| 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 |
7,041.0 |
7,088.0 |
47.0 |
0.7% |
7,061.0 |
| High |
7,123.0 |
7,121.0 |
-2.0 |
0.0% |
7,084.0 |
| Low |
7,027.0 |
7,033.0 |
6.0 |
0.1% |
6,916.0 |
| Close |
7,108.0 |
7,106.0 |
-2.0 |
0.0% |
7,072.5 |
| Range |
96.0 |
88.0 |
-8.0 |
-8.3% |
168.0 |
| ATR |
86.8 |
86.9 |
0.1 |
0.1% |
0.0 |
| Volume |
68,652 |
80,223 |
11,571 |
16.9% |
452,010 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,350.5 |
7,316.5 |
7,154.5 |
|
| R3 |
7,262.5 |
7,228.5 |
7,130.0 |
|
| R2 |
7,174.5 |
7,174.5 |
7,122.0 |
|
| R1 |
7,140.5 |
7,140.5 |
7,114.0 |
7,157.5 |
| PP |
7,086.5 |
7,086.5 |
7,086.5 |
7,095.0 |
| S1 |
7,052.5 |
7,052.5 |
7,098.0 |
7,069.5 |
| S2 |
6,998.5 |
6,998.5 |
7,090.0 |
|
| S3 |
6,910.5 |
6,964.5 |
7,082.0 |
|
| S4 |
6,822.5 |
6,876.5 |
7,057.5 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,528.0 |
7,468.5 |
7,165.0 |
|
| R3 |
7,360.0 |
7,300.5 |
7,118.5 |
|
| R2 |
7,192.0 |
7,192.0 |
7,103.5 |
|
| R1 |
7,132.5 |
7,132.5 |
7,088.0 |
7,162.0 |
| PP |
7,024.0 |
7,024.0 |
7,024.0 |
7,039.0 |
| S1 |
6,964.5 |
6,964.5 |
7,057.0 |
6,994.0 |
| S2 |
6,856.0 |
6,856.0 |
7,041.5 |
|
| S3 |
6,688.0 |
6,796.5 |
7,026.5 |
|
| S4 |
6,520.0 |
6,628.5 |
6,980.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,123.0 |
6,916.0 |
207.0 |
2.9% |
83.5 |
1.2% |
92% |
False |
False |
86,067 |
| 10 |
7,132.0 |
6,916.0 |
216.0 |
3.0% |
89.5 |
1.3% |
88% |
False |
False |
95,899 |
| 20 |
7,132.0 |
6,791.5 |
340.5 |
4.8% |
93.0 |
1.3% |
92% |
False |
False |
105,646 |
| 40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
67.0 |
0.9% |
85% |
False |
False |
77,643 |
| 60 |
7,160.0 |
6,781.5 |
378.5 |
5.3% |
51.0 |
0.7% |
86% |
False |
False |
51,811 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
43.0 |
0.6% |
87% |
False |
False |
38,860 |
| 100 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
40.0 |
0.6% |
87% |
False |
False |
31,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,495.0 |
|
2.618 |
7,351.5 |
|
1.618 |
7,263.5 |
|
1.000 |
7,209.0 |
|
0.618 |
7,175.5 |
|
HIGH |
7,121.0 |
|
0.618 |
7,087.5 |
|
0.500 |
7,077.0 |
|
0.382 |
7,066.5 |
|
LOW |
7,033.0 |
|
0.618 |
6,978.5 |
|
1.000 |
6,945.0 |
|
1.618 |
6,890.5 |
|
2.618 |
6,802.5 |
|
4.250 |
6,659.0 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,096.5 |
7,095.5 |
| PP |
7,086.5 |
7,085.5 |
| S1 |
7,077.0 |
7,075.0 |
|