| 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 |
2,216.9 |
2,223.2 |
6.3 |
0.3% |
2,245.9 |
| High |
2,244.1 |
2,226.1 |
-18.0 |
-0.8% |
2,290.8 |
| Low |
2,199.8 |
2,180.2 |
-19.6 |
-0.9% |
2,171.3 |
| Close |
2,223.5 |
2,212.2 |
-11.3 |
-0.5% |
2,235.6 |
| Range |
44.3 |
45.9 |
1.6 |
3.6% |
119.5 |
| ATR |
46.3 |
46.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
176,678 |
280,906 |
104,228 |
59.0% |
1,169,109 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.9 |
2,323.9 |
2,237.4 |
|
| R3 |
2,298.0 |
2,278.0 |
2,224.8 |
|
| R2 |
2,252.1 |
2,252.1 |
2,220.6 |
|
| R1 |
2,232.1 |
2,232.1 |
2,216.4 |
2,219.2 |
| PP |
2,206.2 |
2,206.2 |
2,206.2 |
2,199.7 |
| S1 |
2,186.2 |
2,186.2 |
2,208.0 |
2,173.3 |
| S2 |
2,160.3 |
2,160.3 |
2,203.8 |
|
| S3 |
2,114.4 |
2,140.3 |
2,199.6 |
|
| S4 |
2,068.5 |
2,094.4 |
2,187.0 |
|
|
| 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 |
2,251.4 |
2,171.3 |
80.1 |
3.6% |
53.0 |
2.4% |
51% |
False |
False |
243,581 |
| 10 |
2,290.8 |
2,171.3 |
119.5 |
5.4% |
49.3 |
2.2% |
34% |
False |
False |
220,659 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.9 |
2.2% |
45% |
False |
False |
218,169 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
42.3 |
1.9% |
53% |
False |
False |
109,769 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
43.2 |
2.0% |
55% |
False |
False |
73,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,421.2 |
|
2.618 |
2,346.3 |
|
1.618 |
2,300.4 |
|
1.000 |
2,272.0 |
|
0.618 |
2,254.5 |
|
HIGH |
2,226.1 |
|
0.618 |
2,208.6 |
|
0.500 |
2,203.2 |
|
0.382 |
2,197.7 |
|
LOW |
2,180.2 |
|
0.618 |
2,151.8 |
|
1.000 |
2,134.3 |
|
1.618 |
2,105.9 |
|
2.618 |
2,060.0 |
|
4.250 |
1,985.1 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.2 |
2,212.8 |
| PP |
2,206.2 |
2,212.6 |
| S1 |
2,203.2 |
2,212.4 |
|