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 |
14,785.00 |
14,493.75 |
-291.25 |
-2.0% |
15,319.00 |
High |
14,835.00 |
14,754.75 |
-80.25 |
-0.5% |
15,399.25 |
Low |
14,367.75 |
14,410.50 |
42.75 |
0.3% |
14,537.00 |
Close |
14,462.25 |
14,655.25 |
193.00 |
1.3% |
14,761.75 |
Range |
467.25 |
344.25 |
-123.00 |
-26.3% |
862.25 |
ATR |
246.72 |
253.69 |
6.97 |
2.8% |
0.00 |
Volume |
802,849 |
574,640 |
-228,209 |
-28.4% |
3,392,505 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,639.50 |
15,491.75 |
14,844.50 |
|
R3 |
15,295.25 |
15,147.50 |
14,750.00 |
|
R2 |
14,951.00 |
14,951.00 |
14,718.25 |
|
R1 |
14,803.25 |
14,803.25 |
14,686.75 |
14,877.00 |
PP |
14,606.75 |
14,606.75 |
14,606.75 |
14,643.75 |
S1 |
14,459.00 |
14,459.00 |
14,623.75 |
14,533.00 |
S2 |
14,262.50 |
14,262.50 |
14,592.25 |
|
S3 |
13,918.25 |
14,114.75 |
14,560.50 |
|
S4 |
13,574.00 |
13,770.50 |
14,466.00 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,486.00 |
16,986.25 |
15,236.00 |
|
R3 |
16,623.75 |
16,124.00 |
14,998.75 |
|
R2 |
15,761.50 |
15,761.50 |
14,919.75 |
|
R1 |
15,261.75 |
15,261.75 |
14,840.75 |
15,080.50 |
PP |
14,899.25 |
14,899.25 |
14,899.25 |
14,808.75 |
S1 |
14,399.50 |
14,399.50 |
14,682.75 |
14,218.25 |
S2 |
14,037.00 |
14,037.00 |
14,603.75 |
|
S3 |
13,174.75 |
13,537.25 |
14,524.75 |
|
S4 |
12,312.50 |
12,675.00 |
14,287.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,926.00 |
14,367.75 |
558.25 |
3.8% |
304.25 |
2.1% |
52% |
False |
False |
677,965 |
10 |
15,399.25 |
14,367.75 |
1,031.50 |
7.0% |
291.25 |
2.0% |
28% |
False |
False |
635,604 |
20 |
15,680.00 |
14,367.75 |
1,312.25 |
9.0% |
260.00 |
1.8% |
22% |
False |
False |
552,446 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
211.00 |
1.4% |
22% |
False |
False |
277,037 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
200.25 |
1.4% |
22% |
False |
False |
184,998 |
80 |
15,702.25 |
13,823.50 |
1,878.75 |
12.8% |
192.50 |
1.3% |
44% |
False |
False |
138,875 |
100 |
15,702.25 |
12,941.50 |
2,760.75 |
18.8% |
190.75 |
1.3% |
62% |
False |
False |
111,109 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.1% |
194.75 |
1.3% |
63% |
False |
False |
92,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,217.75 |
2.618 |
15,656.00 |
1.618 |
15,311.75 |
1.000 |
15,099.00 |
0.618 |
14,967.50 |
HIGH |
14,754.75 |
0.618 |
14,623.25 |
0.500 |
14,582.50 |
0.382 |
14,542.00 |
LOW |
14,410.50 |
0.618 |
14,197.75 |
1.000 |
14,066.25 |
1.618 |
13,853.50 |
2.618 |
13,509.25 |
4.250 |
12,947.50 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,631.00 |
14,637.25 |
PP |
14,606.75 |
14,619.25 |
S1 |
14,582.50 |
14,601.50 |
|