Trading Metrics calculated at close of trading on 04-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
7,044.5 |
7,061.0 |
16.5 |
0.2% |
7,043.0 |
High |
7,055.0 |
7,061.0 |
6.0 |
0.1% |
7,132.0 |
Low |
6,958.5 |
6,971.0 |
12.5 |
0.2% |
6,958.5 |
Close |
6,995.0 |
6,986.5 |
-8.5 |
-0.1% |
6,995.0 |
Range |
96.5 |
90.0 |
-6.5 |
-6.7% |
173.5 |
ATR |
83.9 |
84.3 |
0.4 |
0.5% |
0.0 |
Volume |
125,701 |
91,462 |
-34,239 |
-27.2% |
543,327 |
|
Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,276.0 |
7,221.5 |
7,036.0 |
|
R3 |
7,186.0 |
7,131.5 |
7,011.0 |
|
R2 |
7,096.0 |
7,096.0 |
7,003.0 |
|
R1 |
7,041.5 |
7,041.5 |
6,995.0 |
7,024.0 |
PP |
7,006.0 |
7,006.0 |
7,006.0 |
6,997.5 |
S1 |
6,951.5 |
6,951.5 |
6,978.0 |
6,934.0 |
S2 |
6,916.0 |
6,916.0 |
6,970.0 |
|
S3 |
6,826.0 |
6,861.5 |
6,962.0 |
|
S4 |
6,736.0 |
6,771.5 |
6,937.0 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,549.0 |
7,445.5 |
7,090.5 |
|
R3 |
7,375.5 |
7,272.0 |
7,042.5 |
|
R2 |
7,202.0 |
7,202.0 |
7,027.0 |
|
R1 |
7,098.5 |
7,098.5 |
7,011.0 |
7,063.5 |
PP |
7,028.5 |
7,028.5 |
7,028.5 |
7,011.0 |
S1 |
6,925.0 |
6,925.0 |
6,979.0 |
6,890.0 |
S2 |
6,855.0 |
6,855.0 |
6,963.0 |
|
S3 |
6,681.5 |
6,751.5 |
6,947.5 |
|
S4 |
6,508.0 |
6,578.0 |
6,899.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,132.0 |
6,958.5 |
173.5 |
2.5% |
94.0 |
1.3% |
16% |
False |
False |
110,974 |
10 |
7,132.0 |
6,879.5 |
252.5 |
3.6% |
95.0 |
1.4% |
42% |
False |
False |
104,480 |
20 |
7,139.0 |
6,791.5 |
347.5 |
5.0% |
87.5 |
1.3% |
56% |
False |
False |
128,909 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
57.5 |
0.8% |
53% |
False |
False |
64,919 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
47.0 |
0.7% |
60% |
False |
False |
43,322 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
40.0 |
0.6% |
60% |
False |
False |
32,493 |
100 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
35.0 |
0.5% |
60% |
False |
False |
25,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,443.5 |
2.618 |
7,296.5 |
1.618 |
7,206.5 |
1.000 |
7,151.0 |
0.618 |
7,116.5 |
HIGH |
7,061.0 |
0.618 |
7,026.5 |
0.500 |
7,016.0 |
0.382 |
7,005.5 |
LOW |
6,971.0 |
0.618 |
6,915.5 |
1.000 |
6,881.0 |
1.618 |
6,825.5 |
2.618 |
6,735.5 |
4.250 |
6,588.5 |
|
|
Fisher Pivots for day following 04-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
7,016.0 |
7,045.0 |
PP |
7,006.0 |
7,025.5 |
S1 |
6,996.5 |
7,006.0 |
|