| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,228.0 |
2,201.0 |
-27.0 |
-1.2% |
2,245.9 |
| High |
2,251.4 |
2,248.8 |
-2.6 |
-0.1% |
2,290.8 |
| Low |
2,197.7 |
2,171.3 |
-26.4 |
-1.2% |
2,171.3 |
| Close |
2,200.8 |
2,235.6 |
34.8 |
1.6% |
2,235.6 |
| Range |
53.7 |
77.5 |
23.8 |
44.3% |
119.5 |
| ATR |
44.3 |
46.7 |
2.4 |
5.3% |
0.0 |
| Volume |
272,406 |
248,242 |
-24,164 |
-8.9% |
1,169,109 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.1 |
2,420.8 |
2,278.2 |
|
| R3 |
2,373.6 |
2,343.3 |
2,256.9 |
|
| R2 |
2,296.1 |
2,296.1 |
2,249.8 |
|
| R1 |
2,265.8 |
2,265.8 |
2,242.7 |
2,281.0 |
| PP |
2,218.6 |
2,218.6 |
2,218.6 |
2,226.1 |
| S1 |
2,188.3 |
2,188.3 |
2,228.5 |
2,203.5 |
| S2 |
2,141.1 |
2,141.1 |
2,221.4 |
|
| S3 |
2,063.6 |
2,110.8 |
2,214.3 |
|
| S4 |
1,986.1 |
2,033.3 |
2,193.0 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.1 |
2,532.8 |
2,301.3 |
|
| R3 |
2,471.6 |
2,413.3 |
2,268.5 |
|
| R2 |
2,352.1 |
2,352.1 |
2,257.5 |
|
| R1 |
2,293.8 |
2,293.8 |
2,246.6 |
2,263.2 |
| PP |
2,232.6 |
2,232.6 |
2,232.6 |
2,217.3 |
| S1 |
2,174.3 |
2,174.3 |
2,224.6 |
2,143.7 |
| S2 |
2,113.1 |
2,113.1 |
2,213.7 |
|
| S3 |
1,993.6 |
2,054.8 |
2,202.7 |
|
| S4 |
1,874.1 |
1,935.3 |
2,169.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.8 |
2,171.3 |
119.5 |
5.3% |
55.6 |
2.5% |
54% |
False |
True |
233,821 |
| 10 |
2,290.8 |
2,146.9 |
143.9 |
6.4% |
55.0 |
2.5% |
62% |
False |
False |
222,899 |
| 20 |
2,307.0 |
2,146.9 |
160.1 |
7.2% |
46.1 |
2.1% |
55% |
False |
False |
184,150 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
40.8 |
1.8% |
65% |
False |
False |
92,346 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.4% |
43.2 |
1.9% |
66% |
False |
False |
61,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.2 |
|
2.618 |
2,451.7 |
|
1.618 |
2,374.2 |
|
1.000 |
2,326.3 |
|
0.618 |
2,296.7 |
|
HIGH |
2,248.8 |
|
0.618 |
2,219.2 |
|
0.500 |
2,210.1 |
|
0.382 |
2,200.9 |
|
LOW |
2,171.3 |
|
0.618 |
2,123.4 |
|
1.000 |
2,093.8 |
|
1.618 |
2,045.9 |
|
2.618 |
1,968.4 |
|
4.250 |
1,841.9 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.1 |
2,227.5 |
| PP |
2,218.6 |
2,219.4 |
| S1 |
2,210.1 |
2,211.4 |
|