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 |
14,662.00 |
14,768.00 |
106.00 |
0.7% |
15,319.00 |
High |
14,770.00 |
15,001.25 |
231.25 |
1.6% |
15,399.25 |
Low |
14,422.50 |
14,767.00 |
344.50 |
2.4% |
14,537.00 |
Close |
14,759.00 |
14,881.25 |
122.25 |
0.8% |
14,761.75 |
Range |
347.50 |
234.25 |
-113.25 |
-32.6% |
862.25 |
ATR |
260.39 |
259.09 |
-1.30 |
-0.5% |
0.00 |
Volume |
756,883 |
492,756 |
-264,127 |
-34.9% |
3,392,505 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,586.00 |
15,467.75 |
15,010.00 |
|
R3 |
15,351.75 |
15,233.50 |
14,945.75 |
|
R2 |
15,117.50 |
15,117.50 |
14,924.25 |
|
R1 |
14,999.25 |
14,999.25 |
14,902.75 |
15,058.50 |
PP |
14,883.25 |
14,883.25 |
14,883.25 |
14,912.75 |
S1 |
14,765.00 |
14,765.00 |
14,859.75 |
14,824.00 |
S2 |
14,649.00 |
14,649.00 |
14,838.25 |
|
S3 |
14,414.75 |
14,530.75 |
14,816.75 |
|
S4 |
14,180.50 |
14,296.50 |
14,752.50 |
|
|
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 |
15,001.25 |
14,367.75 |
633.50 |
4.3% |
334.75 |
2.3% |
81% |
True |
False |
658,108 |
10 |
15,399.25 |
14,367.75 |
1,031.50 |
6.9% |
302.75 |
2.0% |
50% |
False |
False |
649,014 |
20 |
15,660.00 |
14,367.75 |
1,292.25 |
8.7% |
274.25 |
1.8% |
40% |
False |
False |
611,566 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
217.75 |
1.5% |
38% |
False |
False |
308,238 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
204.00 |
1.4% |
38% |
False |
False |
205,793 |
80 |
15,702.25 |
13,823.50 |
1,878.75 |
12.6% |
196.00 |
1.3% |
56% |
False |
False |
154,487 |
100 |
15,702.25 |
12,941.50 |
2,760.75 |
18.6% |
190.75 |
1.3% |
70% |
False |
False |
123,605 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.8% |
197.00 |
1.3% |
71% |
False |
False |
103,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,996.75 |
2.618 |
15,614.50 |
1.618 |
15,380.25 |
1.000 |
15,235.50 |
0.618 |
15,146.00 |
HIGH |
15,001.25 |
0.618 |
14,911.75 |
0.500 |
14,884.00 |
0.382 |
14,856.50 |
LOW |
14,767.00 |
0.618 |
14,622.25 |
1.000 |
14,532.75 |
1.618 |
14,388.00 |
2.618 |
14,153.75 |
4.250 |
13,771.50 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,884.00 |
14,822.75 |
PP |
14,883.25 |
14,764.25 |
S1 |
14,882.25 |
14,706.00 |
|