| 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 |
2,238.9 |
2,274.6 |
35.7 |
1.6% |
2,230.1 |
| High |
2,276.3 |
2,298.2 |
21.9 |
1.0% |
2,298.2 |
| Low |
2,238.6 |
2,262.6 |
24.0 |
1.1% |
2,193.6 |
| Close |
2,272.1 |
2,265.0 |
-7.1 |
-0.3% |
2,265.0 |
| Range |
37.7 |
35.6 |
-2.1 |
-5.6% |
104.6 |
| ATR |
43.6 |
43.0 |
-0.6 |
-1.3% |
0.0 |
| Volume |
130,987 |
175,391 |
44,404 |
33.9% |
758,652 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.1 |
2,359.1 |
2,284.6 |
|
| R3 |
2,346.5 |
2,323.5 |
2,274.8 |
|
| R2 |
2,310.9 |
2,310.9 |
2,271.5 |
|
| R1 |
2,287.9 |
2,287.9 |
2,268.3 |
2,281.6 |
| PP |
2,275.3 |
2,275.3 |
2,275.3 |
2,272.1 |
| S1 |
2,252.3 |
2,252.3 |
2,261.7 |
2,246.0 |
| S2 |
2,239.7 |
2,239.7 |
2,258.5 |
|
| S3 |
2,204.1 |
2,216.7 |
2,255.2 |
|
| S4 |
2,168.5 |
2,181.1 |
2,245.4 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.1 |
2,520.1 |
2,322.5 |
|
| R3 |
2,461.5 |
2,415.5 |
2,293.8 |
|
| R2 |
2,356.9 |
2,356.9 |
2,284.2 |
|
| R1 |
2,310.9 |
2,310.9 |
2,274.6 |
2,333.9 |
| PP |
2,252.3 |
2,252.3 |
2,252.3 |
2,263.8 |
| S1 |
2,206.3 |
2,206.3 |
2,255.4 |
2,229.3 |
| S2 |
2,147.7 |
2,147.7 |
2,245.8 |
|
| S3 |
2,043.1 |
2,101.7 |
2,236.2 |
|
| S4 |
1,938.5 |
1,997.1 |
2,207.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.2 |
2,193.6 |
104.6 |
4.6% |
37.6 |
1.7% |
68% |
True |
False |
151,730 |
| 10 |
2,298.2 |
2,180.2 |
118.0 |
5.2% |
40.3 |
1.8% |
72% |
True |
False |
178,213 |
| 20 |
2,298.2 |
2,146.9 |
151.3 |
6.7% |
47.6 |
2.1% |
78% |
True |
False |
200,556 |
| 40 |
2,307.0 |
2,105.9 |
201.1 |
8.9% |
42.5 |
1.9% |
79% |
False |
False |
136,821 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
41.1 |
1.8% |
79% |
False |
False |
91,283 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
10.8% |
41.9 |
1.9% |
69% |
False |
False |
68,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.5 |
|
2.618 |
2,391.4 |
|
1.618 |
2,355.8 |
|
1.000 |
2,333.8 |
|
0.618 |
2,320.2 |
|
HIGH |
2,298.2 |
|
0.618 |
2,284.6 |
|
0.500 |
2,280.4 |
|
0.382 |
2,276.2 |
|
LOW |
2,262.6 |
|
0.618 |
2,240.6 |
|
1.000 |
2,227.0 |
|
1.618 |
2,205.0 |
|
2.618 |
2,169.4 |
|
4.250 |
2,111.3 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.4 |
2,261.5 |
| PP |
2,275.3 |
2,258.1 |
| S1 |
2,270.1 |
2,254.6 |
|