Trading Metrics calculated at close of trading on 08-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,561.6810 |
3,624.3550 |
62.6740 |
1.8% |
3,292.4640 |
High |
3,641.2650 |
3,669.0000 |
27.7350 |
0.8% |
3,669.0000 |
Low |
3,475.6340 |
3,547.2140 |
71.5800 |
2.1% |
3,259.2440 |
Close |
3,624.5100 |
3,552.0000 |
-72.5100 |
-2.0% |
3,552.0000 |
Range |
165.6310 |
121.7860 |
-43.8450 |
-26.5% |
409.7560 |
ATR |
267.8536 |
257.4202 |
-10.4334 |
-3.9% |
0.0000 |
Volume |
465,856 |
377,059 |
-88,797 |
-19.1% |
2,351,231 |
|
Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,954.7627 |
3,875.1673 |
3,618.9823 |
|
R3 |
3,832.9767 |
3,753.3813 |
3,585.4912 |
|
R2 |
3,711.1907 |
3,711.1907 |
3,574.3274 |
|
R1 |
3,631.5953 |
3,631.5953 |
3,563.1637 |
3,610.5000 |
PP |
3,589.4047 |
3,589.4047 |
3,589.4047 |
3,578.8570 |
S1 |
3,509.8093 |
3,509.8093 |
3,540.8363 |
3,488.7140 |
S2 |
3,467.6187 |
3,467.6187 |
3,529.6726 |
|
S3 |
3,345.8327 |
3,388.0233 |
3,518.5089 |
|
S4 |
3,224.0467 |
3,266.2373 |
3,485.0177 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.6827 |
4,547.0973 |
3,777.3658 |
|
R3 |
4,312.9267 |
4,137.3413 |
3,664.6829 |
|
R2 |
3,903.1707 |
3,903.1707 |
3,627.1219 |
|
R1 |
3,727.5853 |
3,727.5853 |
3,589.5610 |
3,815.3780 |
PP |
3,493.4147 |
3,493.4147 |
3,493.4147 |
3,537.3110 |
S1 |
3,317.8293 |
3,317.8293 |
3,514.4390 |
3,405.6220 |
S2 |
3,083.6587 |
3,083.6587 |
3,476.8781 |
|
S3 |
2,673.9027 |
2,908.0733 |
3,439.3171 |
|
S4 |
2,264.1467 |
2,498.3173 |
3,326.6342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,669.0000 |
3,259.2440 |
409.7560 |
11.5% |
190.4112 |
5.4% |
71% |
True |
False |
470,246 |
10 |
3,669.0000 |
2,742.6620 |
926.3380 |
26.1% |
233.9511 |
6.6% |
87% |
True |
False |
617,003 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
28.5% |
270.8397 |
7.6% |
88% |
False |
False |
763,960 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
38.5% |
268.1882 |
7.6% |
65% |
False |
False |
847,625 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
64.8% |
243.2414 |
6.8% |
79% |
False |
False |
997,820 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.2% |
232.4693 |
6.5% |
80% |
False |
False |
1,089,085 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.2% |
266.3376 |
7.5% |
80% |
False |
False |
1,145,068 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
74.9% |
286.0284 |
8.1% |
69% |
False |
False |
1,141,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,186.5905 |
2.618 |
3,987.8357 |
1.618 |
3,866.0497 |
1.000 |
3,790.7860 |
0.618 |
3,744.2637 |
HIGH |
3,669.0000 |
0.618 |
3,622.4777 |
0.500 |
3,608.1070 |
0.382 |
3,593.7363 |
LOW |
3,547.2140 |
0.618 |
3,471.9503 |
1.000 |
3,425.4280 |
1.618 |
3,350.1643 |
2.618 |
3,228.3783 |
4.250 |
3,029.6235 |
|
|
Fisher Pivots for day following 08-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,608.1070 |
3,537.7978 |
PP |
3,589.4047 |
3,523.5957 |
S1 |
3,570.7023 |
3,509.3935 |
|