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 |
7,061.0 |
7,021.5 |
-39.5 |
-0.6% |
7,043.0 |
High |
7,061.0 |
7,058.0 |
-3.0 |
0.0% |
7,132.0 |
Low |
6,971.0 |
6,976.5 |
5.5 |
0.1% |
6,958.5 |
Close |
6,986.5 |
7,053.0 |
66.5 |
1.0% |
6,995.0 |
Range |
90.0 |
81.5 |
-8.5 |
-9.4% |
173.5 |
ATR |
84.3 |
84.1 |
-0.2 |
-0.2% |
0.0 |
Volume |
91,462 |
79,087 |
-12,375 |
-13.5% |
543,327 |
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,273.5 |
7,245.0 |
7,098.0 |
|
R3 |
7,192.0 |
7,163.5 |
7,075.5 |
|
R2 |
7,110.5 |
7,110.5 |
7,068.0 |
|
R1 |
7,082.0 |
7,082.0 |
7,060.5 |
7,096.0 |
PP |
7,029.0 |
7,029.0 |
7,029.0 |
7,036.5 |
S1 |
7,000.5 |
7,000.5 |
7,045.5 |
7,015.0 |
S2 |
6,947.5 |
6,947.5 |
7,038.0 |
|
S3 |
6,866.0 |
6,919.0 |
7,030.5 |
|
S4 |
6,784.5 |
6,837.5 |
7,008.0 |
|
|
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% |
95.0 |
1.3% |
54% |
False |
False |
105,731 |
10 |
7,132.0 |
6,898.0 |
234.0 |
3.3% |
94.0 |
1.3% |
66% |
False |
False |
100,375 |
20 |
7,132.0 |
6,791.5 |
340.5 |
4.8% |
89.0 |
1.3% |
77% |
False |
False |
132,677 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
59.5 |
0.8% |
71% |
False |
False |
66,896 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
47.5 |
0.7% |
75% |
False |
False |
44,640 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
41.0 |
0.6% |
75% |
False |
False |
33,481 |
100 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
36.0 |
0.5% |
75% |
False |
False |
26,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,404.5 |
2.618 |
7,271.5 |
1.618 |
7,190.0 |
1.000 |
7,139.5 |
0.618 |
7,108.5 |
HIGH |
7,058.0 |
0.618 |
7,027.0 |
0.500 |
7,017.0 |
0.382 |
7,007.5 |
LOW |
6,976.5 |
0.618 |
6,926.0 |
1.000 |
6,895.0 |
1.618 |
6,844.5 |
2.618 |
6,763.0 |
4.250 |
6,630.0 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
7,041.0 |
7,038.5 |
PP |
7,029.0 |
7,024.0 |
S1 |
7,017.0 |
7,010.0 |
|