| 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 |
2,201.0 |
2,239.4 |
38.4 |
1.7% |
2,245.9 |
| High |
2,248.8 |
2,245.3 |
-3.5 |
-0.2% |
2,290.8 |
| Low |
2,171.3 |
2,201.5 |
30.2 |
1.4% |
2,171.3 |
| Close |
2,235.6 |
2,214.8 |
-20.8 |
-0.9% |
2,235.6 |
| Range |
77.5 |
43.8 |
-33.7 |
-43.5% |
119.5 |
| ATR |
46.7 |
46.5 |
-0.2 |
-0.4% |
0.0 |
| Volume |
248,242 |
239,675 |
-8,567 |
-3.5% |
1,169,109 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.9 |
2,327.2 |
2,238.9 |
|
| R3 |
2,308.1 |
2,283.4 |
2,226.8 |
|
| R2 |
2,264.3 |
2,264.3 |
2,222.8 |
|
| R1 |
2,239.6 |
2,239.6 |
2,218.8 |
2,230.1 |
| PP |
2,220.5 |
2,220.5 |
2,220.5 |
2,215.8 |
| S1 |
2,195.8 |
2,195.8 |
2,210.8 |
2,186.3 |
| S2 |
2,176.7 |
2,176.7 |
2,206.8 |
|
| S3 |
2,132.9 |
2,152.0 |
2,202.8 |
|
| S4 |
2,089.1 |
2,108.2 |
2,190.7 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.1 |
2,532.8 |
2,301.3 |
|
| R3 |
2,471.6 |
2,413.3 |
2,268.5 |
|
| R2 |
2,352.1 |
2,352.1 |
2,257.5 |
|
| R1 |
2,293.8 |
2,293.8 |
2,246.6 |
2,263.2 |
| PP |
2,232.6 |
2,232.6 |
2,232.6 |
2,217.3 |
| S1 |
2,174.3 |
2,174.3 |
2,224.6 |
2,143.7 |
| S2 |
2,113.1 |
2,113.1 |
2,213.7 |
|
| S3 |
1,993.6 |
2,054.8 |
2,202.7 |
|
| S4 |
1,874.1 |
1,935.3 |
2,169.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,287.7 |
2,171.3 |
116.4 |
5.3% |
54.6 |
2.5% |
37% |
False |
False |
245,269 |
| 10 |
2,290.8 |
2,163.0 |
127.8 |
5.8% |
51.3 |
2.3% |
41% |
False |
False |
216,058 |
| 20 |
2,297.1 |
2,146.9 |
150.2 |
6.8% |
46.9 |
2.1% |
45% |
False |
False |
196,086 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
41.0 |
1.9% |
54% |
False |
False |
98,336 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
42.9 |
1.9% |
56% |
False |
False |
65,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.5 |
|
2.618 |
2,360.0 |
|
1.618 |
2,316.2 |
|
1.000 |
2,289.1 |
|
0.618 |
2,272.4 |
|
HIGH |
2,245.3 |
|
0.618 |
2,228.6 |
|
0.500 |
2,223.4 |
|
0.382 |
2,218.2 |
|
LOW |
2,201.5 |
|
0.618 |
2,174.4 |
|
1.000 |
2,157.7 |
|
1.618 |
2,130.6 |
|
2.618 |
2,086.8 |
|
4.250 |
2,015.4 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.4 |
2,213.7 |
| PP |
2,220.5 |
2,212.5 |
| S1 |
2,217.7 |
2,211.4 |
|