| 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 |
1,766.7 |
1,797.0 |
30.3 |
1.7% |
1,764.5 |
| High |
1,800.1 |
1,804.5 |
4.4 |
0.2% |
1,785.5 |
| Low |
1,761.6 |
1,793.1 |
31.5 |
1.8% |
1,749.5 |
| Close |
1,798.5 |
1,801.5 |
3.0 |
0.2% |
1,761.1 |
| Range |
38.5 |
11.4 |
-27.1 |
-70.4% |
36.0 |
| ATR |
22.2 |
21.4 |
-0.8 |
-3.5% |
0.0 |
| Volume |
3,951 |
912 |
-3,039 |
-76.9% |
9,210 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.9 |
1,829.1 |
1,807.8 |
|
| R3 |
1,822.5 |
1,817.7 |
1,804.6 |
|
| R2 |
1,811.1 |
1,811.1 |
1,803.6 |
|
| R1 |
1,806.3 |
1,806.3 |
1,802.5 |
1,808.7 |
| PP |
1,799.7 |
1,799.7 |
1,799.7 |
1,800.9 |
| S1 |
1,794.9 |
1,794.9 |
1,800.5 |
1,797.3 |
| S2 |
1,788.3 |
1,788.3 |
1,799.4 |
|
| S3 |
1,776.9 |
1,783.5 |
1,798.4 |
|
| S4 |
1,765.5 |
1,772.1 |
1,795.2 |
|
|
| 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 |
1,804.5 |
1,753.7 |
50.8 |
2.8% |
21.1 |
1.2% |
94% |
True |
False |
2,728 |
| 10 |
1,804.5 |
1,749.5 |
55.0 |
3.1% |
19.0 |
1.1% |
95% |
True |
False |
2,110 |
| 20 |
1,804.5 |
1,725.0 |
79.5 |
4.4% |
21.6 |
1.2% |
96% |
True |
False |
1,693 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
20.7 |
1.1% |
66% |
False |
False |
1,313 |
| 60 |
1,840.7 |
1,682.4 |
158.3 |
8.8% |
20.8 |
1.2% |
75% |
False |
False |
1,264 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
18.6 |
1.0% |
75% |
False |
False |
1,072 |
| 100 |
1,922.4 |
1,682.4 |
240.0 |
13.3% |
18.8 |
1.0% |
50% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,853.0 |
|
2.618 |
1,834.3 |
|
1.618 |
1,822.9 |
|
1.000 |
1,815.9 |
|
0.618 |
1,811.5 |
|
HIGH |
1,804.5 |
|
0.618 |
1,800.1 |
|
0.500 |
1,798.8 |
|
0.382 |
1,797.5 |
|
LOW |
1,793.1 |
|
0.618 |
1,786.1 |
|
1.000 |
1,781.7 |
|
1.618 |
1,774.7 |
|
2.618 |
1,763.3 |
|
4.250 |
1,744.7 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,800.6 |
1,794.3 |
| PP |
1,799.7 |
1,787.1 |
| S1 |
1,798.8 |
1,779.9 |
|