| 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 |
1,728.1 |
1,759.1 |
31.0 |
1.8% |
1,754.2 |
| High |
1,766.3 |
1,766.4 |
0.1 |
0.0% |
1,766.4 |
| Low |
1,724.5 |
1,751.6 |
27.1 |
1.6% |
1,723.7 |
| Close |
1,758.5 |
1,760.1 |
1.6 |
0.1% |
1,760.1 |
| Range |
41.8 |
14.8 |
-27.0 |
-64.6% |
42.7 |
| ATR |
24.7 |
24.0 |
-0.7 |
-2.9% |
0.0 |
| Volume |
15,873 |
5,811 |
-10,062 |
-63.4% |
28,125 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.8 |
1,796.7 |
1,768.2 |
|
| R3 |
1,789.0 |
1,781.9 |
1,764.2 |
|
| R2 |
1,774.2 |
1,774.2 |
1,762.8 |
|
| R1 |
1,767.1 |
1,767.1 |
1,761.5 |
1,770.7 |
| PP |
1,759.4 |
1,759.4 |
1,759.4 |
1,761.1 |
| S1 |
1,752.3 |
1,752.3 |
1,758.7 |
1,755.9 |
| S2 |
1,744.6 |
1,744.6 |
1,757.4 |
|
| S3 |
1,729.8 |
1,737.5 |
1,756.0 |
|
| S4 |
1,715.0 |
1,722.7 |
1,752.0 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.2 |
1,861.8 |
1,783.6 |
|
| R3 |
1,835.5 |
1,819.1 |
1,771.8 |
|
| R2 |
1,792.8 |
1,792.8 |
1,767.9 |
|
| R1 |
1,776.4 |
1,776.4 |
1,764.0 |
1,784.6 |
| PP |
1,750.1 |
1,750.1 |
1,750.1 |
1,754.2 |
| S1 |
1,733.7 |
1,733.7 |
1,756.2 |
1,741.9 |
| S2 |
1,707.4 |
1,707.4 |
1,752.3 |
|
| S3 |
1,664.7 |
1,691.0 |
1,748.4 |
|
| S4 |
1,622.0 |
1,648.3 |
1,736.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,766.4 |
1,723.7 |
42.7 |
2.4% |
24.3 |
1.4% |
85% |
True |
False |
5,625 |
| 10 |
1,789.7 |
1,723.7 |
66.0 |
3.7% |
24.7 |
1.4% |
55% |
False |
False |
4,048 |
| 20 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
24.8 |
1.4% |
32% |
False |
False |
3,453 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
24.0 |
1.4% |
50% |
False |
False |
2,597 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.9 |
1.2% |
50% |
False |
False |
2,534 |
| 80 |
1,910.5 |
1,680.0 |
230.5 |
13.1% |
23.0 |
1.3% |
35% |
False |
False |
2,139 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.0 |
1.2% |
33% |
False |
False |
1,835 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.7 |
1.2% |
33% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.3 |
|
2.618 |
1,805.1 |
|
1.618 |
1,790.3 |
|
1.000 |
1,781.2 |
|
0.618 |
1,775.5 |
|
HIGH |
1,766.4 |
|
0.618 |
1,760.7 |
|
0.500 |
1,759.0 |
|
0.382 |
1,757.3 |
|
LOW |
1,751.6 |
|
0.618 |
1,742.5 |
|
1.000 |
1,736.8 |
|
1.618 |
1,727.7 |
|
2.618 |
1,712.9 |
|
4.250 |
1,688.7 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,759.7 |
1,755.1 |
| PP |
1,759.4 |
1,750.1 |
| S1 |
1,759.0 |
1,745.1 |
|