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 |
4,037.0 |
4,029.5 |
-7.5 |
-0.2% |
4,146.0 |
High |
4,046.0 |
4,085.0 |
39.0 |
1.0% |
4,180.0 |
Low |
3,949.5 |
4,029.5 |
80.0 |
2.0% |
3,961.0 |
Close |
3,997.0 |
4,080.0 |
83.0 |
2.1% |
4,008.5 |
Range |
96.5 |
55.5 |
-41.0 |
-42.5% |
219.0 |
ATR |
70.3 |
71.6 |
1.3 |
1.8% |
0.0 |
Volume |
1,150,397 |
795,106 |
-355,291 |
-30.9% |
4,486,940 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,231.3 |
4,211.2 |
4,110.5 |
|
R3 |
4,175.8 |
4,155.7 |
4,095.3 |
|
R2 |
4,120.3 |
4,120.3 |
4,090.2 |
|
R1 |
4,100.2 |
4,100.2 |
4,085.1 |
4,110.3 |
PP |
4,064.8 |
4,064.8 |
4,064.8 |
4,069.9 |
S1 |
4,044.7 |
4,044.7 |
4,074.9 |
4,054.8 |
S2 |
4,009.3 |
4,009.3 |
4,069.8 |
|
S3 |
3,953.8 |
3,989.2 |
4,064.7 |
|
S4 |
3,898.3 |
3,933.7 |
4,049.5 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.8 |
4,576.7 |
4,129.0 |
|
R3 |
4,487.8 |
4,357.7 |
4,068.7 |
|
R2 |
4,268.8 |
4,268.8 |
4,048.7 |
|
R1 |
4,138.7 |
4,138.7 |
4,028.6 |
4,094.3 |
PP |
4,049.8 |
4,049.8 |
4,049.8 |
4,027.6 |
S1 |
3,919.7 |
3,919.7 |
3,988.4 |
3,875.3 |
S2 |
3,830.8 |
3,830.8 |
3,968.4 |
|
S3 |
3,611.8 |
3,700.7 |
3,948.3 |
|
S4 |
3,392.8 |
3,481.7 |
3,888.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,085.0 |
3,949.5 |
135.5 |
3.3% |
79.5 |
1.9% |
96% |
True |
False |
891,253 |
10 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
78.7 |
1.9% |
52% |
False |
False |
843,801 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
73.9 |
1.8% |
52% |
False |
False |
897,489 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.7% |
54.1 |
1.3% |
48% |
False |
False |
479,139 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.3% |
46.8 |
1.1% |
58% |
False |
False |
322,462 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.3% |
44.9 |
1.1% |
58% |
False |
False |
242,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,320.9 |
2.618 |
4,230.3 |
1.618 |
4,174.8 |
1.000 |
4,140.5 |
0.618 |
4,119.3 |
HIGH |
4,085.0 |
0.618 |
4,063.8 |
0.500 |
4,057.3 |
0.382 |
4,050.7 |
LOW |
4,029.5 |
0.618 |
3,995.2 |
1.000 |
3,974.0 |
1.618 |
3,939.7 |
2.618 |
3,884.2 |
4.250 |
3,793.6 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,072.4 |
4,059.1 |
PP |
4,064.8 |
4,038.2 |
S1 |
4,057.3 |
4,017.3 |
|