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 |
14,493.75 |
14,662.00 |
168.25 |
1.2% |
15,319.00 |
High |
14,754.75 |
14,770.00 |
15.25 |
0.1% |
15,399.25 |
Low |
14,410.50 |
14,422.50 |
12.00 |
0.1% |
14,537.00 |
Close |
14,655.25 |
14,759.00 |
103.75 |
0.7% |
14,761.75 |
Range |
344.25 |
347.50 |
3.25 |
0.9% |
862.25 |
ATR |
253.69 |
260.39 |
6.70 |
2.6% |
0.00 |
Volume |
574,640 |
756,883 |
182,243 |
31.7% |
3,392,505 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,693.00 |
15,573.50 |
14,950.00 |
|
R3 |
15,345.50 |
15,226.00 |
14,854.50 |
|
R2 |
14,998.00 |
14,998.00 |
14,822.75 |
|
R1 |
14,878.50 |
14,878.50 |
14,790.75 |
14,938.25 |
PP |
14,650.50 |
14,650.50 |
14,650.50 |
14,680.50 |
S1 |
14,531.00 |
14,531.00 |
14,727.25 |
14,590.75 |
S2 |
14,303.00 |
14,303.00 |
14,695.25 |
|
S3 |
13,955.50 |
14,183.50 |
14,663.50 |
|
S4 |
13,608.00 |
13,836.00 |
14,568.00 |
|
|
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 |
14,883.50 |
14,367.75 |
515.75 |
3.5% |
330.75 |
2.2% |
76% |
False |
False |
699,431 |
10 |
15,399.25 |
14,367.75 |
1,031.50 |
7.0% |
296.50 |
2.0% |
38% |
False |
False |
651,192 |
20 |
15,667.25 |
14,367.75 |
1,299.50 |
8.8% |
269.00 |
1.8% |
30% |
False |
False |
589,482 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
215.75 |
1.5% |
29% |
False |
False |
295,946 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
202.75 |
1.4% |
29% |
False |
False |
197,595 |
80 |
15,702.25 |
13,823.50 |
1,878.75 |
12.7% |
194.75 |
1.3% |
50% |
False |
False |
148,335 |
100 |
15,702.25 |
12,941.50 |
2,760.75 |
18.7% |
191.00 |
1.3% |
66% |
False |
False |
118,678 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
196.75 |
1.3% |
66% |
False |
False |
98,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,247.00 |
2.618 |
15,679.75 |
1.618 |
15,332.25 |
1.000 |
15,117.50 |
0.618 |
14,984.75 |
HIGH |
14,770.00 |
0.618 |
14,637.25 |
0.500 |
14,596.25 |
0.382 |
14,555.25 |
LOW |
14,422.50 |
0.618 |
14,207.75 |
1.000 |
14,075.00 |
1.618 |
13,860.25 |
2.618 |
13,512.75 |
4.250 |
12,945.50 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,704.75 |
14,706.50 |
PP |
14,650.50 |
14,654.00 |
S1 |
14,596.25 |
14,601.50 |
|