| 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 |
4,026.0 |
4,038.0 |
12.0 |
0.3% |
4,042.5 |
| High |
4,052.5 |
4,085.5 |
33.0 |
0.8% |
4,089.0 |
| Low |
4,004.0 |
4,026.0 |
22.0 |
0.5% |
3,949.5 |
| Close |
4,041.0 |
4,072.0 |
31.0 |
0.8% |
4,064.5 |
| Range |
48.5 |
59.5 |
11.0 |
22.7% |
139.5 |
| ATR |
66.1 |
65.6 |
-0.5 |
-0.7% |
0.0 |
| Volume |
579,566 |
640,356 |
60,790 |
10.5% |
3,968,749 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,239.7 |
4,215.3 |
4,104.7 |
|
| R3 |
4,180.2 |
4,155.8 |
4,088.4 |
|
| R2 |
4,120.7 |
4,120.7 |
4,082.9 |
|
| R1 |
4,096.3 |
4,096.3 |
4,077.5 |
4,108.5 |
| PP |
4,061.2 |
4,061.2 |
4,061.2 |
4,067.3 |
| S1 |
4,036.8 |
4,036.8 |
4,066.5 |
4,049.0 |
| S2 |
4,001.7 |
4,001.7 |
4,061.1 |
|
| S3 |
3,942.2 |
3,977.3 |
4,055.6 |
|
| S4 |
3,882.7 |
3,917.8 |
4,039.3 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,452.8 |
4,398.2 |
4,141.2 |
|
| R3 |
4,313.3 |
4,258.7 |
4,102.9 |
|
| R2 |
4,173.8 |
4,173.8 |
4,090.1 |
|
| R1 |
4,119.2 |
4,119.2 |
4,077.3 |
4,146.5 |
| PP |
4,034.3 |
4,034.3 |
4,034.3 |
4,048.0 |
| S1 |
3,979.7 |
3,979.7 |
4,051.7 |
4,007.0 |
| S2 |
3,894.8 |
3,894.8 |
4,038.9 |
|
| S3 |
3,755.3 |
3,840.2 |
4,026.1 |
|
| S4 |
3,615.8 |
3,700.7 |
3,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,089.0 |
4,004.0 |
85.0 |
2.1% |
48.4 |
1.2% |
80% |
False |
False |
616,505 |
| 10 |
4,100.0 |
3,949.5 |
150.5 |
3.7% |
67.4 |
1.7% |
81% |
False |
False |
783,135 |
| 20 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
73.2 |
1.8% |
49% |
False |
False |
813,979 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.7% |
56.3 |
1.4% |
45% |
False |
False |
533,303 |
| 60 |
4,221.5 |
3,941.5 |
280.0 |
6.9% |
46.3 |
1.1% |
47% |
False |
False |
360,423 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.3% |
44.4 |
1.1% |
56% |
False |
False |
270,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,338.4 |
|
2.618 |
4,241.3 |
|
1.618 |
4,181.8 |
|
1.000 |
4,145.0 |
|
0.618 |
4,122.3 |
|
HIGH |
4,085.5 |
|
0.618 |
4,062.8 |
|
0.500 |
4,055.8 |
|
0.382 |
4,048.7 |
|
LOW |
4,026.0 |
|
0.618 |
3,989.2 |
|
1.000 |
3,966.5 |
|
1.618 |
3,929.7 |
|
2.618 |
3,870.2 |
|
4.250 |
3,773.1 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,066.6 |
4,062.9 |
| PP |
4,061.2 |
4,053.8 |
| S1 |
4,055.8 |
4,044.8 |
|