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 |
3,292.4640 |
3,383.4920 |
91.0280 |
2.8% |
2,945.5760 |
High |
3,484.1790 |
3,525.6160 |
41.4370 |
1.2% |
3,314.6750 |
Low |
3,259.2440 |
3,361.9140 |
102.6700 |
3.2% |
2,742.6620 |
Close |
3,383.4920 |
3,523.2570 |
139.7650 |
4.1% |
3,292.5680 |
Range |
224.9350 |
163.7020 |
-61.2330 |
-27.2% |
572.0130 |
ATR |
284.3098 |
275.6950 |
-8.6148 |
-3.0% |
0.0000 |
Volume |
470,190 |
554,502 |
84,312 |
17.9% |
3,818,799 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,961.3683 |
3,906.0147 |
3,613.2931 |
|
R3 |
3,797.6663 |
3,742.3127 |
3,568.2751 |
|
R2 |
3,633.9643 |
3,633.9643 |
3,553.2690 |
|
R1 |
3,578.6107 |
3,578.6107 |
3,538.2630 |
3,606.2875 |
PP |
3,470.2623 |
3,470.2623 |
3,470.2623 |
3,484.1008 |
S1 |
3,414.9087 |
3,414.9087 |
3,508.2510 |
3,442.5855 |
S2 |
3,306.5603 |
3,306.5603 |
3,493.2450 |
|
S3 |
3,142.8583 |
3,251.2067 |
3,478.2390 |
|
S4 |
2,979.1563 |
3,087.5047 |
3,433.2209 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,832.6740 |
4,634.6340 |
3,607.1752 |
|
R3 |
4,260.6610 |
4,062.6210 |
3,449.8716 |
|
R2 |
3,688.6480 |
3,688.6480 |
3,397.4371 |
|
R1 |
3,490.6080 |
3,490.6080 |
3,345.0025 |
3,589.6280 |
PP |
3,116.6350 |
3,116.6350 |
3,116.6350 |
3,166.1450 |
S1 |
2,918.5950 |
2,918.5950 |
3,240.1335 |
3,017.6150 |
S2 |
2,544.6220 |
2,544.6220 |
3,187.6990 |
|
S3 |
1,972.6090 |
2,346.5820 |
3,135.2644 |
|
S4 |
1,400.5960 |
1,774.5690 |
2,977.9609 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.6160 |
2,787.4490 |
738.1670 |
21.0% |
226.8728 |
6.4% |
100% |
True |
False |
650,691 |
10 |
3,525.6160 |
2,657.0130 |
868.6030 |
24.7% |
278.1712 |
7.9% |
100% |
True |
False |
786,768 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
28.8% |
281.6912 |
8.0% |
85% |
False |
False |
866,571 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
38.8% |
268.8253 |
7.6% |
63% |
False |
False |
913,890 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
65.4% |
240.9001 |
6.8% |
78% |
False |
False |
1,030,783 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.7% |
233.5954 |
6.6% |
78% |
False |
False |
1,114,596 |
100 |
4,173.5460 |
1,709.6900 |
2,463.8560 |
69.9% |
279.8099 |
7.9% |
74% |
False |
False |
1,169,581 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
75.5% |
289.9154 |
8.2% |
68% |
False |
False |
1,152,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,221.3495 |
2.618 |
3,954.1878 |
1.618 |
3,790.4858 |
1.000 |
3,689.3180 |
0.618 |
3,626.7838 |
HIGH |
3,525.6160 |
0.618 |
3,463.0818 |
0.500 |
3,443.7650 |
0.382 |
3,424.4482 |
LOW |
3,361.9140 |
0.618 |
3,260.7462 |
1.000 |
3,198.2120 |
1.618 |
3,097.0442 |
2.618 |
2,933.3422 |
4.250 |
2,666.1805 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,496.7597 |
3,431.3032 |
PP |
3,470.2623 |
3,339.3493 |
S1 |
3,443.7650 |
3,247.3955 |
|