| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
4,087.5 |
4,142.5 |
55.0 |
1.3% |
4,041.0 |
| High |
4,146.0 |
4,175.0 |
29.0 |
0.7% |
4,175.0 |
| Low |
4,085.5 |
4,138.0 |
52.5 |
1.3% |
4,004.0 |
| Close |
4,136.5 |
4,169.0 |
32.5 |
0.8% |
4,169.0 |
| Range |
60.5 |
37.0 |
-23.5 |
-38.8% |
171.0 |
| ATR |
66.2 |
64.3 |
-2.0 |
-3.0% |
0.0 |
| Volume |
727,608 |
723,242 |
-4,366 |
-0.6% |
3,146,550 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,271.7 |
4,257.3 |
4,189.4 |
|
| R3 |
4,234.7 |
4,220.3 |
4,179.2 |
|
| R2 |
4,197.7 |
4,197.7 |
4,175.8 |
|
| R1 |
4,183.3 |
4,183.3 |
4,172.4 |
4,190.5 |
| PP |
4,160.7 |
4,160.7 |
4,160.7 |
4,164.3 |
| S1 |
4,146.3 |
4,146.3 |
4,165.6 |
4,153.5 |
| S2 |
4,123.7 |
4,123.7 |
4,162.2 |
|
| S3 |
4,086.7 |
4,109.3 |
4,158.8 |
|
| S4 |
4,049.7 |
4,072.3 |
4,148.7 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,629.0 |
4,570.0 |
4,263.1 |
|
| R3 |
4,458.0 |
4,399.0 |
4,216.0 |
|
| R2 |
4,287.0 |
4,287.0 |
4,200.4 |
|
| R1 |
4,228.0 |
4,228.0 |
4,184.7 |
4,257.5 |
| PP |
4,116.0 |
4,116.0 |
4,116.0 |
4,130.8 |
| S1 |
4,057.0 |
4,057.0 |
4,153.3 |
4,086.5 |
| S2 |
3,945.0 |
3,945.0 |
4,137.7 |
|
| S3 |
3,774.0 |
3,886.0 |
4,122.0 |
|
| S4 |
3,603.0 |
3,715.0 |
4,075.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,175.0 |
4,004.0 |
171.0 |
4.1% |
49.3 |
1.2% |
96% |
True |
False |
629,310 |
| 10 |
4,175.0 |
3,949.5 |
225.5 |
5.4% |
59.3 |
1.4% |
97% |
True |
False |
711,529 |
| 20 |
4,200.5 |
3,949.5 |
251.0 |
6.0% |
70.9 |
1.7% |
87% |
False |
False |
785,834 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
56.7 |
1.4% |
81% |
False |
False |
568,592 |
| 60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
46.5 |
1.1% |
81% |
False |
False |
384,234 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
44.6 |
1.1% |
85% |
False |
False |
288,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,332.3 |
|
2.618 |
4,271.9 |
|
1.618 |
4,234.9 |
|
1.000 |
4,212.0 |
|
0.618 |
4,197.9 |
|
HIGH |
4,175.0 |
|
0.618 |
4,160.9 |
|
0.500 |
4,156.5 |
|
0.382 |
4,152.1 |
|
LOW |
4,138.0 |
|
0.618 |
4,115.1 |
|
1.000 |
4,101.0 |
|
1.618 |
4,078.1 |
|
2.618 |
4,041.1 |
|
4.250 |
3,980.8 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,164.8 |
4,146.2 |
| PP |
4,160.7 |
4,123.3 |
| S1 |
4,156.5 |
4,100.5 |
|