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 |
15,250.0 |
15,065.0 |
-185.0 |
-1.2% |
15,536.0 |
High |
15,250.0 |
15,190.0 |
-60.0 |
-0.4% |
15,738.0 |
Low |
14,995.0 |
14,975.0 |
-20.0 |
-0.1% |
15,185.0 |
Close |
15,025.0 |
15,181.0 |
156.0 |
1.0% |
15,738.0 |
Range |
255.0 |
215.0 |
-40.0 |
-15.7% |
553.0 |
ATR |
273.2 |
269.0 |
-4.2 |
-1.5% |
0.0 |
Volume |
84,205 |
65,015 |
-19,190 |
-22.8% |
313,131 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,760.3 |
15,685.7 |
15,299.3 |
|
R3 |
15,545.3 |
15,470.7 |
15,240.1 |
|
R2 |
15,330.3 |
15,330.3 |
15,220.4 |
|
R1 |
15,255.7 |
15,255.7 |
15,200.7 |
15,293.0 |
PP |
15,115.3 |
15,115.3 |
15,115.3 |
15,134.0 |
S1 |
15,040.7 |
15,040.7 |
15,161.3 |
15,078.0 |
S2 |
14,900.3 |
14,900.3 |
15,141.6 |
|
S3 |
14,685.3 |
14,825.7 |
15,121.9 |
|
S4 |
14,470.3 |
14,610.7 |
15,062.8 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,212.7 |
17,028.3 |
16,042.2 |
|
R3 |
16,659.7 |
16,475.3 |
15,890.1 |
|
R2 |
16,106.7 |
16,106.7 |
15,839.4 |
|
R1 |
15,922.3 |
15,922.3 |
15,788.7 |
16,014.5 |
PP |
15,553.7 |
15,553.7 |
15,553.7 |
15,599.8 |
S1 |
15,369.3 |
15,369.3 |
15,687.3 |
15,461.5 |
S2 |
15,000.7 |
15,000.7 |
15,636.6 |
|
S3 |
14,447.7 |
14,816.3 |
15,585.9 |
|
S4 |
13,894.7 |
14,263.3 |
15,433.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,738.0 |
14,975.0 |
763.0 |
5.0% |
185.4 |
1.2% |
27% |
False |
True |
60,129 |
10 |
15,749.0 |
14,975.0 |
774.0 |
5.1% |
222.7 |
1.5% |
27% |
False |
True |
67,008 |
20 |
15,818.0 |
14,975.0 |
843.0 |
5.6% |
230.3 |
1.5% |
24% |
False |
True |
56,572 |
40 |
15,991.0 |
14,975.0 |
1,016.0 |
6.7% |
165.3 |
1.1% |
20% |
False |
True |
28,318 |
60 |
15,991.0 |
14,975.0 |
1,016.0 |
6.7% |
154.7 |
1.0% |
20% |
False |
True |
18,887 |
80 |
15,991.0 |
14,975.0 |
1,016.0 |
6.7% |
152.8 |
1.0% |
20% |
False |
True |
14,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,103.8 |
2.618 |
15,752.9 |
1.618 |
15,537.9 |
1.000 |
15,405.0 |
0.618 |
15,322.9 |
HIGH |
15,190.0 |
0.618 |
15,107.9 |
0.500 |
15,082.5 |
0.382 |
15,057.1 |
LOW |
14,975.0 |
0.618 |
14,842.1 |
1.000 |
14,760.0 |
1.618 |
14,627.1 |
2.618 |
14,412.1 |
4.250 |
14,061.3 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,148.2 |
15,356.5 |
PP |
15,115.3 |
15,298.0 |
S1 |
15,082.5 |
15,239.5 |
|