| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
4,038.0 |
4,087.5 |
49.5 |
1.2% |
4,042.5 |
| High |
4,085.5 |
4,146.0 |
60.5 |
1.5% |
4,089.0 |
| Low |
4,026.0 |
4,085.5 |
59.5 |
1.5% |
3,949.5 |
| Close |
4,072.0 |
4,136.5 |
64.5 |
1.6% |
4,064.5 |
| Range |
59.5 |
60.5 |
1.0 |
1.7% |
139.5 |
| ATR |
65.6 |
66.2 |
0.6 |
0.9% |
0.0 |
| Volume |
640,356 |
727,608 |
87,252 |
13.6% |
3,968,749 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,304.2 |
4,280.8 |
4,169.8 |
|
| R3 |
4,243.7 |
4,220.3 |
4,153.1 |
|
| R2 |
4,183.2 |
4,183.2 |
4,147.6 |
|
| R1 |
4,159.8 |
4,159.8 |
4,142.0 |
4,171.5 |
| PP |
4,122.7 |
4,122.7 |
4,122.7 |
4,128.5 |
| S1 |
4,099.3 |
4,099.3 |
4,131.0 |
4,111.0 |
| S2 |
4,062.2 |
4,062.2 |
4,125.4 |
|
| S3 |
4,001.7 |
4,038.8 |
4,119.9 |
|
| S4 |
3,941.2 |
3,978.3 |
4,103.2 |
|
|
| 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 |
4,146.0 |
4,004.0 |
142.0 |
3.4% |
49.4 |
1.2% |
93% |
True |
False |
603,006 |
| 10 |
4,146.0 |
3,949.5 |
196.5 |
4.8% |
64.5 |
1.6% |
95% |
True |
False |
747,130 |
| 20 |
4,200.5 |
3,949.5 |
251.0 |
6.1% |
74.1 |
1.8% |
75% |
False |
False |
813,816 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
57.5 |
1.4% |
69% |
False |
False |
550,982 |
| 60 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
46.3 |
1.1% |
69% |
False |
False |
372,548 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
44.5 |
1.1% |
75% |
False |
False |
279,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,403.1 |
|
2.618 |
4,304.4 |
|
1.618 |
4,243.9 |
|
1.000 |
4,206.5 |
|
0.618 |
4,183.4 |
|
HIGH |
4,146.0 |
|
0.618 |
4,122.9 |
|
0.500 |
4,115.8 |
|
0.382 |
4,108.6 |
|
LOW |
4,085.5 |
|
0.618 |
4,048.1 |
|
1.000 |
4,025.0 |
|
1.618 |
3,987.6 |
|
2.618 |
3,927.1 |
|
4.250 |
3,828.4 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,129.6 |
4,116.0 |
| PP |
4,122.7 |
4,095.5 |
| S1 |
4,115.8 |
4,075.0 |
|