| Trading Metrics calculated at close of trading on 06-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2021 |
06-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,769.0 |
1,759.4 |
-9.6 |
-0.5% |
1,762.3 |
| High |
1,769.0 |
1,768.8 |
-0.2 |
0.0% |
1,766.4 |
| Low |
1,752.7 |
1,749.5 |
-3.2 |
-0.2% |
1,725.0 |
| Close |
1,764.2 |
1,765.1 |
0.9 |
0.1% |
1,761.5 |
| Range |
16.3 |
19.3 |
3.0 |
18.4% |
41.4 |
| ATR |
22.4 |
22.2 |
-0.2 |
-1.0% |
0.0 |
| Volume |
1,426 |
1,066 |
-360 |
-25.2% |
7,359 |
|
| Daily Pivots for day following 06-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,819.0 |
1,811.4 |
1,775.7 |
|
| R3 |
1,799.7 |
1,792.1 |
1,770.4 |
|
| R2 |
1,780.4 |
1,780.4 |
1,768.6 |
|
| R1 |
1,772.8 |
1,772.8 |
1,766.9 |
1,776.6 |
| PP |
1,761.1 |
1,761.1 |
1,761.1 |
1,763.1 |
| S1 |
1,753.5 |
1,753.5 |
1,763.3 |
1,757.3 |
| S2 |
1,741.8 |
1,741.8 |
1,761.6 |
|
| S3 |
1,722.5 |
1,734.2 |
1,759.8 |
|
| S4 |
1,703.2 |
1,714.9 |
1,754.5 |
|
|
| 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 |
1,726.8 |
47.2 |
2.7% |
22.0 |
1.2% |
81% |
False |
False |
1,568 |
| 10 |
1,780.2 |
1,725.0 |
55.2 |
3.1% |
22.6 |
1.3% |
73% |
False |
False |
1,264 |
| 20 |
1,814.2 |
1,725.0 |
89.2 |
5.1% |
22.5 |
1.3% |
45% |
False |
False |
1,219 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
20.6 |
1.2% |
35% |
False |
False |
1,067 |
| 60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
20.0 |
1.1% |
52% |
False |
False |
1,027 |
| 80 |
1,875.2 |
1,682.4 |
192.8 |
10.9% |
19.2 |
1.1% |
43% |
False |
False |
880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,850.8 |
|
2.618 |
1,819.3 |
|
1.618 |
1,800.0 |
|
1.000 |
1,788.1 |
|
0.618 |
1,780.7 |
|
HIGH |
1,768.8 |
|
0.618 |
1,761.4 |
|
0.500 |
1,759.2 |
|
0.382 |
1,756.9 |
|
LOW |
1,749.5 |
|
0.618 |
1,737.6 |
|
1.000 |
1,730.2 |
|
1.618 |
1,718.3 |
|
2.618 |
1,699.0 |
|
4.250 |
1,667.5 |
|
|
| Fisher Pivots for day following 06-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.1 |
1,764.0 |
| PP |
1,761.1 |
1,762.9 |
| S1 |
1,759.2 |
1,761.8 |
|