| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,757.4 |
1,753.6 |
-3.8 |
-0.2% |
1,762.6 |
| High |
1,761.1 |
1,770.0 |
8.9 |
0.5% |
1,782.4 |
| Low |
1,749.9 |
1,750.5 |
0.6 |
0.0% |
1,745.4 |
| Close |
1,755.7 |
1,759.3 |
3.6 |
0.2% |
1,757.4 |
| Range |
11.2 |
19.5 |
8.3 |
74.1% |
37.0 |
| ATR |
23.3 |
23.0 |
-0.3 |
-1.2% |
0.0 |
| Volume |
114,771 |
168,110 |
53,339 |
46.5% |
863,599 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.4 |
1,808.4 |
1,770.0 |
|
| R3 |
1,798.9 |
1,788.9 |
1,764.7 |
|
| R2 |
1,779.4 |
1,779.4 |
1,762.9 |
|
| R1 |
1,769.4 |
1,769.4 |
1,761.1 |
1,774.4 |
| PP |
1,759.9 |
1,759.9 |
1,759.9 |
1,762.5 |
| S1 |
1,749.9 |
1,749.9 |
1,757.5 |
1,754.9 |
| S2 |
1,740.4 |
1,740.4 |
1,755.7 |
|
| S3 |
1,720.9 |
1,730.4 |
1,753.9 |
|
| S4 |
1,701.4 |
1,710.9 |
1,748.6 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.7 |
1,852.1 |
1,777.8 |
|
| R3 |
1,835.7 |
1,815.1 |
1,767.6 |
|
| R2 |
1,798.7 |
1,798.7 |
1,764.2 |
|
| R1 |
1,778.1 |
1,778.1 |
1,760.8 |
1,769.9 |
| PP |
1,761.7 |
1,761.7 |
1,761.7 |
1,757.7 |
| S1 |
1,741.1 |
1,741.1 |
1,754.0 |
1,732.9 |
| S2 |
1,724.7 |
1,724.7 |
1,750.6 |
|
| S3 |
1,687.7 |
1,704.1 |
1,747.2 |
|
| S4 |
1,650.7 |
1,667.1 |
1,737.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,782.4 |
1,745.4 |
37.0 |
2.1% |
19.1 |
1.1% |
38% |
False |
False |
165,775 |
| 10 |
1,782.4 |
1,721.1 |
61.3 |
3.5% |
22.5 |
1.3% |
62% |
False |
False |
172,142 |
| 20 |
1,808.5 |
1,721.1 |
87.4 |
5.0% |
24.5 |
1.4% |
44% |
False |
False |
174,804 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
22.5 |
1.3% |
33% |
False |
False |
163,383 |
| 60 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.3 |
1.3% |
52% |
False |
False |
159,792 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
22.6 |
1.3% |
51% |
False |
False |
124,882 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.3% |
34% |
False |
False |
100,848 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.6 |
1.3% |
34% |
False |
False |
84,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.9 |
|
2.618 |
1,821.1 |
|
1.618 |
1,801.6 |
|
1.000 |
1,789.5 |
|
0.618 |
1,782.1 |
|
HIGH |
1,770.0 |
|
0.618 |
1,762.6 |
|
0.500 |
1,760.3 |
|
0.382 |
1,757.9 |
|
LOW |
1,750.5 |
|
0.618 |
1,738.4 |
|
1.000 |
1,731.0 |
|
1.618 |
1,718.9 |
|
2.618 |
1,699.4 |
|
4.250 |
1,667.6 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,760.3 |
1,766.2 |
| PP |
1,759.9 |
1,763.9 |
| S1 |
1,759.6 |
1,761.6 |
|