| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,762.4 |
1,772.9 |
10.5 |
0.6% |
1,754.2 |
| High |
1,772.6 |
1,772.9 |
0.3 |
0.0% |
1,766.4 |
| Low |
1,749.7 |
1,751.1 |
1.4 |
0.1% |
1,723.7 |
| Close |
1,769.4 |
1,762.8 |
-6.6 |
-0.4% |
1,760.1 |
| Range |
22.9 |
21.8 |
-1.1 |
-4.8% |
42.7 |
| ATR |
23.9 |
23.8 |
-0.2 |
-0.6% |
0.0 |
| Volume |
2,666 |
4,826 |
2,160 |
81.0% |
28,125 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.7 |
1,817.0 |
1,774.8 |
|
| R3 |
1,805.9 |
1,795.2 |
1,768.8 |
|
| R2 |
1,784.1 |
1,784.1 |
1,766.8 |
|
| R1 |
1,773.4 |
1,773.4 |
1,764.8 |
1,767.9 |
| PP |
1,762.3 |
1,762.3 |
1,762.3 |
1,759.5 |
| S1 |
1,751.6 |
1,751.6 |
1,760.8 |
1,746.1 |
| S2 |
1,740.5 |
1,740.5 |
1,758.8 |
|
| S3 |
1,718.7 |
1,729.8 |
1,756.8 |
|
| S4 |
1,696.9 |
1,708.0 |
1,750.8 |
|
|
| 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 |
1,772.9 |
1,723.7 |
49.2 |
2.8% |
25.0 |
1.4% |
79% |
True |
False |
6,245 |
| 10 |
1,789.7 |
1,723.7 |
66.0 |
3.7% |
24.4 |
1.4% |
59% |
False |
False |
4,238 |
| 20 |
1,812.7 |
1,723.7 |
89.0 |
5.0% |
23.8 |
1.4% |
44% |
False |
False |
3,474 |
| 40 |
1,838.7 |
1,720.7 |
118.0 |
6.7% |
21.8 |
1.2% |
36% |
False |
False |
2,602 |
| 60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
22.1 |
1.3% |
52% |
False |
False |
2,526 |
| 80 |
1,910.5 |
1,680.0 |
230.5 |
13.1% |
22.9 |
1.3% |
36% |
False |
False |
2,167 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.1 |
1.3% |
34% |
False |
False |
1,883 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.8 |
1.2% |
34% |
False |
False |
1,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,865.6 |
|
2.618 |
1,830.0 |
|
1.618 |
1,808.2 |
|
1.000 |
1,794.7 |
|
0.618 |
1,786.4 |
|
HIGH |
1,772.9 |
|
0.618 |
1,764.6 |
|
0.500 |
1,762.0 |
|
0.382 |
1,759.4 |
|
LOW |
1,751.1 |
|
0.618 |
1,737.6 |
|
1.000 |
1,729.3 |
|
1.618 |
1,715.8 |
|
2.618 |
1,694.0 |
|
4.250 |
1,658.5 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.5 |
1,762.3 |
| PP |
1,762.3 |
1,761.8 |
| S1 |
1,762.0 |
1,761.3 |
|