Trading Metrics calculated at close of trading on 11-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,754.92 |
1,756.63 |
1.71 |
0.1% |
1,760.28 |
High |
1,780.03 |
1,760.47 |
-19.56 |
-1.1% |
1,780.03 |
Low |
1,753.51 |
1,750.62 |
-2.89 |
-0.2% |
1,746.60 |
Close |
1,756.63 |
1,753.93 |
-2.70 |
-0.2% |
1,756.63 |
Range |
26.52 |
9.85 |
-16.67 |
-62.9% |
33.43 |
ATR |
21.02 |
20.22 |
-0.80 |
-3.8% |
0.00 |
Volume |
6,095 |
6,031 |
-64 |
-1.1% |
30,070 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.56 |
1,779.09 |
1,759.35 |
|
R3 |
1,774.71 |
1,769.24 |
1,756.64 |
|
R2 |
1,764.86 |
1,764.86 |
1,755.74 |
|
R1 |
1,759.39 |
1,759.39 |
1,754.83 |
1,757.20 |
PP |
1,755.01 |
1,755.01 |
1,755.01 |
1,753.91 |
S1 |
1,749.54 |
1,749.54 |
1,753.03 |
1,747.35 |
S2 |
1,745.16 |
1,745.16 |
1,752.12 |
|
S3 |
1,735.31 |
1,739.69 |
1,751.22 |
|
S4 |
1,725.46 |
1,729.84 |
1,748.51 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.38 |
1,842.43 |
1,775.02 |
|
R3 |
1,827.95 |
1,809.00 |
1,765.82 |
|
R2 |
1,794.52 |
1,794.52 |
1,762.76 |
|
R1 |
1,775.57 |
1,775.57 |
1,759.69 |
1,768.33 |
PP |
1,761.09 |
1,761.09 |
1,761.09 |
1,757.47 |
S1 |
1,742.14 |
1,742.14 |
1,753.57 |
1,734.90 |
S2 |
1,727.66 |
1,727.66 |
1,750.50 |
|
S3 |
1,694.23 |
1,708.71 |
1,747.44 |
|
S4 |
1,660.80 |
1,675.28 |
1,738.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,780.03 |
1,746.60 |
33.43 |
1.9% |
17.43 |
1.0% |
22% |
False |
False |
6,039 |
10 |
1,780.03 |
1,722.02 |
58.01 |
3.3% |
20.88 |
1.2% |
55% |
False |
False |
6,023 |
20 |
1,807.79 |
1,722.02 |
85.77 |
4.9% |
21.95 |
1.3% |
37% |
False |
False |
6,061 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
19.32 |
1.1% |
29% |
False |
False |
6,210 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
20.05 |
1.1% |
43% |
False |
False |
6,325 |
80 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.67 |
1.1% |
43% |
False |
False |
6,307 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
20.90 |
1.2% |
27% |
False |
False |
6,322 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.08 |
1.2% |
27% |
False |
False |
6,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.33 |
2.618 |
1,786.26 |
1.618 |
1,776.41 |
1.000 |
1,770.32 |
0.618 |
1,766.56 |
HIGH |
1,760.47 |
0.618 |
1,756.71 |
0.500 |
1,755.55 |
0.382 |
1,754.38 |
LOW |
1,750.62 |
0.618 |
1,744.53 |
1.000 |
1,740.77 |
1.618 |
1,734.68 |
2.618 |
1,724.83 |
4.250 |
1,708.76 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,755.55 |
1,765.33 |
PP |
1,755.01 |
1,761.53 |
S1 |
1,754.47 |
1,757.73 |
|