| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,759.1 |
1,762.4 |
3.3 |
0.2% |
1,754.2 |
| High |
1,766.4 |
1,772.6 |
6.2 |
0.4% |
1,766.4 |
| Low |
1,751.6 |
1,749.7 |
-1.9 |
-0.1% |
1,723.7 |
| Close |
1,760.1 |
1,769.4 |
9.3 |
0.5% |
1,760.1 |
| Range |
14.8 |
22.9 |
8.1 |
54.7% |
42.7 |
| ATR |
24.0 |
23.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
5,811 |
2,666 |
-3,145 |
-54.1% |
28,125 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,832.6 |
1,823.9 |
1,782.0 |
|
| R3 |
1,809.7 |
1,801.0 |
1,775.7 |
|
| R2 |
1,786.8 |
1,786.8 |
1,773.6 |
|
| R1 |
1,778.1 |
1,778.1 |
1,771.5 |
1,782.5 |
| PP |
1,763.9 |
1,763.9 |
1,763.9 |
1,766.1 |
| S1 |
1,755.2 |
1,755.2 |
1,767.3 |
1,759.6 |
| S2 |
1,741.0 |
1,741.0 |
1,765.2 |
|
| S3 |
1,718.1 |
1,732.3 |
1,763.1 |
|
| S4 |
1,695.2 |
1,709.4 |
1,756.8 |
|
|
| 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 |
1,772.6 |
1,723.7 |
48.9 |
2.8% |
25.8 |
1.5% |
93% |
True |
False |
5,795 |
| 10 |
1,789.7 |
1,723.7 |
66.0 |
3.7% |
24.6 |
1.4% |
69% |
False |
False |
3,977 |
| 20 |
1,834.0 |
1,723.7 |
110.3 |
6.2% |
24.7 |
1.4% |
41% |
False |
False |
3,405 |
| 40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
23.4 |
1.3% |
56% |
False |
False |
2,573 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
22.0 |
1.2% |
56% |
False |
False |
2,495 |
| 80 |
1,910.5 |
1,680.0 |
230.5 |
13.0% |
22.9 |
1.3% |
39% |
False |
False |
2,115 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
22.0 |
1.2% |
37% |
False |
False |
1,844 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
20.8 |
1.2% |
37% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,869.9 |
|
2.618 |
1,832.6 |
|
1.618 |
1,809.7 |
|
1.000 |
1,795.5 |
|
0.618 |
1,786.8 |
|
HIGH |
1,772.6 |
|
0.618 |
1,763.9 |
|
0.500 |
1,761.2 |
|
0.382 |
1,758.4 |
|
LOW |
1,749.7 |
|
0.618 |
1,735.5 |
|
1.000 |
1,726.8 |
|
1.618 |
1,712.6 |
|
2.618 |
1,689.7 |
|
4.250 |
1,652.4 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.7 |
1,762.5 |
| PP |
1,763.9 |
1,755.5 |
| S1 |
1,761.2 |
1,748.6 |
|