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 |
1,760.28 |
1,769.09 |
8.81 |
0.5% |
1,749.64 |
High |
1,769.50 |
1,769.13 |
-0.37 |
0.0% |
1,762.48 |
Low |
1,748.05 |
1,749.55 |
1.50 |
0.1% |
1,722.02 |
Close |
1,769.07 |
1,759.53 |
-9.54 |
-0.5% |
1,760.27 |
Range |
21.45 |
19.58 |
-1.87 |
-8.7% |
40.46 |
ATR |
21.55 |
21.40 |
-0.14 |
-0.7% |
0.00 |
Volume |
5,906 |
6,010 |
104 |
1.8% |
30,033 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.14 |
1,808.42 |
1,770.30 |
|
R3 |
1,798.56 |
1,788.84 |
1,764.91 |
|
R2 |
1,778.98 |
1,778.98 |
1,763.12 |
|
R1 |
1,769.26 |
1,769.26 |
1,761.32 |
1,764.33 |
PP |
1,759.40 |
1,759.40 |
1,759.40 |
1,756.94 |
S1 |
1,749.68 |
1,749.68 |
1,757.74 |
1,744.75 |
S2 |
1,739.82 |
1,739.82 |
1,755.94 |
|
S3 |
1,720.24 |
1,730.10 |
1,754.15 |
|
S4 |
1,700.66 |
1,710.52 |
1,748.76 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.64 |
1,855.41 |
1,782.52 |
|
R3 |
1,829.18 |
1,814.95 |
1,771.40 |
|
R2 |
1,788.72 |
1,788.72 |
1,767.69 |
|
R1 |
1,774.49 |
1,774.49 |
1,763.98 |
1,781.61 |
PP |
1,748.26 |
1,748.26 |
1,748.26 |
1,751.81 |
S1 |
1,734.03 |
1,734.03 |
1,756.56 |
1,741.15 |
S2 |
1,707.80 |
1,707.80 |
1,752.85 |
|
S3 |
1,667.34 |
1,693.57 |
1,749.14 |
|
S4 |
1,626.88 |
1,653.11 |
1,738.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,769.50 |
1,722.02 |
47.48 |
2.7% |
23.15 |
1.3% |
79% |
False |
False |
6,030 |
10 |
1,784.86 |
1,722.02 |
62.84 |
3.6% |
22.48 |
1.3% |
60% |
False |
False |
5,995 |
20 |
1,807.79 |
1,722.02 |
85.77 |
4.9% |
21.43 |
1.2% |
44% |
False |
False |
6,126 |
40 |
1,833.19 |
1,719.31 |
113.88 |
6.5% |
19.78 |
1.1% |
35% |
False |
False |
6,237 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.08 |
1.1% |
47% |
False |
False |
6,334 |
80 |
1,877.12 |
1,693.69 |
183.43 |
10.4% |
20.74 |
1.2% |
36% |
False |
False |
6,316 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.31 |
1.2% |
30% |
False |
False |
6,330 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.17 |
1.2% |
30% |
False |
False |
6,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.35 |
2.618 |
1,820.39 |
1.618 |
1,800.81 |
1.000 |
1,788.71 |
0.618 |
1,781.23 |
HIGH |
1,769.13 |
0.618 |
1,761.65 |
0.500 |
1,759.34 |
0.382 |
1,757.03 |
LOW |
1,749.55 |
0.618 |
1,737.45 |
1.000 |
1,729.97 |
1.618 |
1,717.87 |
2.618 |
1,698.29 |
4.250 |
1,666.34 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.47 |
1,759.28 |
PP |
1,759.40 |
1,759.03 |
S1 |
1,759.34 |
1,758.78 |
|