| 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 |
434.71 |
439.08 |
4.37 |
1.0% |
433.00 |
| High |
436.05 |
442.66 |
6.61 |
1.5% |
441.68 |
| Low |
431.54 |
438.58 |
7.04 |
1.6% |
426.36 |
| Close |
435.18 |
442.50 |
7.32 |
1.7% |
437.86 |
| Range |
4.51 |
4.08 |
-0.43 |
-9.5% |
15.32 |
| ATR |
5.33 |
5.49 |
0.15 |
2.9% |
0.00 |
| Volume |
72,973,900 |
70,236,800 |
-2,737,100 |
-3.8% |
479,279,500 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453.49 |
452.07 |
444.74 |
|
| R3 |
449.41 |
447.99 |
443.62 |
|
| R2 |
445.33 |
445.33 |
443.25 |
|
| R1 |
443.91 |
443.91 |
442.87 |
444.62 |
| PP |
441.25 |
441.25 |
441.25 |
441.60 |
| S1 |
439.83 |
439.83 |
442.13 |
440.54 |
| S2 |
437.17 |
437.17 |
441.75 |
|
| S3 |
433.09 |
435.75 |
441.38 |
|
| S4 |
429.01 |
431.67 |
440.26 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481.26 |
474.88 |
446.29 |
|
| R3 |
465.94 |
459.56 |
442.07 |
|
| R2 |
450.62 |
450.62 |
440.67 |
|
| R1 |
444.24 |
444.24 |
439.26 |
447.43 |
| PP |
435.30 |
435.30 |
435.30 |
436.90 |
| S1 |
428.92 |
428.92 |
436.46 |
432.11 |
| S2 |
419.98 |
419.98 |
435.05 |
|
| S3 |
404.66 |
413.60 |
433.65 |
|
| S4 |
389.34 |
398.28 |
429.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
442.66 |
431.54 |
11.12 |
2.5% |
4.05 |
0.9% |
99% |
True |
False |
70,836,480 |
| 10 |
442.66 |
426.36 |
16.30 |
3.7% |
5.38 |
1.2% |
99% |
True |
False |
88,814,460 |
| 20 |
445.37 |
426.36 |
19.01 |
4.3% |
5.31 |
1.2% |
85% |
False |
False |
96,051,225 |
| 40 |
454.05 |
426.36 |
27.69 |
6.3% |
4.32 |
1.0% |
58% |
False |
False |
79,397,195 |
| 60 |
454.05 |
426.36 |
27.69 |
6.3% |
3.80 |
0.9% |
58% |
False |
False |
71,332,365 |
| 80 |
454.05 |
421.97 |
32.08 |
7.2% |
3.69 |
0.8% |
64% |
False |
False |
70,213,354 |
| 100 |
454.05 |
414.70 |
39.35 |
8.9% |
3.52 |
0.8% |
71% |
False |
False |
68,083,444 |
| 120 |
454.05 |
404.00 |
50.05 |
11.3% |
3.63 |
0.8% |
77% |
False |
False |
70,054,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
460.00 |
|
2.618 |
453.34 |
|
1.618 |
449.26 |
|
1.000 |
446.74 |
|
0.618 |
445.18 |
|
HIGH |
442.66 |
|
0.618 |
441.10 |
|
0.500 |
440.62 |
|
0.382 |
440.14 |
|
LOW |
438.58 |
|
0.618 |
436.06 |
|
1.000 |
434.50 |
|
1.618 |
431.98 |
|
2.618 |
427.90 |
|
4.250 |
421.24 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
441.87 |
440.70 |
| PP |
441.25 |
438.90 |
| S1 |
440.62 |
437.10 |
|