| 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 |
110.935 |
110.906 |
-0.029 |
0.0% |
110.705 |
| High |
111.299 |
111.556 |
0.257 |
0.2% |
112.075 |
| Low |
110.824 |
110.870 |
0.046 |
0.0% |
110.535 |
| Close |
110.912 |
111.457 |
0.545 |
0.5% |
111.067 |
| Range |
0.475 |
0.686 |
0.211 |
44.4% |
1.540 |
| ATR |
0.578 |
0.586 |
0.008 |
1.3% |
0.000 |
| Volume |
166,917 |
165,853 |
-1,064 |
-0.6% |
838,343 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.352 |
113.091 |
111.834 |
|
| R3 |
112.666 |
112.405 |
111.646 |
|
| R2 |
111.980 |
111.980 |
111.583 |
|
| R1 |
111.719 |
111.719 |
111.520 |
111.850 |
| PP |
111.294 |
111.294 |
111.294 |
111.360 |
| S1 |
111.033 |
111.033 |
111.394 |
111.164 |
| S2 |
110.608 |
110.608 |
111.331 |
|
| S3 |
109.922 |
110.347 |
111.268 |
|
| S4 |
109.236 |
109.661 |
111.080 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.846 |
114.996 |
111.914 |
|
| R3 |
114.306 |
113.456 |
111.491 |
|
| R2 |
112.766 |
112.766 |
111.349 |
|
| R1 |
111.916 |
111.916 |
111.208 |
112.341 |
| PP |
111.226 |
111.226 |
111.226 |
111.438 |
| S1 |
110.376 |
110.376 |
110.926 |
110.801 |
| S2 |
109.686 |
109.686 |
110.785 |
|
| S3 |
108.146 |
108.836 |
110.644 |
|
| S4 |
106.606 |
107.296 |
110.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.075 |
110.824 |
1.251 |
1.1% |
0.683 |
0.6% |
51% |
False |
False |
173,448 |
| 10 |
112.075 |
109.121 |
2.954 |
2.7% |
0.659 |
0.6% |
79% |
False |
False |
159,709 |
| 20 |
112.075 |
109.113 |
2.962 |
2.7% |
0.585 |
0.5% |
79% |
False |
False |
140,221 |
| 40 |
112.075 |
109.113 |
2.962 |
2.7% |
0.533 |
0.5% |
79% |
False |
False |
135,743 |
| 60 |
112.075 |
108.722 |
3.353 |
3.0% |
0.546 |
0.5% |
82% |
False |
False |
137,599 |
| 80 |
112.075 |
108.722 |
3.353 |
3.0% |
0.549 |
0.5% |
82% |
False |
False |
136,909 |
| 100 |
112.075 |
108.563 |
3.512 |
3.2% |
0.545 |
0.5% |
82% |
False |
False |
135,655 |
| 120 |
112.075 |
107.478 |
4.597 |
4.1% |
0.555 |
0.5% |
87% |
False |
False |
135,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.472 |
|
2.618 |
113.352 |
|
1.618 |
112.666 |
|
1.000 |
112.242 |
|
0.618 |
111.980 |
|
HIGH |
111.556 |
|
0.618 |
111.294 |
|
0.500 |
111.213 |
|
0.382 |
111.132 |
|
LOW |
110.870 |
|
0.618 |
110.446 |
|
1.000 |
110.184 |
|
1.618 |
109.760 |
|
2.618 |
109.074 |
|
4.250 |
107.955 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
111.376 |
111.368 |
| PP |
111.294 |
111.279 |
| S1 |
111.213 |
111.190 |
|