Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,573.5050 |
3,760.9460 |
187.4410 |
5.2% |
3,552.0000 |
High |
3,821.6570 |
3,899.4490 |
77.7920 |
2.0% |
3,899.4490 |
Low |
3,569.0420 |
3,736.2710 |
167.2290 |
4.7% |
3,382.3540 |
Close |
3,760.9460 |
3,882.2370 |
121.2910 |
3.2% |
3,882.2370 |
Range |
252.6150 |
163.1780 |
-89.4370 |
-35.4% |
517.0950 |
ATR |
243.4648 |
237.7300 |
-5.7348 |
-2.4% |
0.0000 |
Volume |
463,637 |
5,552 |
-458,085 |
-98.8% |
1,379,680 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,328.8530 |
4,268.7230 |
3,971.9849 |
|
R3 |
4,165.6750 |
4,105.5450 |
3,927.1110 |
|
R2 |
4,002.4970 |
4,002.4970 |
3,912.1530 |
|
R1 |
3,942.3670 |
3,942.3670 |
3,897.1950 |
3,972.4320 |
PP |
3,839.3190 |
3,839.3190 |
3,839.3190 |
3,854.3515 |
S1 |
3,779.1890 |
3,779.1890 |
3,867.2790 |
3,809.2540 |
S2 |
3,676.1410 |
3,676.1410 |
3,852.3210 |
|
S3 |
3,512.9630 |
3,616.0110 |
3,837.3631 |
|
S4 |
3,349.7850 |
3,452.8330 |
3,792.4891 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,272.6317 |
5,094.5293 |
4,166.6393 |
|
R3 |
4,755.5367 |
4,577.4343 |
4,024.4381 |
|
R2 |
4,238.4417 |
4,238.4417 |
3,977.0378 |
|
R1 |
4,060.3393 |
4,060.3393 |
3,929.6374 |
4,149.3905 |
PP |
3,721.3467 |
3,721.3467 |
3,721.3467 |
3,765.8723 |
S1 |
3,543.2443 |
3,543.2443 |
3,834.8366 |
3,632.2955 |
S2 |
3,204.2517 |
3,204.2517 |
3,787.4363 |
|
S3 |
2,687.1567 |
3,026.1493 |
3,740.0359 |
|
S4 |
2,170.0617 |
2,509.0543 |
3,597.8348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,899.4490 |
3,382.3540 |
517.0950 |
13.3% |
194.5680 |
5.0% |
97% |
True |
False |
275,936 |
10 |
3,899.4490 |
3,259.2440 |
640.2050 |
16.5% |
192.4896 |
5.0% |
97% |
True |
False |
373,091 |
20 |
3,899.4490 |
2,657.0130 |
1,242.4360 |
32.0% |
263.2663 |
6.8% |
99% |
True |
False |
647,819 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
35.2% |
263.4685 |
6.8% |
90% |
False |
False |
754,567 |
60 |
4,024.1120 |
1,998.0910 |
2,026.0210 |
52.2% |
246.5969 |
6.4% |
93% |
False |
False |
919,878 |
80 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
59.4% |
228.7532 |
5.9% |
94% |
False |
False |
1,007,097 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
59.6% |
233.4959 |
6.0% |
94% |
False |
False |
1,054,949 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
68.5% |
281.6160 |
7.3% |
82% |
False |
False |
1,105,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.9555 |
2.618 |
4,326.6490 |
1.618 |
4,163.4710 |
1.000 |
4,062.6270 |
0.618 |
4,000.2930 |
HIGH |
3,899.4490 |
0.618 |
3,837.1150 |
0.500 |
3,817.8600 |
0.382 |
3,798.6050 |
LOW |
3,736.2710 |
0.618 |
3,635.4270 |
1.000 |
3,573.0930 |
1.618 |
3,472.2490 |
2.618 |
3,309.0710 |
4.250 |
3,042.7645 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,860.7780 |
3,807.1368 |
PP |
3,839.3190 |
3,732.0367 |
S1 |
3,817.8600 |
3,656.9365 |
|