| 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 |
1,732.9 |
1,758.6 |
25.7 |
1.5% |
1,762.3 |
| High |
1,766.0 |
1,766.4 |
0.4 |
0.0% |
1,766.4 |
| Low |
1,726.8 |
1,753.3 |
26.5 |
1.5% |
1,725.0 |
| Close |
1,759.7 |
1,761.5 |
1.8 |
0.1% |
1,761.5 |
| Range |
39.2 |
13.1 |
-26.1 |
-66.6% |
41.4 |
| ATR |
23.6 |
22.8 |
-0.7 |
-3.2% |
0.0 |
| Volume |
3,435 |
1,166 |
-2,269 |
-66.1% |
7,359 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,799.7 |
1,793.7 |
1,768.7 |
|
| R3 |
1,786.6 |
1,780.6 |
1,765.1 |
|
| R2 |
1,773.5 |
1,773.5 |
1,763.9 |
|
| R1 |
1,767.5 |
1,767.5 |
1,762.7 |
1,770.5 |
| PP |
1,760.4 |
1,760.4 |
1,760.4 |
1,761.9 |
| S1 |
1,754.4 |
1,754.4 |
1,760.3 |
1,757.4 |
| S2 |
1,747.3 |
1,747.3 |
1,759.1 |
|
| S3 |
1,734.2 |
1,741.3 |
1,757.9 |
|
| S4 |
1,721.1 |
1,728.2 |
1,754.3 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.2 |
1,859.7 |
1,784.3 |
|
| R3 |
1,833.8 |
1,818.3 |
1,772.9 |
|
| R2 |
1,792.4 |
1,792.4 |
1,769.1 |
|
| R1 |
1,776.9 |
1,776.9 |
1,765.3 |
1,764.0 |
| PP |
1,751.0 |
1,751.0 |
1,751.0 |
1,744.5 |
| S1 |
1,735.5 |
1,735.5 |
1,757.7 |
1,722.6 |
| S2 |
1,709.6 |
1,709.6 |
1,753.9 |
|
| S3 |
1,668.2 |
1,694.1 |
1,750.1 |
|
| S4 |
1,626.8 |
1,652.7 |
1,738.7 |
|
|
| 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 |
1,725.0 |
41.4 |
2.4% |
23.0 |
1.3% |
88% |
True |
False |
1,471 |
| 10 |
1,791.2 |
1,725.0 |
66.2 |
3.8% |
23.5 |
1.3% |
55% |
False |
False |
1,158 |
| 20 |
1,840.4 |
1,725.0 |
115.4 |
6.6% |
23.5 |
1.3% |
32% |
False |
False |
1,263 |
| 40 |
1,840.4 |
1,682.4 |
158.0 |
9.0% |
22.8 |
1.3% |
50% |
False |
False |
1,199 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
19.7 |
1.1% |
50% |
False |
False |
1,032 |
| 80 |
1,903.8 |
1,682.4 |
221.4 |
12.6% |
19.4 |
1.1% |
36% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,822.1 |
|
2.618 |
1,800.7 |
|
1.618 |
1,787.6 |
|
1.000 |
1,779.5 |
|
0.618 |
1,774.5 |
|
HIGH |
1,766.4 |
|
0.618 |
1,761.4 |
|
0.500 |
1,759.9 |
|
0.382 |
1,758.3 |
|
LOW |
1,753.3 |
|
0.618 |
1,745.2 |
|
1.000 |
1,740.2 |
|
1.618 |
1,732.1 |
|
2.618 |
1,719.0 |
|
4.250 |
1,697.6 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,761.0 |
1,756.2 |
| PP |
1,760.4 |
1,751.0 |
| S1 |
1,759.9 |
1,745.7 |
|