| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,246.0 |
2,230.1 |
-15.9 |
-0.7% |
2,239.4 |
| High |
2,257.2 |
2,249.2 |
-8.0 |
-0.4% |
2,263.3 |
| Low |
2,226.8 |
2,209.5 |
-17.3 |
-0.8% |
2,180.2 |
| Close |
2,229.1 |
2,216.5 |
-12.6 |
-0.6% |
2,229.1 |
| Range |
30.4 |
39.7 |
9.3 |
30.6% |
83.1 |
| ATR |
45.5 |
45.1 |
-0.4 |
-0.9% |
0.0 |
| Volume |
153,256 |
128,457 |
-24,799 |
-16.2% |
1,023,487 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,344.2 |
2,320.0 |
2,238.3 |
|
| R3 |
2,304.5 |
2,280.3 |
2,227.4 |
|
| R2 |
2,264.8 |
2,264.8 |
2,223.8 |
|
| R1 |
2,240.6 |
2,240.6 |
2,220.1 |
2,232.9 |
| PP |
2,225.1 |
2,225.1 |
2,225.1 |
2,221.2 |
| S1 |
2,200.9 |
2,200.9 |
2,212.9 |
2,193.2 |
| S2 |
2,185.4 |
2,185.4 |
2,209.2 |
|
| S3 |
2,145.7 |
2,161.2 |
2,205.6 |
|
| S4 |
2,106.0 |
2,121.5 |
2,194.7 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.5 |
2,434.4 |
2,274.8 |
|
| R3 |
2,390.4 |
2,351.3 |
2,252.0 |
|
| R2 |
2,307.3 |
2,307.3 |
2,244.3 |
|
| R1 |
2,268.2 |
2,268.2 |
2,236.7 |
2,246.2 |
| PP |
2,224.2 |
2,224.2 |
2,224.2 |
2,213.2 |
| S1 |
2,185.1 |
2,185.1 |
2,221.5 |
2,163.1 |
| S2 |
2,141.1 |
2,141.1 |
2,213.9 |
|
| S3 |
2,058.0 |
2,102.0 |
2,206.2 |
|
| S4 |
1,974.9 |
2,018.9 |
2,183.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.3 |
2,180.2 |
83.1 |
3.7% |
42.0 |
1.9% |
44% |
False |
False |
182,453 |
| 10 |
2,287.7 |
2,171.3 |
116.4 |
5.3% |
48.3 |
2.2% |
39% |
False |
False |
213,861 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
47.5 |
2.1% |
48% |
False |
False |
211,699 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
43.3 |
2.0% |
55% |
False |
False |
121,115 |
| 60 |
2,307.0 |
2,096.4 |
210.6 |
9.5% |
42.6 |
1.9% |
57% |
False |
False |
80,788 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
42.5 |
1.9% |
49% |
False |
False |
60,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,417.9 |
|
2.618 |
2,353.1 |
|
1.618 |
2,313.4 |
|
1.000 |
2,288.9 |
|
0.618 |
2,273.7 |
|
HIGH |
2,249.2 |
|
0.618 |
2,234.0 |
|
0.500 |
2,229.4 |
|
0.382 |
2,224.7 |
|
LOW |
2,209.5 |
|
0.618 |
2,185.0 |
|
1.000 |
2,169.8 |
|
1.618 |
2,145.3 |
|
2.618 |
2,105.6 |
|
4.250 |
2,040.8 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,229.4 |
2,236.4 |
| PP |
2,225.1 |
2,229.8 |
| S1 |
2,220.8 |
2,223.1 |
|