Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,760.9460 |
3,882.2610 |
121.3150 |
3.2% |
3,552.0000 |
High |
3,899.4490 |
3,964.3470 |
64.8980 |
1.7% |
3,899.4490 |
Low |
3,736.2710 |
3,680.3850 |
-55.8860 |
-1.5% |
3,382.3540 |
Close |
3,882.2370 |
3,736.2620 |
-145.9750 |
-3.8% |
3,882.2370 |
Range |
163.1780 |
283.9620 |
120.7840 |
74.0% |
517.0950 |
ATR |
237.7300 |
241.0323 |
3.3023 |
1.4% |
0.0000 |
Volume |
5,552 |
4,099 |
-1,453 |
-26.2% |
1,379,680 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,645.5507 |
4,474.8683 |
3,892.4411 |
|
R3 |
4,361.5887 |
4,190.9063 |
3,814.3516 |
|
R2 |
4,077.6267 |
4,077.6267 |
3,788.3217 |
|
R1 |
3,906.9443 |
3,906.9443 |
3,762.2919 |
3,850.3045 |
PP |
3,793.6647 |
3,793.6647 |
3,793.6647 |
3,765.3448 |
S1 |
3,622.9823 |
3,622.9823 |
3,710.2322 |
3,566.3425 |
S2 |
3,509.7027 |
3,509.7027 |
3,684.2023 |
|
S3 |
3,225.7407 |
3,339.0203 |
3,658.1725 |
|
S4 |
2,941.7787 |
3,055.0583 |
3,580.0829 |
|
|
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 |
3,964.3470 |
3,406.0190 |
558.3280 |
14.9% |
202.1280 |
5.4% |
59% |
True |
False |
190,311 |
10 |
3,964.3470 |
3,349.7870 |
614.5600 |
16.4% |
198.3923 |
5.3% |
63% |
True |
False |
326,482 |
20 |
3,964.3470 |
2,657.0130 |
1,307.3340 |
35.0% |
247.2358 |
6.6% |
83% |
True |
False |
608,224 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
36.6% |
266.7436 |
7.1% |
79% |
False |
False |
737,436 |
60 |
4,024.1120 |
2,037.5830 |
1,986.5290 |
53.2% |
249.7930 |
6.7% |
86% |
False |
False |
902,467 |
80 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
61.7% |
230.4556 |
6.2% |
88% |
False |
False |
989,299 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
61.9% |
232.5660 |
6.2% |
88% |
False |
False |
1,042,863 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
71.2% |
282.4511 |
7.6% |
76% |
False |
False |
1,097,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,171.1855 |
2.618 |
4,707.7595 |
1.618 |
4,423.7975 |
1.000 |
4,248.3090 |
0.618 |
4,139.8355 |
HIGH |
3,964.3470 |
0.618 |
3,855.8735 |
0.500 |
3,822.3660 |
0.382 |
3,788.8585 |
LOW |
3,680.3850 |
0.618 |
3,504.8965 |
1.000 |
3,396.4230 |
1.618 |
3,220.9345 |
2.618 |
2,936.9725 |
4.250 |
2,473.5465 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,822.3660 |
3,766.6945 |
PP |
3,793.6647 |
3,756.5503 |
S1 |
3,764.9633 |
3,746.4062 |
|