| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,230.1 |
2,214.4 |
-15.7 |
-0.7% |
2,239.4 |
| High |
2,249.2 |
2,238.1 |
-11.1 |
-0.5% |
2,263.3 |
| Low |
2,209.5 |
2,193.6 |
-15.9 |
-0.7% |
2,180.2 |
| Close |
2,216.5 |
2,229.3 |
12.8 |
0.6% |
2,229.1 |
| Range |
39.7 |
44.5 |
4.8 |
12.1% |
83.1 |
| ATR |
45.1 |
45.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
128,457 |
154,588 |
26,131 |
20.3% |
1,023,487 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.8 |
2,336.1 |
2,253.8 |
|
| R3 |
2,309.3 |
2,291.6 |
2,241.5 |
|
| R2 |
2,264.8 |
2,264.8 |
2,237.5 |
|
| R1 |
2,247.1 |
2,247.1 |
2,233.4 |
2,256.0 |
| PP |
2,220.3 |
2,220.3 |
2,220.3 |
2,224.8 |
| S1 |
2,202.6 |
2,202.6 |
2,225.2 |
2,211.5 |
| S2 |
2,175.8 |
2,175.8 |
2,221.1 |
|
| S3 |
2,131.3 |
2,158.1 |
2,217.1 |
|
| S4 |
2,086.8 |
2,113.6 |
2,204.8 |
|
|
| 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% |
42.1 |
1.9% |
59% |
False |
False |
178,035 |
| 10 |
2,263.3 |
2,171.3 |
92.0 |
4.1% |
46.1 |
2.1% |
63% |
False |
False |
203,535 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.5% |
46.9 |
2.1% |
57% |
False |
False |
205,996 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
43.6 |
2.0% |
62% |
False |
False |
124,965 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
42.4 |
1.9% |
62% |
False |
False |
83,362 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
42.3 |
1.9% |
54% |
False |
False |
62,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.2 |
|
2.618 |
2,354.6 |
|
1.618 |
2,310.1 |
|
1.000 |
2,282.6 |
|
0.618 |
2,265.6 |
|
HIGH |
2,238.1 |
|
0.618 |
2,221.1 |
|
0.500 |
2,215.9 |
|
0.382 |
2,210.6 |
|
LOW |
2,193.6 |
|
0.618 |
2,166.1 |
|
1.000 |
2,149.1 |
|
1.618 |
2,121.6 |
|
2.618 |
2,077.1 |
|
4.250 |
2,004.5 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.8 |
2,228.0 |
| PP |
2,220.3 |
2,226.7 |
| S1 |
2,215.9 |
2,225.4 |
|