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 |
7,021.5 |
7,039.5 |
18.0 |
0.3% |
7,043.0 |
High |
7,058.0 |
7,047.5 |
-10.5 |
-0.1% |
7,132.0 |
Low |
6,976.5 |
6,916.0 |
-60.5 |
-0.9% |
6,958.5 |
Close |
7,053.0 |
6,965.5 |
-87.5 |
-1.2% |
6,995.0 |
Range |
81.5 |
131.5 |
50.0 |
61.3% |
173.5 |
ATR |
84.1 |
87.9 |
3.8 |
4.5% |
0.0 |
Volume |
79,087 |
126,670 |
47,583 |
60.2% |
543,327 |
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,371.0 |
7,299.5 |
7,038.0 |
|
R3 |
7,239.5 |
7,168.0 |
7,001.5 |
|
R2 |
7,108.0 |
7,108.0 |
6,989.5 |
|
R1 |
7,036.5 |
7,036.5 |
6,977.5 |
7,006.5 |
PP |
6,976.5 |
6,976.5 |
6,976.5 |
6,961.0 |
S1 |
6,905.0 |
6,905.0 |
6,953.5 |
6,875.0 |
S2 |
6,845.0 |
6,845.0 |
6,941.5 |
|
S3 |
6,713.5 |
6,773.5 |
6,929.5 |
|
S4 |
6,582.0 |
6,642.0 |
6,893.0 |
|
|
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 |
6,916.0 |
216.0 |
3.1% |
99.5 |
1.4% |
23% |
False |
True |
110,779 |
10 |
7,132.0 |
6,916.0 |
216.0 |
3.1% |
89.5 |
1.3% |
23% |
False |
True |
101,886 |
20 |
7,132.0 |
6,791.5 |
340.5 |
4.9% |
92.5 |
1.3% |
51% |
False |
False |
138,724 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
63.0 |
0.9% |
47% |
False |
False |
70,062 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
49.5 |
0.7% |
55% |
False |
False |
46,751 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
43.0 |
0.6% |
55% |
False |
False |
35,065 |
100 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
37.5 |
0.5% |
55% |
False |
False |
28,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,606.5 |
2.618 |
7,392.0 |
1.618 |
7,260.5 |
1.000 |
7,179.0 |
0.618 |
7,129.0 |
HIGH |
7,047.5 |
0.618 |
6,997.5 |
0.500 |
6,982.0 |
0.382 |
6,966.0 |
LOW |
6,916.0 |
0.618 |
6,834.5 |
1.000 |
6,784.5 |
1.618 |
6,703.0 |
2.618 |
6,571.5 |
4.250 |
6,357.0 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
6,982.0 |
6,988.5 |
PP |
6,976.5 |
6,981.0 |
S1 |
6,971.0 |
6,973.0 |
|