Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
114.313 |
114.373 |
0.060 |
0.1% |
112.159 |
High |
114.393 |
114.692 |
0.299 |
0.3% |
114.459 |
Low |
113.882 |
114.080 |
0.198 |
0.2% |
112.084 |
Close |
114.374 |
114.308 |
-0.066 |
-0.1% |
114.221 |
Range |
0.511 |
0.612 |
0.101 |
19.8% |
2.375 |
ATR |
0.626 |
0.625 |
-0.001 |
-0.2% |
0.000 |
Volume |
120,879 |
128,722 |
7,843 |
6.5% |
806,615 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.196 |
115.864 |
114.645 |
|
R3 |
115.584 |
115.252 |
114.476 |
|
R2 |
114.972 |
114.972 |
114.420 |
|
R1 |
114.640 |
114.640 |
114.364 |
114.500 |
PP |
114.360 |
114.360 |
114.360 |
114.290 |
S1 |
114.028 |
114.028 |
114.252 |
113.888 |
S2 |
113.748 |
113.748 |
114.196 |
|
S3 |
113.136 |
113.416 |
114.140 |
|
S4 |
112.524 |
112.804 |
113.971 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.713 |
119.842 |
115.527 |
|
R3 |
118.338 |
117.467 |
114.874 |
|
R2 |
115.963 |
115.963 |
114.656 |
|
R1 |
115.092 |
115.092 |
114.439 |
115.528 |
PP |
113.588 |
113.588 |
113.588 |
113.806 |
S1 |
112.717 |
112.717 |
114.003 |
113.153 |
S2 |
111.213 |
111.213 |
113.786 |
|
S3 |
108.838 |
110.342 |
113.568 |
|
S4 |
106.463 |
107.967 |
112.915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.692 |
113.209 |
1.483 |
1.3% |
0.590 |
0.5% |
74% |
True |
False |
139,991 |
10 |
114.692 |
111.231 |
3.461 |
3.0% |
0.677 |
0.6% |
89% |
True |
False |
149,886 |
20 |
114.692 |
109.718 |
4.974 |
4.4% |
0.658 |
0.6% |
92% |
True |
False |
155,494 |
40 |
114.692 |
109.113 |
5.579 |
4.9% |
0.574 |
0.5% |
93% |
True |
False |
140,929 |
60 |
114.692 |
108.722 |
5.970 |
5.2% |
0.560 |
0.5% |
94% |
True |
False |
139,356 |
80 |
114.692 |
108.722 |
5.970 |
5.2% |
0.568 |
0.5% |
94% |
True |
False |
139,689 |
100 |
114.692 |
108.722 |
5.970 |
5.2% |
0.562 |
0.5% |
94% |
True |
False |
137,341 |
120 |
114.692 |
108.339 |
6.353 |
5.6% |
0.563 |
0.5% |
94% |
True |
False |
137,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.293 |
2.618 |
116.294 |
1.618 |
115.682 |
1.000 |
115.304 |
0.618 |
115.070 |
HIGH |
114.692 |
0.618 |
114.458 |
0.500 |
114.386 |
0.382 |
114.314 |
LOW |
114.080 |
0.618 |
113.702 |
1.000 |
113.468 |
1.618 |
113.090 |
2.618 |
112.478 |
4.250 |
111.479 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
114.386 |
114.301 |
PP |
114.360 |
114.294 |
S1 |
114.334 |
114.287 |
|