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 |
1,762.6 |
1,770.8 |
8.2 |
0.5% |
1,751.8 |
High |
1,771.5 |
1,771.1 |
-0.4 |
0.0% |
1,765.2 |
Low |
1,747.7 |
1,748.6 |
0.9 |
0.1% |
1,721.1 |
Close |
1,767.6 |
1,760.9 |
-6.7 |
-0.4% |
1,758.4 |
Range |
23.8 |
22.5 |
-1.3 |
-5.5% |
44.1 |
ATR |
24.9 |
24.8 |
-0.2 |
-0.7% |
0.0 |
Volume |
166,180 |
151,424 |
-14,756 |
-8.9% |
928,363 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.7 |
1,816.8 |
1,773.3 |
|
R3 |
1,805.2 |
1,794.3 |
1,767.1 |
|
R2 |
1,782.7 |
1,782.7 |
1,765.0 |
|
R1 |
1,771.8 |
1,771.8 |
1,763.0 |
1,766.0 |
PP |
1,760.2 |
1,760.2 |
1,760.2 |
1,757.3 |
S1 |
1,749.3 |
1,749.3 |
1,758.8 |
1,743.5 |
S2 |
1,737.7 |
1,737.7 |
1,756.8 |
|
S3 |
1,715.2 |
1,726.8 |
1,754.7 |
|
S4 |
1,692.7 |
1,704.3 |
1,748.5 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.5 |
1,863.6 |
1,782.7 |
|
R3 |
1,836.4 |
1,819.5 |
1,770.5 |
|
R2 |
1,792.3 |
1,792.3 |
1,766.5 |
|
R1 |
1,775.4 |
1,775.4 |
1,762.4 |
1,783.9 |
PP |
1,748.2 |
1,748.2 |
1,748.2 |
1,752.5 |
S1 |
1,731.3 |
1,731.3 |
1,754.4 |
1,739.8 |
S2 |
1,704.1 |
1,704.1 |
1,750.3 |
|
S3 |
1,660.0 |
1,687.2 |
1,746.3 |
|
S4 |
1,615.9 |
1,643.1 |
1,734.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,771.5 |
1,721.1 |
50.4 |
2.9% |
25.9 |
1.5% |
79% |
False |
False |
178,510 |
10 |
1,788.4 |
1,721.1 |
67.3 |
3.8% |
25.4 |
1.4% |
59% |
False |
False |
179,532 |
20 |
1,810.6 |
1,721.1 |
89.5 |
5.1% |
24.8 |
1.4% |
44% |
False |
False |
171,555 |
40 |
1,836.9 |
1,718.5 |
118.4 |
6.7% |
23.1 |
1.3% |
36% |
False |
False |
162,352 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.5 |
1.3% |
52% |
False |
False |
149,479 |
80 |
1,883.8 |
1,675.9 |
207.9 |
11.8% |
23.9 |
1.4% |
41% |
False |
False |
114,759 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
34% |
False |
False |
92,796 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.3% |
34% |
False |
False |
77,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.7 |
2.618 |
1,830.0 |
1.618 |
1,807.5 |
1.000 |
1,793.6 |
0.618 |
1,785.0 |
HIGH |
1,771.1 |
0.618 |
1,762.5 |
0.500 |
1,759.9 |
0.382 |
1,757.2 |
LOW |
1,748.6 |
0.618 |
1,734.7 |
1.000 |
1,726.1 |
1.618 |
1,712.2 |
2.618 |
1,689.7 |
4.250 |
1,653.0 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,760.6 |
1,760.5 |
PP |
1,760.2 |
1,760.0 |
S1 |
1,759.9 |
1,759.6 |
|