| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,239.4 |
2,216.9 |
-22.5 |
-1.0% |
2,245.9 |
| High |
2,245.3 |
2,244.1 |
-1.2 |
-0.1% |
2,290.8 |
| Low |
2,201.5 |
2,199.8 |
-1.7 |
-0.1% |
2,171.3 |
| Close |
2,214.8 |
2,223.5 |
8.7 |
0.4% |
2,235.6 |
| Range |
43.8 |
44.3 |
0.5 |
1.1% |
119.5 |
| ATR |
46.5 |
46.3 |
-0.2 |
-0.3% |
0.0 |
| Volume |
239,675 |
176,678 |
-62,997 |
-26.3% |
1,169,109 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.4 |
2,333.7 |
2,247.9 |
|
| R3 |
2,311.1 |
2,289.4 |
2,235.7 |
|
| R2 |
2,266.8 |
2,266.8 |
2,231.6 |
|
| R1 |
2,245.1 |
2,245.1 |
2,227.6 |
2,256.0 |
| PP |
2,222.5 |
2,222.5 |
2,222.5 |
2,227.9 |
| S1 |
2,200.8 |
2,200.8 |
2,219.4 |
2,211.7 |
| S2 |
2,178.2 |
2,178.2 |
2,215.4 |
|
| S3 |
2,133.9 |
2,156.5 |
2,211.3 |
|
| S4 |
2,089.6 |
2,112.2 |
2,199.1 |
|
|
| 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 |
2,251.4 |
2,171.3 |
80.1 |
3.6% |
50.2 |
2.3% |
65% |
False |
False |
229,035 |
| 10 |
2,290.8 |
2,167.4 |
123.4 |
5.5% |
51.1 |
2.3% |
45% |
False |
False |
213,133 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.7 |
2.1% |
53% |
False |
False |
204,762 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
41.6 |
1.9% |
59% |
False |
False |
102,750 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
43.1 |
1.9% |
60% |
False |
False |
68,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.4 |
|
2.618 |
2,360.1 |
|
1.618 |
2,315.8 |
|
1.000 |
2,288.4 |
|
0.618 |
2,271.5 |
|
HIGH |
2,244.1 |
|
0.618 |
2,227.2 |
|
0.500 |
2,222.0 |
|
0.382 |
2,216.7 |
|
LOW |
2,199.8 |
|
0.618 |
2,172.4 |
|
1.000 |
2,155.5 |
|
1.618 |
2,128.1 |
|
2.618 |
2,083.8 |
|
4.250 |
2,011.5 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.0 |
2,219.0 |
| PP |
2,222.5 |
2,214.5 |
| S1 |
2,222.0 |
2,210.1 |
|