| 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 |
2,213.7 |
2,246.0 |
32.3 |
1.5% |
2,239.4 |
| High |
2,263.3 |
2,257.2 |
-6.1 |
-0.3% |
2,263.3 |
| Low |
2,213.4 |
2,226.8 |
13.4 |
0.6% |
2,180.2 |
| Close |
2,247.0 |
2,229.1 |
-17.9 |
-0.8% |
2,229.1 |
| Range |
49.9 |
30.4 |
-19.5 |
-39.1% |
83.1 |
| ATR |
46.6 |
45.5 |
-1.2 |
-2.5% |
0.0 |
| Volume |
172,972 |
153,256 |
-19,716 |
-11.4% |
1,023,487 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.9 |
2,309.4 |
2,245.8 |
|
| R3 |
2,298.5 |
2,279.0 |
2,237.5 |
|
| R2 |
2,268.1 |
2,268.1 |
2,234.7 |
|
| R1 |
2,248.6 |
2,248.6 |
2,231.9 |
2,243.2 |
| PP |
2,237.7 |
2,237.7 |
2,237.7 |
2,235.0 |
| S1 |
2,218.2 |
2,218.2 |
2,226.3 |
2,212.8 |
| S2 |
2,207.3 |
2,207.3 |
2,223.5 |
|
| S3 |
2,176.9 |
2,187.8 |
2,220.7 |
|
| S4 |
2,146.5 |
2,157.4 |
2,212.4 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.5 |
2,434.4 |
2,274.8 |
|
| R3 |
2,390.4 |
2,351.3 |
2,252.0 |
|
| R2 |
2,307.3 |
2,307.3 |
2,244.3 |
|
| R1 |
2,268.2 |
2,268.2 |
2,236.7 |
2,246.2 |
| PP |
2,224.2 |
2,224.2 |
2,224.2 |
2,213.2 |
| S1 |
2,185.1 |
2,185.1 |
2,221.5 |
2,163.1 |
| S2 |
2,141.1 |
2,141.1 |
2,213.9 |
|
| S3 |
2,058.0 |
2,102.0 |
2,206.2 |
|
| S4 |
1,974.9 |
2,018.9 |
2,183.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.3 |
2,180.2 |
83.1 |
3.7% |
42.9 |
1.9% |
59% |
False |
False |
204,697 |
| 10 |
2,290.8 |
2,171.3 |
119.5 |
5.4% |
49.2 |
2.2% |
48% |
False |
False |
219,259 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.3 |
2.1% |
57% |
False |
False |
220,283 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
42.9 |
1.9% |
61% |
False |
False |
117,921 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.4% |
42.9 |
1.9% |
63% |
False |
False |
78,648 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
42.3 |
1.9% |
54% |
False |
False |
59,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.4 |
|
2.618 |
2,336.8 |
|
1.618 |
2,306.4 |
|
1.000 |
2,287.6 |
|
0.618 |
2,276.0 |
|
HIGH |
2,257.2 |
|
0.618 |
2,245.6 |
|
0.500 |
2,242.0 |
|
0.382 |
2,238.4 |
|
LOW |
2,226.8 |
|
0.618 |
2,208.0 |
|
1.000 |
2,196.4 |
|
1.618 |
2,177.6 |
|
2.618 |
2,147.2 |
|
4.250 |
2,097.6 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,242.0 |
2,226.7 |
| PP |
2,237.7 |
2,224.2 |
| S1 |
2,233.4 |
2,221.8 |
|