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 |
14,533.91 |
14,539.12 |
5.21 |
0.0% |
15,209.74 |
High |
14,763.64 |
14,775.64 |
12.00 |
0.1% |
15,240.58 |
Low |
14,520.23 |
14,499.48 |
-20.75 |
-0.1% |
14,555.12 |
Close |
14,674.15 |
14,766.75 |
92.60 |
0.6% |
14,791.87 |
Range |
243.41 |
276.16 |
32.75 |
13.5% |
685.46 |
ATR |
226.46 |
230.01 |
3.55 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,509.10 |
15,414.09 |
14,918.64 |
|
R3 |
15,232.94 |
15,137.93 |
14,842.69 |
|
R2 |
14,956.78 |
14,956.78 |
14,817.38 |
|
R1 |
14,861.77 |
14,861.77 |
14,792.06 |
14,909.28 |
PP |
14,680.62 |
14,680.62 |
14,680.62 |
14,704.38 |
S1 |
14,585.61 |
14,585.61 |
14,741.44 |
14,633.12 |
S2 |
14,404.46 |
14,404.46 |
14,716.12 |
|
S3 |
14,128.30 |
14,309.45 |
14,690.81 |
|
S4 |
13,852.14 |
14,033.29 |
14,614.86 |
|
|
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 |
14,887.45 |
14,384.93 |
502.52 |
3.4% |
267.84 |
1.8% |
76% |
False |
False |
|
10 |
15,356.92 |
14,384.93 |
971.99 |
6.6% |
223.60 |
1.5% |
39% |
False |
False |
|
20 |
15,675.46 |
14,384.93 |
1,290.53 |
8.7% |
211.60 |
1.4% |
30% |
False |
False |
|
40 |
15,701.40 |
14,384.93 |
1,316.47 |
8.9% |
172.26 |
1.2% |
29% |
False |
False |
|
60 |
15,701.40 |
14,384.93 |
1,316.47 |
8.9% |
163.22 |
1.1% |
29% |
False |
False |
|
80 |
15,701.40 |
13,847.32 |
1,854.08 |
12.6% |
156.33 |
1.1% |
50% |
False |
False |
|
100 |
15,701.40 |
12,994.35 |
2,707.05 |
18.3% |
153.38 |
1.0% |
65% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
18.5% |
161.51 |
1.1% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,949.32 |
2.618 |
15,498.63 |
1.618 |
15,222.47 |
1.000 |
15,051.80 |
0.618 |
14,946.31 |
HIGH |
14,775.64 |
0.618 |
14,670.15 |
0.500 |
14,637.56 |
0.382 |
14,604.97 |
LOW |
14,499.48 |
0.618 |
14,328.81 |
1.000 |
14,223.32 |
1.618 |
14,052.65 |
2.618 |
13,776.49 |
4.250 |
13,325.80 |
|
|
Fisher Pivots for day following 06-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,723.69 |
14,704.60 |
PP |
14,680.62 |
14,642.44 |
S1 |
14,637.56 |
14,580.29 |
|