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 |
14,716.77 |
14,533.91 |
-182.86 |
-1.2% |
15,209.74 |
High |
14,725.95 |
14,763.64 |
37.69 |
0.3% |
15,240.58 |
Low |
14,384.93 |
14,520.23 |
135.30 |
0.9% |
14,555.12 |
Close |
14,472.12 |
14,674.15 |
202.03 |
1.4% |
14,791.87 |
Range |
341.02 |
243.41 |
-97.61 |
-28.6% |
685.46 |
ATR |
221.46 |
226.46 |
5.00 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,382.90 |
15,271.94 |
14,808.03 |
|
R3 |
15,139.49 |
15,028.53 |
14,741.09 |
|
R2 |
14,896.08 |
14,896.08 |
14,718.78 |
|
R1 |
14,785.12 |
14,785.12 |
14,696.46 |
14,840.60 |
PP |
14,652.67 |
14,652.67 |
14,652.67 |
14,680.42 |
S1 |
14,541.71 |
14,541.71 |
14,651.84 |
14,597.19 |
S2 |
14,409.26 |
14,409.26 |
14,629.52 |
|
S3 |
14,165.85 |
14,298.30 |
14,607.21 |
|
S4 |
13,922.44 |
14,054.89 |
14,540.27 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,918.90 |
16,540.85 |
15,168.87 |
|
R3 |
16,233.44 |
15,855.39 |
14,980.37 |
|
R2 |
15,547.98 |
15,547.98 |
14,917.54 |
|
R1 |
15,169.93 |
15,169.93 |
14,854.70 |
15,016.23 |
PP |
14,862.52 |
14,862.52 |
14,862.52 |
14,785.67 |
S1 |
14,484.47 |
14,484.47 |
14,729.04 |
14,330.77 |
S2 |
14,177.06 |
14,177.06 |
14,666.20 |
|
S3 |
13,491.60 |
13,799.01 |
14,603.37 |
|
S4 |
12,806.14 |
13,113.55 |
14,414.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,914.68 |
14,384.93 |
529.75 |
3.6% |
250.06 |
1.7% |
55% |
False |
False |
|
10 |
15,356.92 |
14,384.93 |
971.99 |
6.6% |
216.03 |
1.5% |
30% |
False |
False |
|
20 |
15,675.46 |
14,384.93 |
1,290.53 |
8.8% |
204.66 |
1.4% |
22% |
False |
False |
|
40 |
15,701.40 |
14,384.93 |
1,316.47 |
9.0% |
169.32 |
1.2% |
22% |
False |
False |
|
60 |
15,701.40 |
14,384.93 |
1,316.47 |
9.0% |
161.26 |
1.1% |
22% |
False |
False |
|
80 |
15,701.40 |
13,847.32 |
1,854.08 |
12.6% |
154.94 |
1.1% |
45% |
False |
False |
|
100 |
15,701.40 |
12,994.35 |
2,707.05 |
18.4% |
152.71 |
1.0% |
62% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.6% |
159.91 |
1.1% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,798.13 |
2.618 |
15,400.89 |
1.618 |
15,157.48 |
1.000 |
15,007.05 |
0.618 |
14,914.07 |
HIGH |
14,763.64 |
0.618 |
14,670.66 |
0.500 |
14,641.94 |
0.382 |
14,613.21 |
LOW |
14,520.23 |
0.618 |
14,369.80 |
1.000 |
14,276.82 |
1.618 |
14,126.39 |
2.618 |
13,882.98 |
4.250 |
13,485.74 |
|
|
Fisher Pivots for day following 05-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,663.41 |
14,652.06 |
PP |
14,652.67 |
14,629.97 |
S1 |
14,641.94 |
14,607.89 |
|