| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,753.6 |
1,760.4 |
6.8 |
0.4% |
1,762.6 |
| High |
1,770.0 |
1,797.4 |
27.4 |
1.5% |
1,782.4 |
| Low |
1,750.5 |
1,757.9 |
7.4 |
0.4% |
1,745.4 |
| Close |
1,759.3 |
1,794.7 |
35.4 |
2.0% |
1,757.4 |
| Range |
19.5 |
39.5 |
20.0 |
102.6% |
37.0 |
| ATR |
23.0 |
24.2 |
1.2 |
5.1% |
0.0 |
| Volume |
168,110 |
299,041 |
130,931 |
77.9% |
863,599 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,901.8 |
1,887.8 |
1,816.4 |
|
| R3 |
1,862.3 |
1,848.3 |
1,805.6 |
|
| R2 |
1,822.8 |
1,822.8 |
1,801.9 |
|
| R1 |
1,808.8 |
1,808.8 |
1,798.3 |
1,815.8 |
| PP |
1,783.3 |
1,783.3 |
1,783.3 |
1,786.9 |
| S1 |
1,769.3 |
1,769.3 |
1,791.1 |
1,776.3 |
| S2 |
1,743.8 |
1,743.8 |
1,787.5 |
|
| S3 |
1,704.3 |
1,729.8 |
1,783.8 |
|
| S4 |
1,664.8 |
1,690.3 |
1,773.0 |
|
|
| 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 |
1,797.4 |
1,749.9 |
47.5 |
2.6% |
22.9 |
1.3% |
94% |
True |
False |
193,739 |
| 10 |
1,797.4 |
1,721.8 |
75.6 |
4.2% |
24.0 |
1.3% |
96% |
True |
False |
184,308 |
| 20 |
1,797.4 |
1,721.1 |
76.3 |
4.3% |
25.6 |
1.4% |
96% |
True |
False |
182,791 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.1 |
1.3% |
64% |
False |
False |
167,239 |
| 60 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
23.6 |
1.3% |
74% |
False |
False |
164,184 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.8 |
1.3% |
73% |
False |
False |
128,591 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.9 |
1.3% |
48% |
False |
False |
103,771 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.7 |
1.3% |
48% |
False |
False |
87,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,965.3 |
|
2.618 |
1,900.8 |
|
1.618 |
1,861.3 |
|
1.000 |
1,836.9 |
|
0.618 |
1,821.8 |
|
HIGH |
1,797.4 |
|
0.618 |
1,782.3 |
|
0.500 |
1,777.7 |
|
0.382 |
1,773.0 |
|
LOW |
1,757.9 |
|
0.618 |
1,733.5 |
|
1.000 |
1,718.4 |
|
1.618 |
1,694.0 |
|
2.618 |
1,654.5 |
|
4.250 |
1,590.0 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,789.0 |
1,787.7 |
| PP |
1,783.3 |
1,780.7 |
| S1 |
1,777.7 |
1,773.7 |
|