| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,759.4 |
1,763.0 |
3.6 |
0.2% |
1,762.3 |
| High |
1,768.8 |
1,769.9 |
1.1 |
0.1% |
1,766.4 |
| Low |
1,749.5 |
1,755.9 |
6.4 |
0.4% |
1,725.0 |
| Close |
1,765.1 |
1,762.7 |
-2.4 |
-0.1% |
1,761.5 |
| Range |
19.3 |
14.0 |
-5.3 |
-27.5% |
41.4 |
| ATR |
22.2 |
21.6 |
-0.6 |
-2.6% |
0.0 |
| Volume |
1,066 |
3,054 |
1,988 |
186.5% |
7,359 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,804.8 |
1,797.8 |
1,770.4 |
|
| R3 |
1,790.8 |
1,783.8 |
1,766.6 |
|
| R2 |
1,776.8 |
1,776.8 |
1,765.3 |
|
| R1 |
1,769.8 |
1,769.8 |
1,764.0 |
1,766.3 |
| PP |
1,762.8 |
1,762.8 |
1,762.8 |
1,761.1 |
| S1 |
1,755.8 |
1,755.8 |
1,761.4 |
1,752.3 |
| S2 |
1,748.8 |
1,748.8 |
1,760.1 |
|
| S3 |
1,734.8 |
1,741.8 |
1,758.9 |
|
| S4 |
1,720.8 |
1,727.8 |
1,755.0 |
|
|
| 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 |
1,749.5 |
24.5 |
1.4% |
16.9 |
1.0% |
54% |
False |
False |
1,492 |
| 10 |
1,774.0 |
1,725.0 |
49.0 |
2.8% |
20.2 |
1.1% |
77% |
False |
False |
1,449 |
| 20 |
1,814.2 |
1,725.0 |
89.2 |
5.1% |
22.3 |
1.3% |
42% |
False |
False |
1,297 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
20.2 |
1.1% |
33% |
False |
False |
1,107 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
20.1 |
1.1% |
51% |
False |
False |
1,051 |
| 80 |
1,871.2 |
1,682.4 |
188.8 |
10.7% |
19.2 |
1.1% |
43% |
False |
False |
917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,829.4 |
|
2.618 |
1,806.6 |
|
1.618 |
1,792.6 |
|
1.000 |
1,783.9 |
|
0.618 |
1,778.6 |
|
HIGH |
1,769.9 |
|
0.618 |
1,764.6 |
|
0.500 |
1,762.9 |
|
0.382 |
1,761.2 |
|
LOW |
1,755.9 |
|
0.618 |
1,747.2 |
|
1.000 |
1,741.9 |
|
1.618 |
1,733.2 |
|
2.618 |
1,719.2 |
|
4.250 |
1,696.4 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.9 |
1,761.7 |
| PP |
1,762.8 |
1,760.7 |
| S1 |
1,762.8 |
1,759.7 |
|