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 |
1,759.57 |
1,762.57 |
3.00 |
0.2% |
1,749.64 |
High |
1,764.54 |
1,765.98 |
1.44 |
0.1% |
1,762.48 |
Low |
1,746.60 |
1,752.71 |
6.11 |
0.3% |
1,722.02 |
Close |
1,762.55 |
1,754.88 |
-7.67 |
-0.4% |
1,760.27 |
Range |
17.94 |
13.27 |
-4.67 |
-26.0% |
40.46 |
ATR |
21.16 |
20.59 |
-0.56 |
-2.7% |
0.00 |
Volume |
5,928 |
6,131 |
203 |
3.4% |
30,033 |
|
Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.67 |
1,789.54 |
1,762.18 |
|
R3 |
1,784.40 |
1,776.27 |
1,758.53 |
|
R2 |
1,771.13 |
1,771.13 |
1,757.31 |
|
R1 |
1,763.00 |
1,763.00 |
1,756.10 |
1,760.43 |
PP |
1,757.86 |
1,757.86 |
1,757.86 |
1,756.57 |
S1 |
1,749.73 |
1,749.73 |
1,753.66 |
1,747.16 |
S2 |
1,744.59 |
1,744.59 |
1,752.45 |
|
S3 |
1,731.32 |
1,736.46 |
1,751.23 |
|
S4 |
1,718.05 |
1,723.19 |
1,747.58 |
|
|
Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.64 |
1,855.41 |
1,782.52 |
|
R3 |
1,829.18 |
1,814.95 |
1,771.40 |
|
R2 |
1,788.72 |
1,788.72 |
1,767.69 |
|
R1 |
1,774.49 |
1,774.49 |
1,763.98 |
1,781.61 |
PP |
1,748.26 |
1,748.26 |
1,748.26 |
1,751.81 |
S1 |
1,734.03 |
1,734.03 |
1,756.56 |
1,741.15 |
S2 |
1,707.80 |
1,707.80 |
1,752.85 |
|
S3 |
1,667.34 |
1,693.57 |
1,749.14 |
|
S4 |
1,626.88 |
1,653.11 |
1,738.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,769.50 |
1,746.60 |
22.90 |
1.3% |
16.83 |
1.0% |
36% |
False |
False |
6,017 |
10 |
1,769.50 |
1,722.02 |
47.48 |
2.7% |
20.17 |
1.1% |
69% |
False |
False |
6,004 |
20 |
1,807.79 |
1,722.02 |
85.77 |
4.9% |
21.47 |
1.2% |
38% |
False |
False |
6,072 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
19.41 |
1.1% |
30% |
False |
False |
6,211 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.01 |
1.1% |
44% |
False |
False |
6,328 |
80 |
1,861.00 |
1,693.69 |
167.31 |
9.5% |
20.54 |
1.2% |
37% |
False |
False |
6,307 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.10 |
1.2% |
28% |
False |
False |
6,324 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.07 |
1.2% |
28% |
False |
False |
6,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.38 |
2.618 |
1,800.72 |
1.618 |
1,787.45 |
1.000 |
1,779.25 |
0.618 |
1,774.18 |
HIGH |
1,765.98 |
0.618 |
1,760.91 |
0.500 |
1,759.35 |
0.382 |
1,757.78 |
LOW |
1,752.71 |
0.618 |
1,744.51 |
1.000 |
1,739.44 |
1.618 |
1,731.24 |
2.618 |
1,717.97 |
4.250 |
1,696.31 |
|
|
Fisher Pivots for day following 07-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.35 |
1,757.87 |
PP |
1,757.86 |
1,756.87 |
S1 |
1,756.37 |
1,755.88 |
|