| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
436.02 |
430.98 |
-5.04 |
-1.2% |
442.81 |
| High |
436.77 |
436.03 |
-0.74 |
-0.2% |
444.05 |
| Low |
428.78 |
427.23 |
-1.55 |
-0.4% |
427.23 |
| Close |
429.14 |
434.24 |
5.10 |
1.2% |
434.24 |
| Range |
7.99 |
8.80 |
0.81 |
10.2% |
16.82 |
| ATR |
4.99 |
5.26 |
0.27 |
5.5% |
0.00 |
| Volume |
140,505,900 |
129,240,100 |
-11,265,800 |
-8.0% |
543,882,600 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458.91 |
455.38 |
439.08 |
|
| R3 |
450.11 |
446.57 |
436.66 |
|
| R2 |
441.30 |
441.30 |
435.85 |
|
| R1 |
437.77 |
437.77 |
435.05 |
439.54 |
| PP |
432.50 |
432.50 |
432.50 |
433.38 |
| S1 |
428.97 |
428.97 |
433.43 |
430.74 |
| S2 |
423.70 |
423.70 |
432.63 |
|
| S3 |
414.90 |
420.17 |
431.82 |
|
| S4 |
406.09 |
411.36 |
429.40 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485.63 |
476.76 |
443.49 |
|
| R3 |
468.81 |
459.94 |
438.87 |
|
| R2 |
451.99 |
451.99 |
437.32 |
|
| R1 |
443.12 |
443.12 |
435.78 |
439.15 |
| PP |
435.17 |
435.17 |
435.17 |
433.19 |
| S1 |
426.30 |
426.30 |
432.70 |
422.33 |
| S2 |
418.35 |
418.35 |
431.16 |
|
| S3 |
401.53 |
409.48 |
429.61 |
|
| S4 |
384.71 |
392.66 |
424.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
444.05 |
427.23 |
16.82 |
3.9% |
5.85 |
1.3% |
42% |
False |
True |
108,776,520 |
| 10 |
444.89 |
427.23 |
17.66 |
4.1% |
5.68 |
1.3% |
40% |
False |
True |
104,369,500 |
| 20 |
453.63 |
427.23 |
26.40 |
6.1% |
4.87 |
1.1% |
27% |
False |
True |
89,182,040 |
| 40 |
454.05 |
427.23 |
26.82 |
6.2% |
3.77 |
0.9% |
26% |
False |
True |
73,171,962 |
| 60 |
454.05 |
421.97 |
32.08 |
7.4% |
3.74 |
0.9% |
38% |
False |
False |
70,175,455 |
| 80 |
454.05 |
414.70 |
39.35 |
9.1% |
3.50 |
0.8% |
50% |
False |
False |
68,364,447 |
| 100 |
454.05 |
404.00 |
50.05 |
11.5% |
3.51 |
0.8% |
60% |
False |
False |
68,102,303 |
| 120 |
454.05 |
404.00 |
50.05 |
11.5% |
3.52 |
0.8% |
60% |
False |
False |
69,181,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
473.45 |
|
2.618 |
459.08 |
|
1.618 |
450.28 |
|
1.000 |
444.84 |
|
0.618 |
441.47 |
|
HIGH |
436.03 |
|
0.618 |
432.67 |
|
0.500 |
431.63 |
|
0.382 |
430.59 |
|
LOW |
427.23 |
|
0.618 |
421.79 |
|
1.000 |
418.43 |
|
1.618 |
412.99 |
|
2.618 |
404.18 |
|
4.250 |
389.82 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
433.37 |
433.54 |
| PP |
432.50 |
432.84 |
| S1 |
431.63 |
432.14 |
|