Trading Metrics calculated at close of trading on 11-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,624.3550 |
3,552.0000 |
-72.3550 |
-2.0% |
3,292.4640 |
High |
3,669.0000 |
3,628.5160 |
-40.4840 |
-1.1% |
3,669.0000 |
Low |
3,547.2140 |
3,382.3540 |
-164.8600 |
-4.6% |
3,259.2440 |
Close |
3,552.0000 |
3,488.2500 |
-63.7500 |
-1.8% |
3,552.0000 |
Range |
121.7860 |
246.1620 |
124.3760 |
102.1% |
409.7560 |
ATR |
257.4202 |
256.6160 |
-0.8042 |
-0.3% |
0.0000 |
Volume |
377,059 |
432,220 |
55,161 |
14.6% |
2,351,231 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.1927 |
4,109.3833 |
3,623.6391 |
|
R3 |
3,992.0307 |
3,863.2213 |
3,555.9446 |
|
R2 |
3,745.8687 |
3,745.8687 |
3,533.3797 |
|
R1 |
3,617.0593 |
3,617.0593 |
3,510.8149 |
3,558.3830 |
PP |
3,499.7067 |
3,499.7067 |
3,499.7067 |
3,470.3685 |
S1 |
3,370.8973 |
3,370.8973 |
3,465.6852 |
3,312.2210 |
S2 |
3,253.5447 |
3,253.5447 |
3,443.1203 |
|
S3 |
3,007.3827 |
3,124.7353 |
3,420.5555 |
|
S4 |
2,761.2207 |
2,878.5733 |
3,352.8609 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.6827 |
4,547.0973 |
3,777.3658 |
|
R3 |
4,312.9267 |
4,137.3413 |
3,664.6829 |
|
R2 |
3,903.1707 |
3,903.1707 |
3,627.1219 |
|
R1 |
3,727.5853 |
3,727.5853 |
3,589.5610 |
3,815.3780 |
PP |
3,493.4147 |
3,493.4147 |
3,493.4147 |
3,537.3110 |
S1 |
3,317.8293 |
3,317.8293 |
3,514.4390 |
3,405.6220 |
S2 |
3,083.6587 |
3,083.6587 |
3,476.8781 |
|
S3 |
2,673.9027 |
2,908.0733 |
3,439.3171 |
|
S4 |
2,264.1467 |
2,498.3173 |
3,326.6342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,669.0000 |
3,349.7870 |
319.2130 |
9.2% |
194.6566 |
5.6% |
43% |
False |
False |
462,652 |
10 |
3,669.0000 |
2,787.4490 |
881.5510 |
25.3% |
216.4438 |
6.2% |
79% |
False |
False |
570,070 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
29.1% |
266.1152 |
7.6% |
82% |
False |
False |
754,262 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
39.2% |
266.8184 |
7.6% |
61% |
False |
False |
826,226 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
66.0% |
245.5136 |
7.0% |
77% |
False |
False |
989,214 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.3% |
233.6490 |
6.7% |
77% |
False |
False |
1,081,405 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.3% |
253.9703 |
7.3% |
77% |
False |
False |
1,115,970 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
76.3% |
286.1635 |
8.2% |
67% |
False |
False |
1,136,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,674.7045 |
2.618 |
4,272.9681 |
1.618 |
4,026.8061 |
1.000 |
3,874.6780 |
0.618 |
3,780.6441 |
HIGH |
3,628.5160 |
0.618 |
3,534.4821 |
0.500 |
3,505.4350 |
0.382 |
3,476.3879 |
LOW |
3,382.3540 |
0.618 |
3,230.2259 |
1.000 |
3,136.1920 |
1.618 |
2,984.0639 |
2.618 |
2,737.9019 |
4.250 |
2,336.1655 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,505.4350 |
3,525.6770 |
PP |
3,499.7067 |
3,513.2013 |
S1 |
3,493.9783 |
3,500.7257 |
|