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 |
1,770.8 |
1,760.5 |
-10.3 |
-0.6% |
1,751.8 |
High |
1,771.1 |
1,765.9 |
-5.2 |
-0.3% |
1,765.2 |
Low |
1,748.6 |
1,745.4 |
-3.2 |
-0.2% |
1,721.1 |
Close |
1,760.9 |
1,761.8 |
0.9 |
0.1% |
1,758.4 |
Range |
22.5 |
20.5 |
-2.0 |
-8.9% |
44.1 |
ATR |
24.8 |
24.4 |
-0.3 |
-1.2% |
0.0 |
Volume |
151,424 |
159,218 |
7,794 |
5.1% |
928,363 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.2 |
1,811.0 |
1,773.1 |
|
R3 |
1,798.7 |
1,790.5 |
1,767.4 |
|
R2 |
1,778.2 |
1,778.2 |
1,765.6 |
|
R1 |
1,770.0 |
1,770.0 |
1,763.7 |
1,774.1 |
PP |
1,757.7 |
1,757.7 |
1,757.7 |
1,759.8 |
S1 |
1,749.5 |
1,749.5 |
1,759.9 |
1,753.6 |
S2 |
1,737.2 |
1,737.2 |
1,758.0 |
|
S3 |
1,716.7 |
1,729.0 |
1,756.2 |
|
S4 |
1,696.2 |
1,708.5 |
1,750.5 |
|
|
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 |
1,721.8 |
49.7 |
2.8% |
25.1 |
1.4% |
80% |
False |
False |
174,876 |
10 |
1,777.1 |
1,721.1 |
56.0 |
3.2% |
25.0 |
1.4% |
73% |
False |
False |
178,219 |
20 |
1,810.6 |
1,721.1 |
89.5 |
5.1% |
24.8 |
1.4% |
45% |
False |
False |
171,453 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
23.1 |
1.3% |
35% |
False |
False |
161,768 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.5 |
1.3% |
53% |
False |
False |
151,302 |
80 |
1,874.3 |
1,675.9 |
198.4 |
11.3% |
23.7 |
1.3% |
43% |
False |
False |
116,695 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
35% |
False |
False |
94,354 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.6 |
1.3% |
35% |
False |
False |
79,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.0 |
2.618 |
1,819.6 |
1.618 |
1,799.1 |
1.000 |
1,786.4 |
0.618 |
1,778.6 |
HIGH |
1,765.9 |
0.618 |
1,758.1 |
0.500 |
1,755.7 |
0.382 |
1,753.2 |
LOW |
1,745.4 |
0.618 |
1,732.7 |
1.000 |
1,724.9 |
1.618 |
1,712.2 |
2.618 |
1,691.7 |
4.250 |
1,658.3 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.8 |
1,760.7 |
PP |
1,757.7 |
1,759.6 |
S1 |
1,755.7 |
1,758.5 |
|