.33 |
34,356.44 |
34,630.66 |
PP |
34,280.29 |
34,280.29 |
34,280.29 |
34,332.96 |
S1 |
34,069.63 |
34,069.63 |
34,272.90 |
34,174.96 |
S2 |
33,824.59 |
33,824.59 |
34,231.13 |
|
S3 |
33,368.89 |
33,613.93 |
34,189.35 |
|
S4 |
32,913.19 |
33,158.23 |
34,064.04 |
|
|
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 |
34,580.42 |
33,785.54 |
794.88 |
2.3% |
546.33 |
1.6% |
67% |
False |
False |
|
10 |
35,061.12 |
33,785.54 |
1,275.58 |
3.7% |
481.62 |
1.4% |
41% |
False |
False |
|
20 |
35,199.89 |
33,613.03 |
1,586.86 |
4.6% |
447.24 |
1.3% |
44% |
False |
False |
|
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
338.88 |
1.0% |
35% |
False |
False |
|
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
324.23 |
0.9% |
35% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
320.71 |
0.9% |
44% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
308.96 |
0.9% |
44% |
False |
False |
|
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
314.25 |
0.9% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,427.68 |
2.618 |
35,683.97 |
1.618 |
35,228.27 |
1.000 |
34,946.65 |
0.618 |
34,772.57 |
HIGH |
34,490.95 |
0.618 |
34,316.87 |
0.500 |
34,263.10 |
0.382 |
34,209.33 |
LOW |
34,035.25 |
0.618 |
33,753.63 |
1.000 |
33,579.55 |
1.618 |
33,297.93 |
2.618 |
32,842.23 |
4.250 |
32,098.53 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
34,297.48 |
34,255.86 |
PP |
34,280.29 |
34,197.05 |
S1 |
34,263.10 |
34,138.25 |
|