| 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 |
48,070 |
49,310 |
1,240 |
2.6% |
43,635 |
| High |
50,000 |
52,165 |
2,165 |
4.3% |
48,705 |
| Low |
47,180 |
49,100 |
1,920 |
4.1% |
40,785 |
| Close |
49,855 |
51,630 |
1,775 |
3.6% |
48,390 |
| Range |
2,820 |
3,065 |
245 |
8.7% |
7,920 |
| ATR |
3,015 |
3,018 |
4 |
0.1% |
0 |
| Volume |
5,865 |
8,408 |
2,543 |
43.4% |
27,854 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60,160 |
58,960 |
53,316 |
|
| R3 |
57,095 |
55,895 |
52,473 |
|
| R2 |
54,030 |
54,030 |
52,192 |
|
| R1 |
52,830 |
52,830 |
51,911 |
53,430 |
| PP |
50,965 |
50,965 |
50,965 |
51,265 |
| S1 |
49,765 |
49,765 |
51,349 |
50,365 |
| S2 |
47,900 |
47,900 |
51,068 |
|
| S3 |
44,835 |
46,700 |
50,787 |
|
| S4 |
41,770 |
43,635 |
49,944 |
|
|
| 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 |
52,165 |
40,785 |
11,380 |
22.0% |
3,269 |
6.3% |
95% |
True |
False |
6,448 |
| 10 |
52,165 |
40,245 |
11,920 |
23.1% |
3,097 |
6.0% |
96% |
True |
False |
6,259 |
| 20 |
52,165 |
40,190 |
11,975 |
23.2% |
2,878 |
5.6% |
96% |
True |
False |
3,673 |
| 40 |
53,210 |
40,190 |
13,020 |
25.2% |
2,822 |
5.5% |
88% |
False |
False |
1,945 |
| 60 |
53,210 |
29,310 |
23,900 |
46.3% |
2,656 |
5.1% |
93% |
False |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65,191 |
|
2.618 |
60,189 |
|
1.618 |
57,124 |
|
1.000 |
55,230 |
|
0.618 |
54,059 |
|
HIGH |
52,165 |
|
0.618 |
50,994 |
|
0.500 |
50,633 |
|
0.382 |
50,271 |
|
LOW |
49,100 |
|
0.618 |
47,206 |
|
1.000 |
46,035 |
|
1.618 |
44,141 |
|
2.618 |
41,076 |
|
4.250 |
36,074 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
51,298 |
50,336 |
| PP |
50,965 |
49,042 |
| S1 |
50,633 |
47,748 |
|