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 |
4,334.00 |
4,355.25 |
21.25 |
0.5% |
4,446.00 |
High |
4,357.50 |
4,421.50 |
64.00 |
1.5% |
4,472.00 |
Low |
4,273.75 |
4,355.00 |
81.25 |
1.9% |
4,260.00 |
Close |
4,354.00 |
4,390.00 |
36.00 |
0.8% |
4,343.75 |
Range |
83.75 |
66.50 |
-17.25 |
-20.6% |
212.00 |
ATR |
66.96 |
67.00 |
0.04 |
0.1% |
0.00 |
Volume |
2,202,805 |
1,406,808 |
-795,997 |
-36.1% |
10,072,069 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.25 |
4,555.75 |
4,426.50 |
|
R3 |
4,521.75 |
4,489.25 |
4,408.25 |
|
R2 |
4,455.25 |
4,455.25 |
4,402.25 |
|
R1 |
4,422.75 |
4,422.75 |
4,396.00 |
4,439.00 |
PP |
4,388.75 |
4,388.75 |
4,388.75 |
4,397.00 |
S1 |
4,356.25 |
4,356.25 |
4,384.00 |
4,372.50 |
S2 |
4,322.25 |
4,322.25 |
4,377.75 |
|
S3 |
4,255.75 |
4,289.75 |
4,371.75 |
|
S4 |
4,189.25 |
4,223.25 |
4,353.50 |
|
|
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 |
4,421.50 |
4,260.00 |
161.50 |
3.7% |
88.25 |
2.0% |
80% |
True |
False |
1,932,972 |
10 |
4,472.00 |
4,260.00 |
212.00 |
4.8% |
76.75 |
1.7% |
61% |
False |
False |
1,864,927 |
20 |
4,509.25 |
4,260.00 |
249.25 |
5.7% |
72.00 |
1.6% |
52% |
False |
False |
1,902,525 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
55.00 |
1.3% |
47% |
False |
False |
973,548 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.4% |
50.00 |
1.1% |
54% |
False |
False |
649,922 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.6% |
47.50 |
1.1% |
65% |
False |
False |
487,765 |
100 |
4,539.50 |
4,036.75 |
502.75 |
11.5% |
45.50 |
1.0% |
70% |
False |
False |
390,254 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.0% |
46.25 |
1.1% |
72% |
False |
False |
325,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,704.00 |
2.618 |
4,595.50 |
1.618 |
4,529.00 |
1.000 |
4,488.00 |
0.618 |
4,462.50 |
HIGH |
4,421.50 |
0.618 |
4,396.00 |
0.500 |
4,388.25 |
0.382 |
4,380.50 |
LOW |
4,355.00 |
0.618 |
4,314.00 |
1.000 |
4,288.50 |
1.618 |
4,247.50 |
2.618 |
4,181.00 |
4.250 |
4,072.50 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,389.50 |
4,375.00 |
PP |
4,388.75 |
4,360.25 |
S1 |
4,388.25 |
4,345.25 |
|