| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
4,029.5 |
4,080.0 |
50.5 |
1.3% |
4,042.5 |
| High |
4,085.0 |
4,089.0 |
4.0 |
0.1% |
4,089.0 |
| Low |
4,029.5 |
4,051.5 |
22.0 |
0.5% |
3,949.5 |
| Close |
4,080.0 |
4,064.5 |
-15.5 |
-0.4% |
4,064.5 |
| Range |
55.5 |
37.5 |
-18.0 |
-32.4% |
139.5 |
| ATR |
71.6 |
69.1 |
-2.4 |
-3.4% |
0.0 |
| Volume |
795,106 |
591,723 |
-203,383 |
-25.6% |
3,968,749 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,180.8 |
4,160.2 |
4,085.1 |
|
| R3 |
4,143.3 |
4,122.7 |
4,074.8 |
|
| R2 |
4,105.8 |
4,105.8 |
4,071.4 |
|
| R1 |
4,085.2 |
4,085.2 |
4,067.9 |
4,076.8 |
| PP |
4,068.3 |
4,068.3 |
4,068.3 |
4,064.1 |
| S1 |
4,047.7 |
4,047.7 |
4,061.1 |
4,039.3 |
| S2 |
4,030.8 |
4,030.8 |
4,057.6 |
|
| S3 |
3,993.3 |
4,010.2 |
4,054.2 |
|
| S4 |
3,955.8 |
3,972.7 |
4,043.9 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,452.8 |
4,398.2 |
4,141.2 |
|
| R3 |
4,313.3 |
4,258.7 |
4,102.9 |
|
| R2 |
4,173.8 |
4,173.8 |
4,090.1 |
|
| R1 |
4,119.2 |
4,119.2 |
4,077.3 |
4,146.5 |
| PP |
4,034.3 |
4,034.3 |
4,034.3 |
4,048.0 |
| S1 |
3,979.7 |
3,979.7 |
4,051.7 |
4,007.0 |
| S2 |
3,894.8 |
3,894.8 |
4,038.9 |
|
| S3 |
3,755.3 |
3,840.2 |
4,026.1 |
|
| S4 |
3,615.8 |
3,700.7 |
3,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,089.0 |
3,949.5 |
139.5 |
3.4% |
69.3 |
1.7% |
82% |
True |
False |
793,749 |
| 10 |
4,180.0 |
3,949.5 |
230.5 |
5.7% |
75.3 |
1.9% |
50% |
False |
False |
845,568 |
| 20 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
73.2 |
1.8% |
46% |
False |
False |
908,464 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.7% |
54.5 |
1.3% |
42% |
False |
False |
493,856 |
| 60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
46.8 |
1.2% |
54% |
False |
False |
332,322 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
45.0 |
1.1% |
54% |
False |
False |
249,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,248.4 |
|
2.618 |
4,187.2 |
|
1.618 |
4,149.7 |
|
1.000 |
4,126.5 |
|
0.618 |
4,112.2 |
|
HIGH |
4,089.0 |
|
0.618 |
4,074.7 |
|
0.500 |
4,070.3 |
|
0.382 |
4,065.8 |
|
LOW |
4,051.5 |
|
0.618 |
4,028.3 |
|
1.000 |
4,014.0 |
|
1.618 |
3,990.8 |
|
2.618 |
3,953.3 |
|
4.250 |
3,892.1 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,070.3 |
4,049.4 |
| PP |
4,068.3 |
4,034.3 |
| S1 |
4,066.4 |
4,019.3 |
|