| 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 |
2,224.1 |
2,238.9 |
14.8 |
0.7% |
2,239.4 |
| High |
2,241.7 |
2,276.3 |
34.6 |
1.5% |
2,263.3 |
| Low |
2,211.0 |
2,238.6 |
27.6 |
1.2% |
2,180.2 |
| Close |
2,238.5 |
2,272.1 |
33.6 |
1.5% |
2,229.1 |
| Range |
30.7 |
37.7 |
7.0 |
22.8% |
83.1 |
| ATR |
44.0 |
43.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
169,229 |
130,987 |
-38,242 |
-22.6% |
1,023,487 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.4 |
2,361.5 |
2,292.8 |
|
| R3 |
2,337.7 |
2,323.8 |
2,282.5 |
|
| R2 |
2,300.0 |
2,300.0 |
2,279.0 |
|
| R1 |
2,286.1 |
2,286.1 |
2,275.6 |
2,293.1 |
| PP |
2,262.3 |
2,262.3 |
2,262.3 |
2,265.8 |
| S1 |
2,248.4 |
2,248.4 |
2,268.6 |
2,255.4 |
| S2 |
2,224.6 |
2,224.6 |
2,265.2 |
|
| S3 |
2,186.9 |
2,210.7 |
2,261.7 |
|
| S4 |
2,149.2 |
2,173.0 |
2,251.4 |
|
|
| 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 |
2,276.3 |
2,193.6 |
82.7 |
3.6% |
36.6 |
1.6% |
95% |
True |
False |
147,303 |
| 10 |
2,276.3 |
2,171.3 |
105.0 |
4.6% |
44.4 |
2.0% |
96% |
True |
False |
185,499 |
| 20 |
2,290.8 |
2,146.9 |
143.9 |
6.3% |
47.0 |
2.1% |
87% |
False |
False |
203,486 |
| 40 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
42.8 |
1.9% |
83% |
False |
False |
132,446 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
41.4 |
1.8% |
83% |
False |
False |
88,361 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
10.8% |
41.8 |
1.8% |
72% |
False |
False |
66,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.5 |
|
2.618 |
2,375.0 |
|
1.618 |
2,337.3 |
|
1.000 |
2,314.0 |
|
0.618 |
2,299.6 |
|
HIGH |
2,276.3 |
|
0.618 |
2,261.9 |
|
0.500 |
2,257.5 |
|
0.382 |
2,253.0 |
|
LOW |
2,238.6 |
|
0.618 |
2,215.3 |
|
1.000 |
2,200.9 |
|
1.618 |
2,177.6 |
|
2.618 |
2,139.9 |
|
4.250 |
2,078.4 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.2 |
2,259.7 |
| PP |
2,262.3 |
2,247.3 |
| S1 |
2,257.5 |
2,235.0 |
|