| 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 |
1,761.9 |
1,795.7 |
33.8 |
1.9% |
1,762.4 |
| High |
1,798.4 |
1,803.6 |
5.2 |
0.3% |
1,783.2 |
| Low |
1,760.0 |
1,789.9 |
29.9 |
1.7% |
1,747.9 |
| Close |
1,796.7 |
1,799.8 |
3.1 |
0.2% |
1,759.4 |
| Range |
38.4 |
13.7 |
-24.7 |
-64.3% |
35.3 |
| ATR |
23.1 |
22.4 |
-0.7 |
-2.9% |
0.0 |
| Volume |
5,668 |
4,074 |
-1,594 |
-28.1% |
24,005 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,838.9 |
1,833.0 |
1,807.3 |
|
| R3 |
1,825.2 |
1,819.3 |
1,803.6 |
|
| R2 |
1,811.5 |
1,811.5 |
1,802.3 |
|
| R1 |
1,805.6 |
1,805.6 |
1,801.1 |
1,808.6 |
| PP |
1,797.8 |
1,797.8 |
1,797.8 |
1,799.2 |
| S1 |
1,791.9 |
1,791.9 |
1,798.5 |
1,794.9 |
| S2 |
1,784.1 |
1,784.1 |
1,797.3 |
|
| S3 |
1,770.4 |
1,778.2 |
1,796.0 |
|
| S4 |
1,756.7 |
1,764.5 |
1,792.3 |
|
|
| 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 |
1,803.6 |
1,752.1 |
51.5 |
2.9% |
21.6 |
1.2% |
93% |
True |
False |
5,274 |
| 10 |
1,803.6 |
1,747.9 |
55.7 |
3.1% |
20.2 |
1.1% |
93% |
True |
False |
4,865 |
| 20 |
1,803.6 |
1,723.7 |
79.9 |
4.4% |
22.6 |
1.3% |
95% |
True |
False |
4,296 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
21.9 |
1.2% |
66% |
False |
False |
3,132 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.2 |
1.2% |
75% |
False |
False |
2,835 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.4 |
1.2% |
75% |
False |
False |
2,557 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
22.6 |
1.3% |
49% |
False |
False |
2,203 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.2 |
1.2% |
49% |
False |
False |
1,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,861.8 |
|
2.618 |
1,839.5 |
|
1.618 |
1,825.8 |
|
1.000 |
1,817.3 |
|
0.618 |
1,812.1 |
|
HIGH |
1,803.6 |
|
0.618 |
1,798.4 |
|
0.500 |
1,796.8 |
|
0.382 |
1,795.1 |
|
LOW |
1,789.9 |
|
0.618 |
1,781.4 |
|
1.000 |
1,776.2 |
|
1.618 |
1,767.7 |
|
2.618 |
1,754.0 |
|
4.250 |
1,731.7 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.8 |
1,792.8 |
| PP |
1,797.8 |
1,785.7 |
| S1 |
1,796.8 |
1,778.7 |
|