| 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 |
2,214.4 |
2,224.1 |
9.7 |
0.4% |
2,239.4 |
| High |
2,238.1 |
2,241.7 |
3.6 |
0.2% |
2,263.3 |
| Low |
2,193.6 |
2,211.0 |
17.4 |
0.8% |
2,180.2 |
| Close |
2,229.3 |
2,238.5 |
9.2 |
0.4% |
2,229.1 |
| Range |
44.5 |
30.7 |
-13.8 |
-31.0% |
83.1 |
| ATR |
45.0 |
44.0 |
-1.0 |
-2.3% |
0.0 |
| Volume |
154,588 |
169,229 |
14,641 |
9.5% |
1,023,487 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.5 |
2,311.2 |
2,255.4 |
|
| R3 |
2,291.8 |
2,280.5 |
2,246.9 |
|
| R2 |
2,261.1 |
2,261.1 |
2,244.1 |
|
| R1 |
2,249.8 |
2,249.8 |
2,241.3 |
2,255.5 |
| PP |
2,230.4 |
2,230.4 |
2,230.4 |
2,233.2 |
| S1 |
2,219.1 |
2,219.1 |
2,235.7 |
2,224.8 |
| S2 |
2,199.7 |
2,199.7 |
2,232.9 |
|
| S3 |
2,169.0 |
2,188.4 |
2,230.1 |
|
| S4 |
2,138.3 |
2,157.7 |
2,221.6 |
|
|
| 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 |
2,193.6 |
69.7 |
3.1% |
39.0 |
1.7% |
64% |
False |
False |
155,700 |
| 10 |
2,263.3 |
2,171.3 |
92.0 |
4.1% |
46.0 |
2.1% |
73% |
False |
False |
199,640 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.4% |
46.7 |
2.1% |
64% |
False |
False |
204,853 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
43.0 |
1.9% |
66% |
False |
False |
129,182 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
41.6 |
1.9% |
66% |
False |
False |
86,180 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
10.9% |
41.7 |
1.9% |
58% |
False |
False |
64,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,372.2 |
|
2.618 |
2,322.1 |
|
1.618 |
2,291.4 |
|
1.000 |
2,272.4 |
|
0.618 |
2,260.7 |
|
HIGH |
2,241.7 |
|
0.618 |
2,230.0 |
|
0.500 |
2,226.4 |
|
0.382 |
2,222.7 |
|
LOW |
2,211.0 |
|
0.618 |
2,192.0 |
|
1.000 |
2,180.3 |
|
1.618 |
2,161.3 |
|
2.618 |
2,130.6 |
|
4.250 |
2,080.5 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.5 |
2,232.8 |
| PP |
2,230.4 |
2,227.1 |
| S1 |
2,226.4 |
2,221.4 |
|