| 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 |
1,757.4 |
1,755.2 |
-2.2 |
-0.1% |
1,764.5 |
| High |
1,764.2 |
1,773.0 |
8.8 |
0.5% |
1,785.5 |
| Low |
1,753.7 |
1,755.2 |
1.5 |
0.1% |
1,749.5 |
| Close |
1,759.4 |
1,762.9 |
3.5 |
0.2% |
1,761.1 |
| Range |
10.5 |
17.8 |
7.3 |
69.5% |
36.0 |
| ATR |
21.2 |
21.0 |
-0.2 |
-1.1% |
0.0 |
| Volume |
2,610 |
3,256 |
646 |
24.8% |
9,210 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.1 |
1,807.8 |
1,772.7 |
|
| R3 |
1,799.3 |
1,790.0 |
1,767.8 |
|
| R2 |
1,781.5 |
1,781.5 |
1,766.2 |
|
| R1 |
1,772.2 |
1,772.2 |
1,764.5 |
1,776.9 |
| PP |
1,763.7 |
1,763.7 |
1,763.7 |
1,766.0 |
| S1 |
1,754.4 |
1,754.4 |
1,761.3 |
1,759.1 |
| S2 |
1,745.9 |
1,745.9 |
1,759.6 |
|
| S3 |
1,728.1 |
1,736.6 |
1,758.0 |
|
| S4 |
1,710.3 |
1,718.8 |
1,753.1 |
|
|
| 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 |
1,785.5 |
1,749.5 |
36.0 |
2.0% |
17.8 |
1.0% |
37% |
False |
False |
2,580 |
| 10 |
1,785.5 |
1,725.0 |
60.5 |
3.4% |
20.4 |
1.2% |
63% |
False |
False |
2,066 |
| 20 |
1,810.5 |
1,725.0 |
85.5 |
4.8% |
22.3 |
1.3% |
44% |
False |
False |
1,502 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
20.2 |
1.1% |
33% |
False |
False |
1,252 |
| 60 |
1,840.7 |
1,682.4 |
158.3 |
9.0% |
20.4 |
1.2% |
51% |
False |
False |
1,190 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
18.3 |
1.0% |
51% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,848.7 |
|
2.618 |
1,819.6 |
|
1.618 |
1,801.8 |
|
1.000 |
1,790.8 |
|
0.618 |
1,784.0 |
|
HIGH |
1,773.0 |
|
0.618 |
1,766.2 |
|
0.500 |
1,764.1 |
|
0.382 |
1,762.0 |
|
LOW |
1,755.2 |
|
0.618 |
1,744.2 |
|
1.000 |
1,737.4 |
|
1.618 |
1,726.4 |
|
2.618 |
1,708.6 |
|
4.250 |
1,679.6 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,764.1 |
1,769.6 |
| PP |
1,763.7 |
1,767.4 |
| S1 |
1,763.3 |
1,765.1 |
|