Trading Metrics calculated at close of trading on 19-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,882.2610 |
3,736.2570 |
-146.0040 |
-3.8% |
3,552.0000 |
High |
3,964.3470 |
3,853.3740 |
-110.9730 |
-2.8% |
3,899.4490 |
Low |
3,680.3850 |
3,716.3040 |
35.9190 |
1.0% |
3,382.3540 |
Close |
3,736.2620 |
3,806.1450 |
69.8830 |
1.9% |
3,882.2370 |
Range |
283.9620 |
137.0700 |
-146.8920 |
-51.7% |
517.0950 |
ATR |
241.0323 |
233.6064 |
-7.4259 |
-3.1% |
0.0000 |
Volume |
4,099 |
47 |
-4,052 |
-98.9% |
1,379,680 |
|
Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,203.1510 |
4,141.7180 |
3,881.5335 |
|
R3 |
4,066.0810 |
4,004.6480 |
3,843.8393 |
|
R2 |
3,929.0110 |
3,929.0110 |
3,831.2745 |
|
R1 |
3,867.5780 |
3,867.5780 |
3,818.7098 |
3,898.2945 |
PP |
3,791.9410 |
3,791.9410 |
3,791.9410 |
3,807.2993 |
S1 |
3,730.5080 |
3,730.5080 |
3,793.5803 |
3,761.2245 |
S2 |
3,654.8710 |
3,654.8710 |
3,781.0155 |
|
S3 |
3,517.8010 |
3,593.4380 |
3,768.4508 |
|
S4 |
3,380.7310 |
3,456.3680 |
3,730.7565 |
|
|
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 |
3,414.4240 |
549.9230 |
14.4% |
201.6684 |
5.3% |
71% |
False |
False |
94,675 |
10 |
3,964.3470 |
3,349.7870 |
614.5600 |
16.1% |
195.7291 |
5.1% |
74% |
False |
False |
271,036 |
20 |
3,964.3470 |
2,657.0130 |
1,307.3340 |
34.3% |
236.9502 |
6.2% |
88% |
False |
False |
528,902 |
40 |
4,024.1120 |
2,657.0130 |
1,367.0990 |
35.9% |
264.0667 |
6.9% |
84% |
False |
False |
722,937 |
60 |
4,024.1120 |
2,154.0200 |
1,870.0920 |
49.1% |
245.5644 |
6.5% |
88% |
False |
False |
877,894 |
80 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
60.6% |
229.3565 |
6.0% |
91% |
False |
False |
972,250 |
100 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
60.8% |
231.4877 |
6.1% |
91% |
False |
False |
1,033,221 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
69.9% |
282.5411 |
7.4% |
79% |
False |
False |
1,090,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,435.9215 |
2.618 |
4,212.2233 |
1.618 |
4,075.1533 |
1.000 |
3,990.4440 |
0.618 |
3,938.0833 |
HIGH |
3,853.3740 |
0.618 |
3,801.0133 |
0.500 |
3,784.8390 |
0.382 |
3,768.6647 |
LOW |
3,716.3040 |
0.618 |
3,631.5947 |
1.000 |
3,579.2340 |
1.618 |
3,494.5247 |
2.618 |
3,357.4547 |
4.250 |
3,133.7565 |
|
|
Fisher Pivots for day following 19-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
3,799.0430 |
3,822.3660 |
PP |
3,791.9410 |
3,816.9590 |
S1 |
3,784.8390 |
3,811.5520 |
|