| 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 |
7,088.0 |
7,090.0 |
2.0 |
0.0% |
7,061.0 |
| High |
7,121.0 |
7,147.5 |
26.5 |
0.4% |
7,084.0 |
| Low |
7,033.0 |
7,059.0 |
26.0 |
0.4% |
6,916.0 |
| Close |
7,106.0 |
7,120.0 |
14.0 |
0.2% |
7,072.5 |
| Range |
88.0 |
88.5 |
0.5 |
0.6% |
168.0 |
| ATR |
86.9 |
87.0 |
0.1 |
0.1% |
0.0 |
| Volume |
80,223 |
71,675 |
-8,548 |
-10.7% |
452,010 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,374.5 |
7,335.5 |
7,168.5 |
|
| R3 |
7,286.0 |
7,247.0 |
7,144.5 |
|
| R2 |
7,197.5 |
7,197.5 |
7,136.0 |
|
| R1 |
7,158.5 |
7,158.5 |
7,128.0 |
7,178.0 |
| PP |
7,109.0 |
7,109.0 |
7,109.0 |
7,118.5 |
| S1 |
7,070.0 |
7,070.0 |
7,112.0 |
7,089.5 |
| S2 |
7,020.5 |
7,020.5 |
7,104.0 |
|
| S3 |
6,932.0 |
6,981.5 |
7,095.5 |
|
| S4 |
6,843.5 |
6,893.0 |
7,071.5 |
|
|
| 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 |
7,147.5 |
7,014.5 |
133.0 |
1.9% |
75.0 |
1.1% |
79% |
True |
False |
75,068 |
| 10 |
7,147.5 |
6,916.0 |
231.5 |
3.3% |
87.5 |
1.2% |
88% |
True |
False |
92,923 |
| 20 |
7,147.5 |
6,791.5 |
356.0 |
5.0% |
95.5 |
1.3% |
92% |
True |
False |
101,202 |
| 40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
69.5 |
1.0% |
89% |
False |
False |
79,372 |
| 60 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
52.5 |
0.7% |
89% |
False |
False |
53,006 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.0% |
44.5 |
0.6% |
91% |
False |
False |
39,755 |
| 100 |
7,160.0 |
6,730.0 |
430.0 |
6.0% |
40.5 |
0.6% |
91% |
False |
False |
31,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,523.5 |
|
2.618 |
7,379.0 |
|
1.618 |
7,290.5 |
|
1.000 |
7,236.0 |
|
0.618 |
7,202.0 |
|
HIGH |
7,147.5 |
|
0.618 |
7,113.5 |
|
0.500 |
7,103.0 |
|
0.382 |
7,093.0 |
|
LOW |
7,059.0 |
|
0.618 |
7,004.5 |
|
1.000 |
6,970.5 |
|
1.618 |
6,916.0 |
|
2.618 |
6,827.5 |
|
4.250 |
6,683.0 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,114.5 |
7,109.0 |
| PP |
7,109.0 |
7,098.0 |
| S1 |
7,103.0 |
7,087.0 |
|