| 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 |
7,076.5 |
7,044.5 |
-32.0 |
-0.5% |
7,043.0 |
| High |
7,132.0 |
7,055.0 |
-77.0 |
-1.1% |
7,132.0 |
| Low |
7,033.5 |
6,958.5 |
-75.0 |
-1.1% |
6,958.5 |
| Close |
7,073.5 |
6,995.0 |
-78.5 |
-1.1% |
6,995.0 |
| Range |
98.5 |
96.5 |
-2.0 |
-2.0% |
173.5 |
| ATR |
81.5 |
83.9 |
2.4 |
2.9% |
0.0 |
| Volume |
130,978 |
125,701 |
-5,277 |
-4.0% |
543,327 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,292.5 |
7,240.0 |
7,048.0 |
|
| R3 |
7,196.0 |
7,143.5 |
7,021.5 |
|
| R2 |
7,099.5 |
7,099.5 |
7,012.5 |
|
| R1 |
7,047.0 |
7,047.0 |
7,004.0 |
7,025.0 |
| PP |
7,003.0 |
7,003.0 |
7,003.0 |
6,992.0 |
| S1 |
6,950.5 |
6,950.5 |
6,986.0 |
6,928.5 |
| S2 |
6,906.5 |
6,906.5 |
6,977.5 |
|
| S3 |
6,810.0 |
6,854.0 |
6,968.5 |
|
| S4 |
6,713.5 |
6,757.5 |
6,942.0 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,549.0 |
7,445.5 |
7,090.5 |
|
| R3 |
7,375.5 |
7,272.0 |
7,042.5 |
|
| R2 |
7,202.0 |
7,202.0 |
7,027.0 |
|
| R1 |
7,098.5 |
7,098.5 |
7,011.0 |
7,063.5 |
| PP |
7,028.5 |
7,028.5 |
7,028.5 |
7,011.0 |
| S1 |
6,925.0 |
6,925.0 |
6,979.0 |
6,890.0 |
| S2 |
6,855.0 |
6,855.0 |
6,963.0 |
|
| S3 |
6,681.5 |
6,751.5 |
6,947.5 |
|
| S4 |
6,508.0 |
6,578.0 |
6,899.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,132.0 |
6,958.5 |
173.5 |
2.5% |
93.0 |
1.3% |
21% |
False |
True |
108,665 |
| 10 |
7,132.0 |
6,791.5 |
340.5 |
4.9% |
102.0 |
1.5% |
60% |
False |
False |
109,300 |
| 20 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
86.5 |
1.2% |
55% |
False |
False |
124,661 |
| 40 |
7,160.0 |
6,791.5 |
368.5 |
5.3% |
55.5 |
0.8% |
55% |
False |
False |
62,633 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
46.0 |
0.7% |
62% |
False |
False |
41,797 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
39.5 |
0.6% |
62% |
False |
False |
31,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,465.0 |
|
2.618 |
7,307.5 |
|
1.618 |
7,211.0 |
|
1.000 |
7,151.5 |
|
0.618 |
7,114.5 |
|
HIGH |
7,055.0 |
|
0.618 |
7,018.0 |
|
0.500 |
7,007.0 |
|
0.382 |
6,995.5 |
|
LOW |
6,958.5 |
|
0.618 |
6,899.0 |
|
1.000 |
6,862.0 |
|
1.618 |
6,802.5 |
|
2.618 |
6,706.0 |
|
4.250 |
6,548.5 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,007.0 |
7,045.0 |
| PP |
7,003.0 |
7,028.5 |
| S1 |
6,999.0 |
7,012.0 |
|