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 |
3,552.0000 |
3,488.3400 |
-63.6600 |
-1.8% |
3,292.4640 |
High |
3,628.5160 |
3,545.3870 |
-83.1290 |
-2.3% |
3,669.0000 |
Low |
3,382.3540 |
3,406.0190 |
23.6650 |
0.7% |
3,259.2440 |
Close |
3,488.2500 |
3,476.7020 |
-11.5480 |
-0.3% |
3,552.0000 |
Range |
246.1620 |
139.3680 |
-106.7940 |
-43.4% |
409.7560 |
ATR |
256.6160 |
248.2412 |
-8.3749 |
-3.3% |
0.0000 |
Volume |
432,220 |
478,231 |
46,011 |
10.6% |
2,351,231 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,894.1400 |
3,824.7890 |
3,553.3544 |
|
R3 |
3,754.7720 |
3,685.4210 |
3,515.0282 |
|
R2 |
3,615.4040 |
3,615.4040 |
3,502.2528 |
|
R1 |
3,546.0530 |
3,546.0530 |
3,489.4774 |
3,511.0445 |
PP |
3,476.0360 |
3,476.0360 |
3,476.0360 |
3,458.5318 |
S1 |
3,406.6850 |
3,406.6850 |
3,463.9266 |
3,371.6765 |
S2 |
3,336.6680 |
3,336.6680 |
3,451.1512 |
|
S3 |
3,197.3000 |
3,267.3170 |
3,438.3758 |
|
S4 |
3,057.9320 |
3,127.9490 |
3,400.0496 |
|
|
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% |
189.7898 |
5.5% |
40% |
False |
False |
447,398 |
10 |
3,669.0000 |
2,787.4490 |
881.5510 |
25.4% |
208.3313 |
6.0% |
78% |
False |
False |
549,044 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
29.2% |
266.1962 |
7.7% |
81% |
False |
False |
721,724 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
39.3% |
264.8231 |
7.6% |
60% |
False |
False |
808,663 |
60 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
66.2% |
244.7829 |
7.0% |
76% |
False |
False |
979,594 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.6% |
232.4310 |
6.7% |
76% |
False |
False |
1,071,725 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.6% |
247.2904 |
7.1% |
76% |
False |
False |
1,099,359 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
76.5% |
284.6101 |
8.2% |
66% |
False |
False |
1,129,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,137.7010 |
2.618 |
3,910.2524 |
1.618 |
3,770.8844 |
1.000 |
3,684.7550 |
0.618 |
3,631.5164 |
HIGH |
3,545.3870 |
0.618 |
3,492.1484 |
0.500 |
3,475.7030 |
0.382 |
3,459.2576 |
LOW |
3,406.0190 |
0.618 |
3,319.8896 |
1.000 |
3,266.6510 |
1.618 |
3,180.5216 |
2.618 |
3,041.1536 |
4.250 |
2,813.7050 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,476.3690 |
3,525.6770 |
PP |
3,476.0360 |
3,509.3520 |
S1 |
3,475.7030 |
3,493.0270 |
|