| 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 |
3,995.0 |
4,037.0 |
42.0 |
1.1% |
4,146.0 |
| High |
4,053.5 |
4,046.0 |
-7.5 |
-0.2% |
4,180.0 |
| Low |
3,968.0 |
3,949.5 |
-18.5 |
-0.5% |
3,961.0 |
| Close |
4,050.0 |
3,997.0 |
-53.0 |
-1.3% |
4,008.5 |
| Range |
85.5 |
96.5 |
11.0 |
12.9% |
219.0 |
| ATR |
68.0 |
70.3 |
2.3 |
3.4% |
0.0 |
| Volume |
712,187 |
1,150,397 |
438,210 |
61.5% |
4,486,940 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,287.0 |
4,238.5 |
4,050.1 |
|
| R3 |
4,190.5 |
4,142.0 |
4,023.5 |
|
| R2 |
4,094.0 |
4,094.0 |
4,014.7 |
|
| R1 |
4,045.5 |
4,045.5 |
4,005.8 |
4,021.5 |
| PP |
3,997.5 |
3,997.5 |
3,997.5 |
3,985.5 |
| S1 |
3,949.0 |
3,949.0 |
3,988.2 |
3,925.0 |
| S2 |
3,901.0 |
3,901.0 |
3,979.3 |
|
| S3 |
3,804.5 |
3,852.5 |
3,970.5 |
|
| S4 |
3,708.0 |
3,756.0 |
3,943.9 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,706.8 |
4,576.7 |
4,129.0 |
|
| R3 |
4,487.8 |
4,357.7 |
4,068.7 |
|
| R2 |
4,268.8 |
4,268.8 |
4,048.7 |
|
| R1 |
4,138.7 |
4,138.7 |
4,028.6 |
4,094.3 |
| PP |
4,049.8 |
4,049.8 |
4,049.8 |
4,027.6 |
| S1 |
3,919.7 |
3,919.7 |
3,988.4 |
3,875.3 |
| S2 |
3,830.8 |
3,830.8 |
3,968.4 |
|
| S3 |
3,611.8 |
3,700.7 |
3,948.3 |
|
| S4 |
3,392.8 |
3,481.7 |
3,888.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,100.0 |
3,949.5 |
150.5 |
3.8% |
86.3 |
2.2% |
32% |
False |
True |
949,765 |
| 10 |
4,200.5 |
3,949.5 |
251.0 |
6.3% |
78.0 |
2.0% |
19% |
False |
True |
830,172 |
| 20 |
4,200.5 |
3,949.5 |
251.0 |
6.3% |
74.1 |
1.9% |
19% |
False |
True |
875,092 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.8% |
53.3 |
1.3% |
17% |
False |
True |
460,368 |
| 60 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
46.4 |
1.2% |
34% |
False |
False |
309,236 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.5% |
44.4 |
1.1% |
34% |
False |
False |
232,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,456.1 |
|
2.618 |
4,298.6 |
|
1.618 |
4,202.1 |
|
1.000 |
4,142.5 |
|
0.618 |
4,105.6 |
|
HIGH |
4,046.0 |
|
0.618 |
4,009.1 |
|
0.500 |
3,997.8 |
|
0.382 |
3,986.4 |
|
LOW |
3,949.5 |
|
0.618 |
3,889.9 |
|
1.000 |
3,853.0 |
|
1.618 |
3,793.4 |
|
2.618 |
3,696.9 |
|
4.250 |
3,539.4 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,997.8 |
4,001.5 |
| PP |
3,997.5 |
4,000.0 |
| S1 |
3,997.3 |
3,998.5 |
|