| 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 |
7,090.0 |
7,150.0 |
60.0 |
0.8% |
7,061.0 |
| High |
7,147.5 |
7,196.0 |
48.5 |
0.7% |
7,084.0 |
| Low |
7,059.0 |
7,144.0 |
85.0 |
1.2% |
6,916.0 |
| Close |
7,120.0 |
7,190.0 |
70.0 |
1.0% |
7,072.5 |
| Range |
88.5 |
52.0 |
-36.5 |
-41.2% |
168.0 |
| ATR |
87.0 |
86.2 |
-0.8 |
-0.9% |
0.0 |
| Volume |
71,675 |
85,540 |
13,865 |
19.3% |
452,010 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,332.5 |
7,313.5 |
7,218.5 |
|
| R3 |
7,280.5 |
7,261.5 |
7,204.5 |
|
| R2 |
7,228.5 |
7,228.5 |
7,199.5 |
|
| R1 |
7,209.5 |
7,209.5 |
7,195.0 |
7,219.0 |
| PP |
7,176.5 |
7,176.5 |
7,176.5 |
7,181.5 |
| S1 |
7,157.5 |
7,157.5 |
7,185.0 |
7,167.0 |
| S2 |
7,124.5 |
7,124.5 |
7,180.5 |
|
| S3 |
7,072.5 |
7,105.5 |
7,175.5 |
|
| S4 |
7,020.5 |
7,053.5 |
7,161.5 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,528.0 |
7,468.5 |
7,165.0 |
|
| R3 |
7,360.0 |
7,300.5 |
7,118.5 |
|
| R2 |
7,192.0 |
7,192.0 |
7,103.5 |
|
| R1 |
7,132.5 |
7,132.5 |
7,088.0 |
7,162.0 |
| PP |
7,024.0 |
7,024.0 |
7,024.0 |
7,039.0 |
| S1 |
6,964.5 |
6,964.5 |
7,057.0 |
6,994.0 |
| S2 |
6,856.0 |
6,856.0 |
7,041.5 |
|
| S3 |
6,688.0 |
6,796.5 |
7,026.5 |
|
| S4 |
6,520.0 |
6,628.5 |
6,980.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,196.0 |
7,027.0 |
169.0 |
2.4% |
74.5 |
1.0% |
96% |
True |
False |
74,337 |
| 10 |
7,196.0 |
6,916.0 |
280.0 |
3.9% |
82.5 |
1.1% |
98% |
True |
False |
88,380 |
| 20 |
7,196.0 |
6,791.5 |
404.5 |
5.6% |
95.5 |
1.3% |
99% |
True |
False |
100,752 |
| 40 |
7,196.0 |
6,791.5 |
404.5 |
5.6% |
70.5 |
1.0% |
99% |
True |
False |
81,498 |
| 60 |
7,196.0 |
6,791.5 |
404.5 |
5.6% |
53.5 |
0.7% |
99% |
True |
False |
54,431 |
| 80 |
7,196.0 |
6,730.0 |
466.0 |
6.5% |
44.5 |
0.6% |
99% |
True |
False |
40,825 |
| 100 |
7,196.0 |
6,730.0 |
466.0 |
6.5% |
41.0 |
0.6% |
99% |
True |
False |
32,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,417.0 |
|
2.618 |
7,332.0 |
|
1.618 |
7,280.0 |
|
1.000 |
7,248.0 |
|
0.618 |
7,228.0 |
|
HIGH |
7,196.0 |
|
0.618 |
7,176.0 |
|
0.500 |
7,170.0 |
|
0.382 |
7,164.0 |
|
LOW |
7,144.0 |
|
0.618 |
7,112.0 |
|
1.000 |
7,092.0 |
|
1.618 |
7,060.0 |
|
2.618 |
7,008.0 |
|
4.250 |
6,923.0 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,183.5 |
7,165.0 |
| PP |
7,176.5 |
7,139.5 |
| S1 |
7,170.0 |
7,114.5 |
|