Trading Metrics calculated at close of trading on 07-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,760.5 |
1,763.8 |
3.3 |
0.2% |
1,751.8 |
High |
1,765.9 |
1,767.7 |
1.8 |
0.1% |
1,765.2 |
Low |
1,745.4 |
1,752.0 |
6.6 |
0.4% |
1,721.1 |
Close |
1,761.8 |
1,759.2 |
-2.6 |
-0.1% |
1,758.4 |
Range |
20.5 |
15.7 |
-4.8 |
-23.4% |
44.1 |
ATR |
24.4 |
23.8 |
-0.6 |
-2.6% |
0.0 |
Volume |
159,218 |
146,406 |
-12,812 |
-8.0% |
928,363 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.7 |
1,798.7 |
1,767.8 |
|
R3 |
1,791.0 |
1,783.0 |
1,763.5 |
|
R2 |
1,775.3 |
1,775.3 |
1,762.1 |
|
R1 |
1,767.3 |
1,767.3 |
1,760.6 |
1,763.5 |
PP |
1,759.6 |
1,759.6 |
1,759.6 |
1,757.7 |
S1 |
1,751.6 |
1,751.6 |
1,757.8 |
1,747.8 |
S2 |
1,743.9 |
1,743.9 |
1,756.3 |
|
S3 |
1,728.2 |
1,735.9 |
1,754.9 |
|
S4 |
1,712.5 |
1,720.2 |
1,750.6 |
|
|
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 |
1,745.4 |
26.1 |
1.5% |
19.6 |
1.1% |
53% |
False |
False |
154,884 |
10 |
1,771.5 |
1,721.1 |
50.4 |
2.9% |
22.6 |
1.3% |
76% |
False |
False |
170,314 |
20 |
1,810.6 |
1,721.1 |
89.5 |
5.1% |
24.7 |
1.4% |
43% |
False |
False |
171,067 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
22.6 |
1.3% |
33% |
False |
False |
160,792 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.3 |
1.3% |
51% |
False |
False |
152,875 |
80 |
1,869.0 |
1,675.9 |
193.1 |
11.0% |
23.7 |
1.3% |
43% |
False |
False |
118,504 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.8 |
1.4% |
34% |
False |
False |
95,755 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.6 |
1.3% |
34% |
False |
False |
80,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.4 |
2.618 |
1,808.8 |
1.618 |
1,793.1 |
1.000 |
1,783.4 |
0.618 |
1,777.4 |
HIGH |
1,767.7 |
0.618 |
1,761.7 |
0.500 |
1,759.9 |
0.382 |
1,758.0 |
LOW |
1,752.0 |
0.618 |
1,742.3 |
1.000 |
1,736.3 |
1.618 |
1,726.6 |
2.618 |
1,710.9 |
4.250 |
1,685.3 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.9 |
1,758.9 |
PP |
1,759.6 |
1,758.6 |
S1 |
1,759.4 |
1,758.3 |
|