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 |
1,792.58 |
1,795.81 |
3.23 |
0.2% |
1,756.63 |
High |
1,800.09 |
1,796.08 |
-4.01 |
-0.2% |
1,800.09 |
Low |
1,787.04 |
1,766.65 |
-20.39 |
-1.1% |
1,750.62 |
Close |
1,795.81 |
1,767.38 |
-28.43 |
-1.6% |
1,767.38 |
Range |
13.05 |
29.43 |
16.38 |
125.5% |
49.47 |
ATR |
20.49 |
21.13 |
0.64 |
3.1% |
0.00 |
Volume |
6,162 |
6,168 |
6 |
0.1% |
30,282 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.99 |
1,845.62 |
1,783.57 |
|
R3 |
1,835.56 |
1,816.19 |
1,775.47 |
|
R2 |
1,806.13 |
1,806.13 |
1,772.78 |
|
R1 |
1,786.76 |
1,786.76 |
1,770.08 |
1,781.73 |
PP |
1,776.70 |
1,776.70 |
1,776.70 |
1,774.19 |
S1 |
1,757.33 |
1,757.33 |
1,764.68 |
1,752.30 |
S2 |
1,747.27 |
1,747.27 |
1,761.98 |
|
S3 |
1,717.84 |
1,727.90 |
1,759.29 |
|
S4 |
1,688.41 |
1,698.47 |
1,751.19 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.11 |
1,893.71 |
1,794.59 |
|
R3 |
1,871.64 |
1,844.24 |
1,780.98 |
|
R2 |
1,822.17 |
1,822.17 |
1,776.45 |
|
R1 |
1,794.77 |
1,794.77 |
1,771.91 |
1,808.47 |
PP |
1,772.70 |
1,772.70 |
1,772.70 |
1,779.55 |
S1 |
1,745.30 |
1,745.30 |
1,762.85 |
1,759.00 |
S2 |
1,723.23 |
1,723.23 |
1,758.31 |
|
S3 |
1,673.76 |
1,695.83 |
1,753.78 |
|
S4 |
1,624.29 |
1,646.36 |
1,740.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,800.09 |
1,750.62 |
49.47 |
2.8% |
20.86 |
1.2% |
34% |
False |
False |
6,056 |
10 |
1,800.09 |
1,746.60 |
53.49 |
3.0% |
20.31 |
1.1% |
39% |
False |
False |
6,035 |
20 |
1,800.09 |
1,722.02 |
78.07 |
4.4% |
21.52 |
1.2% |
58% |
False |
False |
6,009 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.3% |
20.16 |
1.1% |
41% |
False |
False |
6,173 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
20.47 |
1.2% |
53% |
False |
False |
6,314 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.9% |
19.74 |
1.1% |
53% |
False |
False |
6,304 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
20.82 |
1.2% |
33% |
False |
False |
6,316 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.5% |
21.33 |
1.2% |
33% |
False |
False |
6,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.16 |
2.618 |
1,873.13 |
1.618 |
1,843.70 |
1.000 |
1,825.51 |
0.618 |
1,814.27 |
HIGH |
1,796.08 |
0.618 |
1,784.84 |
0.500 |
1,781.37 |
0.382 |
1,777.89 |
LOW |
1,766.65 |
0.618 |
1,748.46 |
1.000 |
1,737.22 |
1.618 |
1,719.03 |
2.618 |
1,689.60 |
4.250 |
1,641.57 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,781.37 |
1,779.80 |
PP |
1,776.70 |
1,775.66 |
S1 |
1,772.04 |
1,771.52 |
|