Trading Metrics calculated at close of trading on 13-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,488.3400 |
3,476.7490 |
-11.5910 |
-0.3% |
3,292.4640 |
High |
3,545.3870 |
3,585.9410 |
40.5540 |
1.1% |
3,669.0000 |
Low |
3,406.0190 |
3,414.4240 |
8.4050 |
0.2% |
3,259.2440 |
Close |
3,476.7020 |
3,573.4890 |
96.7870 |
2.8% |
3,552.0000 |
Range |
139.3680 |
171.5170 |
32.1490 |
23.1% |
409.7560 |
ATR |
248.2412 |
242.7609 |
-5.4803 |
-2.2% |
0.0000 |
Volume |
478,231 |
40 |
-478,191 |
-100.0% |
2,351,231 |
|
Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,039.1690 |
3,977.8460 |
3,667.8234 |
|
R3 |
3,867.6520 |
3,806.3290 |
3,620.6562 |
|
R2 |
3,696.1350 |
3,696.1350 |
3,604.9338 |
|
R1 |
3,634.8120 |
3,634.8120 |
3,589.2114 |
3,665.4735 |
PP |
3,524.6180 |
3,524.6180 |
3,524.6180 |
3,539.9488 |
S1 |
3,463.2950 |
3,463.2950 |
3,557.7666 |
3,493.9565 |
S2 |
3,353.1010 |
3,353.1010 |
3,542.0442 |
|
S3 |
3,181.5840 |
3,291.7780 |
3,526.3218 |
|
S4 |
3,010.0670 |
3,120.2610 |
3,479.1547 |
|
|
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 |
3,382.3540 |
286.6460 |
8.0% |
168.8928 |
4.7% |
67% |
False |
False |
350,681 |
10 |
3,669.0000 |
2,807.0740 |
861.9260 |
24.1% |
209.3536 |
5.9% |
89% |
False |
False |
469,376 |
20 |
3,670.7140 |
2,657.0130 |
1,013.7010 |
28.4% |
262.8534 |
7.4% |
90% |
False |
False |
697,595 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
38.3% |
262.3699 |
7.3% |
67% |
False |
False |
778,844 |
60 |
4,024.1120 |
1,758.8740 |
2,265.2380 |
63.4% |
245.6806 |
6.9% |
80% |
False |
False |
956,140 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
64.8% |
229.8296 |
6.4% |
81% |
False |
False |
1,052,619 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
64.8% |
242.1421 |
6.8% |
81% |
False |
False |
1,082,333 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
74.5% |
283.2680 |
7.9% |
70% |
False |
False |
1,116,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,314.8883 |
2.618 |
4,034.9725 |
1.618 |
3,863.4555 |
1.000 |
3,757.4580 |
0.618 |
3,691.9385 |
HIGH |
3,585.9410 |
0.618 |
3,520.4215 |
0.500 |
3,500.1825 |
0.382 |
3,479.9435 |
LOW |
3,414.4240 |
0.618 |
3,308.4265 |
1.000 |
3,242.9070 |
1.618 |
3,136.9095 |
2.618 |
2,965.3925 |
4.250 |
2,685.4768 |
|
|
Fisher Pivots for day following 13-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,549.0535 |
3,550.8043 |
PP |
3,524.6180 |
3,528.1197 |
S1 |
3,500.1825 |
3,505.4350 |
|