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 |
4,295.75 |
4,334.00 |
38.25 |
0.9% |
4,446.00 |
High |
4,359.75 |
4,357.50 |
-2.25 |
-0.1% |
4,472.00 |
Low |
4,269.00 |
4,273.75 |
4.75 |
0.1% |
4,260.00 |
Close |
4,334.00 |
4,354.00 |
20.00 |
0.5% |
4,343.75 |
Range |
90.75 |
83.75 |
-7.00 |
-7.7% |
212.00 |
ATR |
65.67 |
66.96 |
1.29 |
2.0% |
0.00 |
Volume |
1,650,217 |
2,202,805 |
552,588 |
33.5% |
10,072,069 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.75 |
4,550.50 |
4,400.00 |
|
R3 |
4,496.00 |
4,466.75 |
4,377.00 |
|
R2 |
4,412.25 |
4,412.25 |
4,369.25 |
|
R1 |
4,383.00 |
4,383.00 |
4,361.75 |
4,397.50 |
PP |
4,328.50 |
4,328.50 |
4,328.50 |
4,335.75 |
S1 |
4,299.25 |
4,299.25 |
4,346.25 |
4,314.00 |
S2 |
4,244.75 |
4,244.75 |
4,338.75 |
|
S3 |
4,161.00 |
4,215.50 |
4,331.00 |
|
S4 |
4,077.25 |
4,131.75 |
4,308.00 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.50 |
4,881.25 |
4,460.25 |
|
R3 |
4,782.50 |
4,669.25 |
4,402.00 |
|
R2 |
4,570.50 |
4,570.50 |
4,382.50 |
|
R1 |
4,457.25 |
4,457.25 |
4,363.25 |
4,408.00 |
PP |
4,358.50 |
4,358.50 |
4,358.50 |
4,334.00 |
S1 |
4,245.25 |
4,245.25 |
4,324.25 |
4,196.00 |
S2 |
4,146.50 |
4,146.50 |
4,305.00 |
|
S3 |
3,934.50 |
4,033.25 |
4,285.50 |
|
S4 |
3,722.50 |
3,821.25 |
4,227.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,389.00 |
4,260.00 |
129.00 |
3.0% |
94.00 |
2.2% |
73% |
False |
False |
2,126,295 |
10 |
4,472.00 |
4,260.00 |
212.00 |
4.9% |
77.00 |
1.8% |
44% |
False |
False |
1,868,986 |
20 |
4,519.75 |
4,260.00 |
259.75 |
6.0% |
70.75 |
1.6% |
36% |
False |
False |
1,857,100 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
54.00 |
1.2% |
34% |
False |
False |
938,486 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.5% |
49.25 |
1.1% |
43% |
False |
False |
626,518 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
47.00 |
1.1% |
56% |
False |
False |
470,190 |
100 |
4,539.50 |
4,036.75 |
502.75 |
11.5% |
45.25 |
1.0% |
63% |
False |
False |
376,189 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.1% |
45.75 |
1.1% |
65% |
False |
False |
313,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.50 |
2.618 |
4,576.75 |
1.618 |
4,493.00 |
1.000 |
4,441.25 |
0.618 |
4,409.25 |
HIGH |
4,357.50 |
0.618 |
4,325.50 |
0.500 |
4,315.50 |
0.382 |
4,305.75 |
LOW |
4,273.75 |
0.618 |
4,222.00 |
1.000 |
4,190.00 |
1.618 |
4,138.25 |
2.618 |
4,054.50 |
4.250 |
3,917.75 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,341.25 |
4,341.00 |
PP |
4,328.50 |
4,327.75 |
S1 |
4,315.50 |
4,314.75 |
|