| 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 |
1,758.6 |
1,764.5 |
5.9 |
0.3% |
1,762.3 |
| High |
1,766.4 |
1,774.0 |
7.6 |
0.4% |
1,766.4 |
| Low |
1,753.3 |
1,752.0 |
-1.3 |
-0.1% |
1,725.0 |
| Close |
1,761.5 |
1,770.6 |
9.1 |
0.5% |
1,761.5 |
| Range |
13.1 |
22.0 |
8.9 |
67.9% |
41.4 |
| ATR |
22.8 |
22.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,166 |
750 |
-416 |
-35.7% |
7,359 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.5 |
1,823.1 |
1,782.7 |
|
| R3 |
1,809.5 |
1,801.1 |
1,776.7 |
|
| R2 |
1,787.5 |
1,787.5 |
1,774.6 |
|
| R1 |
1,779.1 |
1,779.1 |
1,772.6 |
1,783.3 |
| PP |
1,765.5 |
1,765.5 |
1,765.5 |
1,767.7 |
| S1 |
1,757.1 |
1,757.1 |
1,768.6 |
1,761.3 |
| S2 |
1,743.5 |
1,743.5 |
1,766.6 |
|
| S3 |
1,721.5 |
1,735.1 |
1,764.6 |
|
| S4 |
1,699.5 |
1,713.1 |
1,758.5 |
|
|
| 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 |
1,774.0 |
1,725.0 |
49.0 |
2.8% |
24.5 |
1.4% |
93% |
True |
False |
1,426 |
| 10 |
1,791.2 |
1,725.0 |
66.2 |
3.7% |
23.4 |
1.3% |
69% |
False |
False |
1,127 |
| 20 |
1,835.0 |
1,725.0 |
110.0 |
6.2% |
23.5 |
1.3% |
41% |
False |
False |
1,223 |
| 40 |
1,840.4 |
1,682.4 |
158.0 |
8.9% |
22.3 |
1.3% |
56% |
False |
False |
1,166 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
19.8 |
1.1% |
56% |
False |
False |
1,022 |
| 80 |
1,898.8 |
1,682.4 |
216.4 |
12.2% |
19.4 |
1.1% |
41% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.5 |
|
2.618 |
1,831.6 |
|
1.618 |
1,809.6 |
|
1.000 |
1,796.0 |
|
0.618 |
1,787.6 |
|
HIGH |
1,774.0 |
|
0.618 |
1,765.6 |
|
0.500 |
1,763.0 |
|
0.382 |
1,760.4 |
|
LOW |
1,752.0 |
|
0.618 |
1,738.4 |
|
1.000 |
1,730.0 |
|
1.618 |
1,716.4 |
|
2.618 |
1,694.4 |
|
4.250 |
1,658.5 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,768.1 |
1,763.9 |
| PP |
1,765.5 |
1,757.1 |
| S1 |
1,763.0 |
1,750.4 |
|