| 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 |
1,755.2 |
1,766.7 |
11.5 |
0.7% |
1,764.5 |
| High |
1,773.0 |
1,800.1 |
27.1 |
1.5% |
1,785.5 |
| Low |
1,755.2 |
1,761.6 |
6.4 |
0.4% |
1,749.5 |
| Close |
1,762.9 |
1,798.5 |
35.6 |
2.0% |
1,761.1 |
| Range |
17.8 |
38.5 |
20.7 |
116.3% |
36.0 |
| ATR |
21.0 |
22.2 |
1.3 |
6.0% |
0.0 |
| Volume |
3,256 |
3,951 |
695 |
21.3% |
9,210 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,902.2 |
1,888.9 |
1,819.7 |
|
| R3 |
1,863.7 |
1,850.4 |
1,809.1 |
|
| R2 |
1,825.2 |
1,825.2 |
1,805.6 |
|
| R1 |
1,811.9 |
1,811.9 |
1,802.0 |
1,818.6 |
| PP |
1,786.7 |
1,786.7 |
1,786.7 |
1,790.1 |
| S1 |
1,773.4 |
1,773.4 |
1,795.0 |
1,780.1 |
| S2 |
1,748.2 |
1,748.2 |
1,791.4 |
|
| S3 |
1,709.7 |
1,734.9 |
1,787.9 |
|
| S4 |
1,671.2 |
1,696.4 |
1,777.3 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.4 |
1,853.2 |
1,780.9 |
|
| R3 |
1,837.4 |
1,817.2 |
1,771.0 |
|
| R2 |
1,801.4 |
1,801.4 |
1,767.7 |
|
| R1 |
1,781.2 |
1,781.2 |
1,764.4 |
1,773.3 |
| PP |
1,765.4 |
1,765.4 |
1,765.4 |
1,761.4 |
| S1 |
1,745.2 |
1,745.2 |
1,757.8 |
1,737.3 |
| S2 |
1,729.4 |
1,729.4 |
1,754.5 |
|
| S3 |
1,693.4 |
1,709.2 |
1,751.2 |
|
| S4 |
1,657.4 |
1,673.2 |
1,741.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,800.1 |
1,753.7 |
46.4 |
2.6% |
21.6 |
1.2% |
97% |
True |
False |
3,157 |
| 10 |
1,800.1 |
1,726.8 |
73.3 |
4.1% |
21.8 |
1.2% |
98% |
True |
False |
2,362 |
| 20 |
1,800.1 |
1,725.0 |
75.1 |
4.2% |
23.5 |
1.3% |
98% |
True |
False |
1,680 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
20.8 |
1.2% |
64% |
False |
False |
1,308 |
| 60 |
1,840.7 |
1,682.4 |
158.3 |
8.8% |
20.8 |
1.2% |
73% |
False |
False |
1,252 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
18.6 |
1.0% |
73% |
False |
False |
1,061 |
| 100 |
1,922.4 |
1,682.4 |
240.0 |
13.3% |
18.7 |
1.0% |
48% |
False |
False |
877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.7 |
|
2.618 |
1,900.9 |
|
1.618 |
1,862.4 |
|
1.000 |
1,838.6 |
|
0.618 |
1,823.9 |
|
HIGH |
1,800.1 |
|
0.618 |
1,785.4 |
|
0.500 |
1,780.9 |
|
0.382 |
1,776.3 |
|
LOW |
1,761.6 |
|
0.618 |
1,737.8 |
|
1.000 |
1,723.1 |
|
1.618 |
1,699.3 |
|
2.618 |
1,660.8 |
|
4.250 |
1,598.0 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,792.6 |
1,791.3 |
| PP |
1,786.7 |
1,784.1 |
| S1 |
1,780.9 |
1,776.9 |
|