Trading Metrics calculated at close of trading on 08-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
14,768.00 |
14,891.25 |
123.25 |
0.8% |
14,785.00 |
High |
15,001.25 |
14,996.00 |
-5.25 |
0.0% |
15,001.25 |
Low |
14,767.00 |
14,790.75 |
23.75 |
0.2% |
14,367.75 |
Close |
14,881.25 |
14,808.25 |
-73.00 |
-0.5% |
14,808.25 |
Range |
234.25 |
205.25 |
-29.00 |
-12.4% |
633.50 |
ATR |
259.09 |
255.25 |
-3.85 |
-1.5% |
0.00 |
Volume |
492,756 |
550,607 |
57,851 |
11.7% |
3,177,735 |
|
Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,480.75 |
15,349.75 |
14,921.25 |
|
R3 |
15,275.50 |
15,144.50 |
14,864.75 |
|
R2 |
15,070.25 |
15,070.25 |
14,846.00 |
|
R1 |
14,939.25 |
14,939.25 |
14,827.00 |
14,902.00 |
PP |
14,865.00 |
14,865.00 |
14,865.00 |
14,846.50 |
S1 |
14,734.00 |
14,734.00 |
14,789.50 |
14,697.00 |
S2 |
14,659.75 |
14,659.75 |
14,770.50 |
|
S3 |
14,454.50 |
14,528.75 |
14,751.75 |
|
S4 |
14,249.25 |
14,323.50 |
14,695.25 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,626.25 |
16,350.75 |
15,156.75 |
|
R3 |
15,992.75 |
15,717.25 |
14,982.50 |
|
R2 |
15,359.25 |
15,359.25 |
14,924.50 |
|
R1 |
15,083.75 |
15,083.75 |
14,866.25 |
15,221.50 |
PP |
14,725.75 |
14,725.75 |
14,725.75 |
14,794.50 |
S1 |
14,450.25 |
14,450.25 |
14,750.25 |
14,588.00 |
S2 |
14,092.25 |
14,092.25 |
14,692.00 |
|
S3 |
13,458.75 |
13,816.75 |
14,634.00 |
|
S4 |
12,825.25 |
13,183.25 |
14,459.75 |
|
|
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% |
319.75 |
2.2% |
70% |
False |
False |
635,547 |
10 |
15,399.25 |
14,367.75 |
1,031.50 |
7.0% |
307.50 |
2.1% |
43% |
False |
False |
657,024 |
20 |
15,557.50 |
14,367.75 |
1,189.75 |
8.0% |
273.00 |
1.8% |
37% |
False |
False |
619,720 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
219.25 |
1.5% |
33% |
False |
False |
321,976 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
203.25 |
1.4% |
33% |
False |
False |
214,954 |
80 |
15,702.25 |
13,833.75 |
1,868.50 |
12.6% |
195.25 |
1.3% |
52% |
False |
False |
161,363 |
100 |
15,702.25 |
12,941.50 |
2,760.75 |
18.6% |
190.50 |
1.3% |
68% |
False |
False |
129,111 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.9% |
197.00 |
1.3% |
68% |
False |
False |
107,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,868.25 |
2.618 |
15,533.25 |
1.618 |
15,328.00 |
1.000 |
15,201.25 |
0.618 |
15,122.75 |
HIGH |
14,996.00 |
0.618 |
14,917.50 |
0.500 |
14,893.50 |
0.382 |
14,869.25 |
LOW |
14,790.75 |
0.618 |
14,664.00 |
1.000 |
14,585.50 |
1.618 |
14,458.75 |
2.618 |
14,253.50 |
4.250 |
13,918.50 |
|
|
Fisher Pivots for day following 08-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,893.50 |
14,776.00 |
PP |
14,865.00 |
14,744.00 |
S1 |
14,836.50 |
14,712.00 |
|