| 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 |
1,764.5 |
1,769.0 |
4.5 |
0.3% |
1,762.3 |
| High |
1,774.0 |
1,769.0 |
-5.0 |
-0.3% |
1,766.4 |
| Low |
1,752.0 |
1,752.7 |
0.7 |
0.0% |
1,725.0 |
| Close |
1,770.6 |
1,764.2 |
-6.4 |
-0.4% |
1,761.5 |
| Range |
22.0 |
16.3 |
-5.7 |
-25.9% |
41.4 |
| ATR |
22.8 |
22.4 |
-0.3 |
-1.5% |
0.0 |
| Volume |
750 |
1,426 |
676 |
90.1% |
7,359 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,810.9 |
1,803.8 |
1,773.2 |
|
| R3 |
1,794.6 |
1,787.5 |
1,768.7 |
|
| R2 |
1,778.3 |
1,778.3 |
1,767.2 |
|
| R1 |
1,771.2 |
1,771.2 |
1,765.7 |
1,766.6 |
| PP |
1,762.0 |
1,762.0 |
1,762.0 |
1,759.7 |
| S1 |
1,754.9 |
1,754.9 |
1,762.7 |
1,750.3 |
| S2 |
1,745.7 |
1,745.7 |
1,761.2 |
|
| S3 |
1,729.4 |
1,738.6 |
1,759.7 |
|
| S4 |
1,713.1 |
1,722.3 |
1,755.2 |
|
|
| 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% |
23.0 |
1.3% |
80% |
False |
False |
1,553 |
| 10 |
1,791.2 |
1,725.0 |
66.2 |
3.8% |
22.8 |
1.3% |
59% |
False |
False |
1,206 |
| 20 |
1,814.2 |
1,725.0 |
89.2 |
5.1% |
22.5 |
1.3% |
44% |
False |
False |
1,233 |
| 40 |
1,840.4 |
1,724.1 |
116.3 |
6.6% |
20.6 |
1.2% |
34% |
False |
False |
1,124 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
19.8 |
1.1% |
52% |
False |
False |
1,029 |
| 80 |
1,898.8 |
1,682.4 |
216.4 |
12.3% |
19.5 |
1.1% |
38% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,838.3 |
|
2.618 |
1,811.7 |
|
1.618 |
1,795.4 |
|
1.000 |
1,785.3 |
|
0.618 |
1,779.1 |
|
HIGH |
1,769.0 |
|
0.618 |
1,762.8 |
|
0.500 |
1,760.9 |
|
0.382 |
1,758.9 |
|
LOW |
1,752.7 |
|
0.618 |
1,742.6 |
|
1.000 |
1,736.4 |
|
1.618 |
1,726.3 |
|
2.618 |
1,710.0 |
|
4.250 |
1,683.4 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.1 |
1,763.8 |
| PP |
1,762.0 |
1,763.4 |
| S1 |
1,760.9 |
1,763.0 |
|