| 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 |
15,065.0 |
15,145.0 |
80.0 |
0.5% |
15,536.0 |
| High |
15,190.0 |
15,177.0 |
-13.0 |
-0.1% |
15,738.0 |
| Low |
14,975.0 |
14,795.0 |
-180.0 |
-1.2% |
15,185.0 |
| Close |
15,181.0 |
14,943.0 |
-238.0 |
-1.6% |
15,738.0 |
| Range |
215.0 |
382.0 |
167.0 |
77.7% |
553.0 |
| ATR |
269.0 |
277.4 |
8.4 |
3.1% |
0.0 |
| Volume |
65,015 |
118,529 |
53,514 |
82.3% |
313,131 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,117.7 |
15,912.3 |
15,153.1 |
|
| R3 |
15,735.7 |
15,530.3 |
15,048.1 |
|
| R2 |
15,353.7 |
15,353.7 |
15,013.0 |
|
| R1 |
15,148.3 |
15,148.3 |
14,978.0 |
15,060.0 |
| PP |
14,971.7 |
14,971.7 |
14,971.7 |
14,927.5 |
| S1 |
14,766.3 |
14,766.3 |
14,908.0 |
14,678.0 |
| S2 |
14,589.7 |
14,589.7 |
14,873.0 |
|
| S3 |
14,207.7 |
14,384.3 |
14,838.0 |
|
| S4 |
13,825.7 |
14,002.3 |
14,732.9 |
|
|
| 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 |
14,795.0 |
943.0 |
6.3% |
224.6 |
1.5% |
16% |
False |
True |
69,668 |
| 10 |
15,749.0 |
14,795.0 |
954.0 |
6.4% |
231.0 |
1.5% |
16% |
False |
True |
71,514 |
| 20 |
15,772.0 |
14,795.0 |
977.0 |
6.5% |
236.8 |
1.6% |
15% |
False |
True |
62,418 |
| 40 |
15,991.0 |
14,795.0 |
1,196.0 |
8.0% |
174.4 |
1.2% |
12% |
False |
True |
31,281 |
| 60 |
15,991.0 |
14,795.0 |
1,196.0 |
8.0% |
160.3 |
1.1% |
12% |
False |
True |
20,863 |
| 80 |
15,991.0 |
14,795.0 |
1,196.0 |
8.0% |
157.6 |
1.1% |
12% |
False |
True |
15,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,800.5 |
|
2.618 |
16,177.1 |
|
1.618 |
15,795.1 |
|
1.000 |
15,559.0 |
|
0.618 |
15,413.1 |
|
HIGH |
15,177.0 |
|
0.618 |
15,031.1 |
|
0.500 |
14,986.0 |
|
0.382 |
14,940.9 |
|
LOW |
14,795.0 |
|
0.618 |
14,558.9 |
|
1.000 |
14,413.0 |
|
1.618 |
14,176.9 |
|
2.618 |
13,794.9 |
|
4.250 |
13,171.5 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,986.0 |
15,022.5 |
| PP |
14,971.7 |
14,996.0 |
| S1 |
14,957.3 |
14,969.5 |
|