| 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 |
43,735 |
48,070 |
4,335 |
9.9% |
43,635 |
| High |
48,705 |
50,000 |
1,295 |
2.7% |
48,705 |
| Low |
43,330 |
47,180 |
3,850 |
8.9% |
40,785 |
| Close |
48,390 |
49,855 |
1,465 |
3.0% |
48,390 |
| Range |
5,375 |
2,820 |
-2,555 |
-47.5% |
7,920 |
| ATR |
3,030 |
3,015 |
-15 |
-0.5% |
0 |
| Volume |
9,404 |
5,865 |
-3,539 |
-37.6% |
27,854 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57,472 |
56,483 |
51,406 |
|
| R3 |
54,652 |
53,663 |
50,631 |
|
| R2 |
51,832 |
51,832 |
50,372 |
|
| R1 |
50,843 |
50,843 |
50,114 |
51,338 |
| PP |
49,012 |
49,012 |
49,012 |
49,259 |
| S1 |
48,023 |
48,023 |
49,597 |
48,518 |
| S2 |
46,192 |
46,192 |
49,338 |
|
| S3 |
43,372 |
45,203 |
49,080 |
|
| S4 |
40,552 |
42,383 |
48,304 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69,720 |
66,975 |
52,746 |
|
| R3 |
61,800 |
59,055 |
50,568 |
|
| R2 |
53,880 |
53,880 |
49,842 |
|
| R1 |
51,135 |
51,135 |
49,116 |
52,508 |
| PP |
45,960 |
45,960 |
45,960 |
46,646 |
| S1 |
43,215 |
43,215 |
47,664 |
44,588 |
| S2 |
38,040 |
38,040 |
46,938 |
|
| S3 |
30,120 |
35,295 |
46,212 |
|
| S4 |
22,200 |
27,375 |
44,034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50,000 |
40,785 |
9,215 |
18.5% |
3,138 |
6.3% |
98% |
True |
False |
5,699 |
| 10 |
50,000 |
40,190 |
9,810 |
19.7% |
3,166 |
6.4% |
99% |
True |
False |
5,777 |
| 20 |
53,210 |
40,190 |
13,020 |
26.1% |
3,190 |
6.4% |
74% |
False |
False |
3,333 |
| 40 |
53,210 |
40,190 |
13,020 |
26.1% |
2,835 |
5.7% |
74% |
False |
False |
1,736 |
| 60 |
53,210 |
29,310 |
23,900 |
47.9% |
2,641 |
5.3% |
86% |
False |
False |
1,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61,985 |
|
2.618 |
57,383 |
|
1.618 |
54,563 |
|
1.000 |
52,820 |
|
0.618 |
51,743 |
|
HIGH |
50,000 |
|
0.618 |
48,923 |
|
0.500 |
48,590 |
|
0.382 |
48,257 |
|
LOW |
47,180 |
|
0.618 |
45,437 |
|
1.000 |
44,360 |
|
1.618 |
42,617 |
|
2.618 |
39,797 |
|
4.250 |
35,195 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49,433 |
48,410 |
| PP |
49,012 |
46,965 |
| S1 |
48,590 |
45,520 |
|