Trading Metrics calculated at close of trading on 12-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,756.63 |
1,753.96 |
-2.67 |
-0.2% |
1,760.28 |
High |
1,760.47 |
1,768.18 |
7.71 |
0.4% |
1,780.03 |
Low |
1,750.62 |
1,751.48 |
0.86 |
0.0% |
1,746.60 |
Close |
1,753.93 |
1,759.93 |
6.00 |
0.3% |
1,756.63 |
Range |
9.85 |
16.70 |
6.85 |
69.5% |
33.43 |
ATR |
20.22 |
19.97 |
-0.25 |
-1.2% |
0.00 |
Volume |
6,031 |
6,037 |
6 |
0.1% |
30,070 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.96 |
1,801.65 |
1,769.12 |
|
R3 |
1,793.26 |
1,784.95 |
1,764.52 |
|
R2 |
1,776.56 |
1,776.56 |
1,762.99 |
|
R1 |
1,768.25 |
1,768.25 |
1,761.46 |
1,772.41 |
PP |
1,759.86 |
1,759.86 |
1,759.86 |
1,761.94 |
S1 |
1,751.55 |
1,751.55 |
1,758.40 |
1,755.71 |
S2 |
1,743.16 |
1,743.16 |
1,756.87 |
|
S3 |
1,726.46 |
1,734.85 |
1,755.34 |
|
S4 |
1,709.76 |
1,718.15 |
1,750.75 |
|
|
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% |
16.86 |
1.0% |
40% |
False |
False |
6,044 |
10 |
1,780.03 |
1,722.02 |
58.01 |
3.3% |
20.00 |
1.1% |
65% |
False |
False |
6,037 |
20 |
1,805.49 |
1,722.02 |
83.47 |
4.7% |
21.56 |
1.2% |
45% |
False |
False |
6,060 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
19.30 |
1.1% |
34% |
False |
False |
6,196 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.99 |
1.1% |
47% |
False |
False |
6,327 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.48 |
1.1% |
47% |
False |
False |
6,310 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
20.79 |
1.2% |
30% |
False |
False |
6,321 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.06 |
1.2% |
30% |
False |
False |
6,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.16 |
2.618 |
1,811.90 |
1.618 |
1,795.20 |
1.000 |
1,784.88 |
0.618 |
1,778.50 |
HIGH |
1,768.18 |
0.618 |
1,761.80 |
0.500 |
1,759.83 |
0.382 |
1,757.86 |
LOW |
1,751.48 |
0.618 |
1,741.16 |
1.000 |
1,734.78 |
1.618 |
1,724.46 |
2.618 |
1,707.76 |
4.250 |
1,680.51 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.90 |
1,765.33 |
PP |
1,759.86 |
1,763.53 |
S1 |
1,759.83 |
1,761.73 |
|