| 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 |
1,760.3 |
1,755.7 |
-4.6 |
-0.3% |
1,762.4 |
| High |
1,762.3 |
1,771.7 |
9.4 |
0.5% |
1,783.2 |
| Low |
1,752.1 |
1,753.8 |
1.7 |
0.1% |
1,747.9 |
| Close |
1,757.7 |
1,761.2 |
3.5 |
0.2% |
1,759.4 |
| Range |
10.2 |
17.9 |
7.7 |
75.5% |
35.3 |
| ATR |
22.2 |
21.9 |
-0.3 |
-1.4% |
0.0 |
| Volume |
4,270 |
4,822 |
552 |
12.9% |
24,005 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,815.9 |
1,806.5 |
1,771.0 |
|
| R3 |
1,798.0 |
1,788.6 |
1,766.1 |
|
| R2 |
1,780.1 |
1,780.1 |
1,764.5 |
|
| R1 |
1,770.7 |
1,770.7 |
1,762.8 |
1,775.4 |
| PP |
1,762.2 |
1,762.2 |
1,762.2 |
1,764.6 |
| S1 |
1,752.8 |
1,752.8 |
1,759.6 |
1,757.5 |
| S2 |
1,744.3 |
1,744.3 |
1,757.9 |
|
| S3 |
1,726.4 |
1,734.9 |
1,756.3 |
|
| S4 |
1,708.5 |
1,717.0 |
1,751.4 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.4 |
1,849.7 |
1,778.8 |
|
| R3 |
1,834.1 |
1,814.4 |
1,769.1 |
|
| R2 |
1,798.8 |
1,798.8 |
1,765.9 |
|
| R1 |
1,779.1 |
1,779.1 |
1,762.6 |
1,771.3 |
| PP |
1,763.5 |
1,763.5 |
1,763.5 |
1,759.6 |
| S1 |
1,743.8 |
1,743.8 |
1,756.2 |
1,736.0 |
| S2 |
1,728.2 |
1,728.2 |
1,752.9 |
|
| S3 |
1,692.9 |
1,708.5 |
1,749.7 |
|
| S4 |
1,657.6 |
1,673.2 |
1,740.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,783.2 |
1,747.9 |
35.3 |
2.0% |
18.0 |
1.0% |
38% |
False |
False |
5,121 |
| 10 |
1,783.2 |
1,723.7 |
59.5 |
3.4% |
21.5 |
1.2% |
63% |
False |
False |
5,683 |
| 20 |
1,809.6 |
1,723.7 |
85.9 |
4.9% |
23.4 |
1.3% |
44% |
False |
False |
3,940 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
21.4 |
1.2% |
33% |
False |
False |
2,963 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.0 |
1.2% |
51% |
False |
False |
2,721 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.2 |
1.2% |
51% |
False |
False |
2,446 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.2 |
1.3% |
33% |
False |
False |
2,122 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
21.0 |
1.2% |
33% |
False |
False |
1,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,847.8 |
|
2.618 |
1,818.6 |
|
1.618 |
1,800.7 |
|
1.000 |
1,789.6 |
|
0.618 |
1,782.8 |
|
HIGH |
1,771.7 |
|
0.618 |
1,764.9 |
|
0.500 |
1,762.8 |
|
0.382 |
1,760.6 |
|
LOW |
1,753.8 |
|
0.618 |
1,742.7 |
|
1.000 |
1,735.9 |
|
1.618 |
1,724.8 |
|
2.618 |
1,706.9 |
|
4.250 |
1,677.7 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,762.8 |
1,767.7 |
| PP |
1,762.2 |
1,765.5 |
| S1 |
1,761.7 |
1,763.4 |
|