Trading Metrics calculated at close of trading on 06-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,383.4920 |
3,523.2570 |
139.7650 |
4.1% |
2,945.5760 |
High |
3,525.6160 |
3,625.7890 |
100.1730 |
2.8% |
3,314.6750 |
Low |
3,361.9140 |
3,349.7870 |
-12.1270 |
-0.4% |
2,742.6620 |
Close |
3,523.2570 |
3,561.6810 |
38.4240 |
1.1% |
3,292.5680 |
Range |
163.7020 |
276.0020 |
112.3000 |
68.6% |
572.0130 |
ATR |
275.6950 |
275.7169 |
0.0219 |
0.0% |
0.0000 |
Volume |
554,502 |
483,624 |
-70,878 |
-12.8% |
3,818,799 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,340.4250 |
4,227.0550 |
3,713.4821 |
|
R3 |
4,064.4230 |
3,951.0530 |
3,637.5816 |
|
R2 |
3,788.4210 |
3,788.4210 |
3,612.2814 |
|
R1 |
3,675.0510 |
3,675.0510 |
3,586.9812 |
3,731.7360 |
PP |
3,512.4190 |
3,512.4190 |
3,512.4190 |
3,540.7615 |
S1 |
3,399.0490 |
3,399.0490 |
3,536.3808 |
3,455.7340 |
S2 |
3,236.4170 |
3,236.4170 |
3,511.0806 |
|
S3 |
2,960.4150 |
3,123.0470 |
3,485.7805 |
|
S4 |
2,684.4130 |
2,847.0450 |
3,409.8799 |
|
|
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 |
3,625.7890 |
2,807.0740 |
818.7150 |
23.0% |
249.8144 |
7.0% |
92% |
True |
False |
588,072 |
10 |
3,625.7890 |
2,742.6620 |
883.1270 |
24.8% |
262.6097 |
7.4% |
93% |
True |
False |
717,513 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
28.5% |
279.3681 |
7.8% |
89% |
False |
False |
825,833 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
38.4% |
271.0153 |
7.6% |
66% |
False |
False |
890,960 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
64.6% |
243.4659 |
6.8% |
80% |
False |
False |
1,020,293 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.0% |
232.7348 |
6.5% |
80% |
False |
False |
1,106,709 |
100 |
4,131.2460 |
1,709.6900 |
2,421.5560 |
68.0% |
277.0330 |
7.8% |
76% |
False |
False |
1,161,923 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
74.7% |
290.3060 |
8.2% |
70% |
False |
False |
1,150,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,798.7975 |
2.618 |
4,348.3622 |
1.618 |
4,072.3602 |
1.000 |
3,901.7910 |
0.618 |
3,796.3582 |
HIGH |
3,625.7890 |
0.618 |
3,520.3562 |
0.500 |
3,487.7880 |
0.382 |
3,455.2198 |
LOW |
3,349.7870 |
0.618 |
3,179.2178 |
1.000 |
3,073.7850 |
1.618 |
2,903.2158 |
2.618 |
2,627.2138 |
4.250 |
2,176.7785 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,537.0500 |
3,521.9595 |
PP |
3,512.4190 |
3,482.2380 |
S1 |
3,487.7880 |
3,442.5165 |
|