| 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 |
2,223.2 |
2,213.7 |
-9.5 |
-0.4% |
2,245.9 |
| High |
2,226.1 |
2,263.3 |
37.2 |
1.7% |
2,290.8 |
| Low |
2,180.2 |
2,213.4 |
33.2 |
1.5% |
2,171.3 |
| Close |
2,212.2 |
2,247.0 |
34.8 |
1.6% |
2,235.6 |
| Range |
45.9 |
49.9 |
4.0 |
8.7% |
119.5 |
| ATR |
46.3 |
46.6 |
0.3 |
0.7% |
0.0 |
| Volume |
280,906 |
172,972 |
-107,934 |
-38.4% |
1,169,109 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.9 |
2,368.9 |
2,274.4 |
|
| R3 |
2,341.0 |
2,319.0 |
2,260.7 |
|
| R2 |
2,291.1 |
2,291.1 |
2,256.1 |
|
| R1 |
2,269.1 |
2,269.1 |
2,251.6 |
2,280.1 |
| PP |
2,241.2 |
2,241.2 |
2,241.2 |
2,246.8 |
| S1 |
2,219.2 |
2,219.2 |
2,242.4 |
2,230.2 |
| S2 |
2,191.3 |
2,191.3 |
2,237.9 |
|
| S3 |
2,141.4 |
2,169.3 |
2,233.3 |
|
| S4 |
2,091.5 |
2,119.4 |
2,219.6 |
|
|
| 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 |
2,263.3 |
2,171.3 |
92.0 |
4.1% |
52.3 |
2.3% |
82% |
True |
False |
223,694 |
| 10 |
2,290.8 |
2,171.3 |
119.5 |
5.3% |
49.4 |
2.2% |
63% |
False |
False |
219,602 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.4% |
48.0 |
2.1% |
70% |
False |
False |
223,477 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
42.7 |
1.9% |
70% |
False |
False |
114,091 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.4% |
43.1 |
1.9% |
72% |
False |
False |
76,097 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
10.9% |
42.0 |
1.9% |
62% |
False |
False |
57,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.4 |
|
2.618 |
2,393.9 |
|
1.618 |
2,344.0 |
|
1.000 |
2,313.2 |
|
0.618 |
2,294.1 |
|
HIGH |
2,263.3 |
|
0.618 |
2,244.2 |
|
0.500 |
2,238.4 |
|
0.382 |
2,232.5 |
|
LOW |
2,213.4 |
|
0.618 |
2,182.6 |
|
1.000 |
2,163.5 |
|
1.618 |
2,132.7 |
|
2.618 |
2,082.8 |
|
4.250 |
2,001.3 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,244.1 |
2,238.6 |
| PP |
2,241.2 |
2,230.2 |
| S1 |
2,238.4 |
2,221.8 |
|