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 |
1,763.8 |
1,757.0 |
-6.8 |
-0.4% |
1,762.6 |
High |
1,767.7 |
1,782.4 |
14.7 |
0.8% |
1,782.4 |
Low |
1,752.0 |
1,753.6 |
1.6 |
0.1% |
1,745.4 |
Close |
1,759.2 |
1,757.4 |
-1.8 |
-0.1% |
1,757.4 |
Range |
15.7 |
28.8 |
13.1 |
83.4% |
37.0 |
ATR |
23.8 |
24.2 |
0.4 |
1.5% |
0.0 |
Volume |
146,406 |
240,371 |
93,965 |
64.2% |
863,599 |
|
Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.9 |
1,832.9 |
1,773.2 |
|
R3 |
1,822.1 |
1,804.1 |
1,765.3 |
|
R2 |
1,793.3 |
1,793.3 |
1,762.7 |
|
R1 |
1,775.3 |
1,775.3 |
1,760.0 |
1,784.3 |
PP |
1,764.5 |
1,764.5 |
1,764.5 |
1,769.0 |
S1 |
1,746.5 |
1,746.5 |
1,754.8 |
1,755.5 |
S2 |
1,735.7 |
1,735.7 |
1,752.1 |
|
S3 |
1,706.9 |
1,717.7 |
1,749.5 |
|
S4 |
1,678.1 |
1,688.9 |
1,741.6 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.7 |
1,852.1 |
1,777.8 |
|
R3 |
1,835.7 |
1,815.1 |
1,767.6 |
|
R2 |
1,798.7 |
1,798.7 |
1,764.2 |
|
R1 |
1,778.1 |
1,778.1 |
1,760.8 |
1,769.9 |
PP |
1,761.7 |
1,761.7 |
1,761.7 |
1,757.7 |
S1 |
1,741.1 |
1,741.1 |
1,754.0 |
1,732.9 |
S2 |
1,724.7 |
1,724.7 |
1,750.6 |
|
S3 |
1,687.7 |
1,704.1 |
1,747.2 |
|
S4 |
1,650.7 |
1,667.1 |
1,737.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.4 |
1,745.4 |
37.0 |
2.1% |
22.3 |
1.3% |
32% |
True |
False |
172,719 |
10 |
1,782.4 |
1,721.1 |
61.3 |
3.5% |
23.7 |
1.4% |
59% |
True |
False |
179,196 |
20 |
1,810.6 |
1,721.1 |
89.5 |
5.1% |
25.2 |
1.4% |
41% |
False |
False |
176,273 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
22.9 |
1.3% |
31% |
False |
False |
163,374 |
60 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.6 |
1.3% |
50% |
False |
False |
156,334 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.3 |
1.3% |
50% |
False |
False |
121,458 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
33% |
False |
False |
98,124 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.3% |
33% |
False |
False |
82,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,904.8 |
2.618 |
1,857.8 |
1.618 |
1,829.0 |
1.000 |
1,811.2 |
0.618 |
1,800.2 |
HIGH |
1,782.4 |
0.618 |
1,771.4 |
0.500 |
1,768.0 |
0.382 |
1,764.6 |
LOW |
1,753.6 |
0.618 |
1,735.8 |
1.000 |
1,724.8 |
1.618 |
1,707.0 |
2.618 |
1,678.2 |
4.250 |
1,631.2 |
|
|
Fisher Pivots for day following 08-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,768.0 |
1,763.9 |
PP |
1,764.5 |
1,761.7 |
S1 |
1,760.9 |
1,759.6 |
|