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 |
7,039.5 |
7,028.5 |
-11.0 |
-0.2% |
7,043.0 |
High |
7,047.5 |
7,069.0 |
21.5 |
0.3% |
7,132.0 |
Low |
6,916.0 |
7,014.5 |
98.5 |
1.4% |
6,958.5 |
Close |
6,965.5 |
7,058.0 |
92.5 |
1.3% |
6,995.0 |
Range |
131.5 |
54.5 |
-77.0 |
-58.6% |
173.5 |
ATR |
87.9 |
89.0 |
1.1 |
1.3% |
0.0 |
Volume |
126,670 |
89,193 |
-37,477 |
-29.6% |
543,327 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,210.5 |
7,189.0 |
7,088.0 |
|
R3 |
7,156.0 |
7,134.5 |
7,073.0 |
|
R2 |
7,101.5 |
7,101.5 |
7,068.0 |
|
R1 |
7,080.0 |
7,080.0 |
7,063.0 |
7,091.0 |
PP |
7,047.0 |
7,047.0 |
7,047.0 |
7,052.5 |
S1 |
7,025.5 |
7,025.5 |
7,053.0 |
7,036.0 |
S2 |
6,992.5 |
6,992.5 |
7,048.0 |
|
S3 |
6,938.0 |
6,971.0 |
7,043.0 |
|
S4 |
6,883.5 |
6,916.5 |
7,028.0 |
|
|
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 |
7,069.0 |
6,916.0 |
153.0 |
2.2% |
91.0 |
1.3% |
93% |
True |
False |
102,422 |
10 |
7,132.0 |
6,916.0 |
216.0 |
3.1% |
88.5 |
1.3% |
66% |
False |
False |
100,710 |
20 |
7,132.0 |
6,791.5 |
340.5 |
4.8% |
91.0 |
1.3% |
78% |
False |
False |
140,518 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
63.0 |
0.9% |
72% |
False |
False |
72,288 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
50.5 |
0.7% |
76% |
False |
False |
48,237 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
43.0 |
0.6% |
76% |
False |
False |
36,179 |
100 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
37.5 |
0.5% |
76% |
False |
False |
28,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,300.5 |
2.618 |
7,211.5 |
1.618 |
7,157.0 |
1.000 |
7,123.5 |
0.618 |
7,102.5 |
HIGH |
7,069.0 |
0.618 |
7,048.0 |
0.500 |
7,042.0 |
0.382 |
7,035.5 |
LOW |
7,014.5 |
0.618 |
6,981.0 |
1.000 |
6,960.0 |
1.618 |
6,926.5 |
2.618 |
6,872.0 |
4.250 |
6,783.0 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
7,052.5 |
7,036.0 |
PP |
7,047.0 |
7,014.5 |
S1 |
7,042.0 |
6,992.5 |
|