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 |
3,476.7490 |
3,573.5050 |
96.7560 |
2.8% |
3,292.4640 |
High |
3,585.9410 |
3,821.6570 |
235.7160 |
6.6% |
3,669.0000 |
Low |
3,414.4240 |
3,569.0420 |
154.6180 |
4.5% |
3,259.2440 |
Close |
3,573.4890 |
3,760.9460 |
187.4570 |
5.2% |
3,552.0000 |
Range |
171.5170 |
252.6150 |
81.0980 |
47.3% |
409.7560 |
ATR |
242.7609 |
243.4648 |
0.7039 |
0.3% |
0.0000 |
Volume |
40 |
463,637 |
463,597 |
1,158,992.5% |
2,351,231 |
|
Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,475.0600 |
4,370.6180 |
3,899.8843 |
|
R3 |
4,222.4450 |
4,118.0030 |
3,830.4151 |
|
R2 |
3,969.8300 |
3,969.8300 |
3,807.2588 |
|
R1 |
3,865.3880 |
3,865.3880 |
3,784.1024 |
3,917.6090 |
PP |
3,717.2150 |
3,717.2150 |
3,717.2150 |
3,743.3255 |
S1 |
3,612.7730 |
3,612.7730 |
3,737.7896 |
3,664.9940 |
S2 |
3,464.6000 |
3,464.6000 |
3,714.6333 |
|
S3 |
3,211.9850 |
3,360.1580 |
3,691.4769 |
|
S4 |
2,959.3700 |
3,107.5430 |
3,622.0078 |
|
|
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 |
3,821.6570 |
3,382.3540 |
439.3030 |
11.7% |
186.2896 |
5.0% |
86% |
True |
False |
350,237 |
10 |
3,821.6570 |
2,969.1750 |
852.4820 |
22.7% |
210.7218 |
5.6% |
93% |
True |
False |
457,741 |
20 |
3,821.6570 |
2,657.0130 |
1,164.6440 |
31.0% |
266.3914 |
7.1% |
95% |
True |
False |
683,893 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
36.3% |
264.3946 |
7.0% |
81% |
False |
False |
765,973 |
60 |
4,024.1120 |
1,940.9490 |
2,083.1630 |
55.4% |
245.5528 |
6.5% |
87% |
False |
False |
941,225 |
80 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
61.3% |
229.4155 |
6.1% |
89% |
False |
False |
1,026,531 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
61.5% |
235.4260 |
6.3% |
89% |
False |
False |
1,069,355 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
70.8% |
282.3117 |
7.5% |
77% |
False |
False |
1,112,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,895.2708 |
2.618 |
4,483.0031 |
1.618 |
4,230.3881 |
1.000 |
4,074.2720 |
0.618 |
3,977.7731 |
HIGH |
3,821.6570 |
0.618 |
3,725.1581 |
0.500 |
3,695.3495 |
0.382 |
3,665.5409 |
LOW |
3,569.0420 |
0.618 |
3,412.9259 |
1.000 |
3,316.4270 |
1.618 |
3,160.3109 |
2.618 |
2,907.6959 |
4.250 |
2,495.4283 |
|
|
Fisher Pivots for day following 14-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,739.0805 |
3,711.9100 |
PP |
3,717.2150 |
3,662.8740 |
S1 |
3,695.3495 |
3,613.8380 |
|