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 |
1,757.0 |
1,757.4 |
0.4 |
0.0% |
1,762.6 |
High |
1,782.4 |
1,761.1 |
-21.3 |
-1.2% |
1,782.4 |
Low |
1,753.6 |
1,749.9 |
-3.7 |
-0.2% |
1,745.4 |
Close |
1,757.4 |
1,755.7 |
-1.7 |
-0.1% |
1,757.4 |
Range |
28.8 |
11.2 |
-17.6 |
-61.1% |
37.0 |
ATR |
24.2 |
23.3 |
-0.9 |
-3.8% |
0.0 |
Volume |
240,371 |
114,771 |
-125,600 |
-52.3% |
863,599 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.2 |
1,783.6 |
1,761.9 |
|
R3 |
1,778.0 |
1,772.4 |
1,758.8 |
|
R2 |
1,766.8 |
1,766.8 |
1,757.8 |
|
R1 |
1,761.2 |
1,761.2 |
1,756.7 |
1,758.4 |
PP |
1,755.6 |
1,755.6 |
1,755.6 |
1,754.2 |
S1 |
1,750.0 |
1,750.0 |
1,754.7 |
1,747.2 |
S2 |
1,744.4 |
1,744.4 |
1,753.6 |
|
S3 |
1,733.2 |
1,738.8 |
1,752.6 |
|
S4 |
1,722.0 |
1,727.6 |
1,749.5 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.7 |
1,852.1 |
1,777.8 |
|
R3 |
1,835.7 |
1,815.1 |
1,767.6 |
|
R2 |
1,798.7 |
1,798.7 |
1,764.2 |
|
R1 |
1,778.1 |
1,778.1 |
1,760.8 |
1,769.9 |
PP |
1,761.7 |
1,761.7 |
1,761.7 |
1,757.7 |
S1 |
1,741.1 |
1,741.1 |
1,754.0 |
1,732.9 |
S2 |
1,724.7 |
1,724.7 |
1,750.6 |
|
S3 |
1,687.7 |
1,704.1 |
1,747.2 |
|
S4 |
1,650.7 |
1,667.1 |
1,737.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.4 |
1,745.4 |
37.0 |
2.1% |
19.7 |
1.1% |
28% |
False |
False |
162,438 |
10 |
1,782.4 |
1,721.1 |
61.3 |
3.5% |
23.2 |
1.3% |
56% |
False |
False |
176,915 |
20 |
1,810.6 |
1,721.1 |
89.5 |
5.1% |
25.0 |
1.4% |
39% |
False |
False |
176,296 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
22.5 |
1.3% |
30% |
False |
False |
162,623 |
60 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.4 |
1.3% |
49% |
False |
False |
158,013 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
22.7 |
1.3% |
49% |
False |
False |
122,810 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.3% |
32% |
False |
False |
99,209 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.6 |
1.3% |
32% |
False |
False |
83,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.7 |
2.618 |
1,790.4 |
1.618 |
1,779.2 |
1.000 |
1,772.3 |
0.618 |
1,768.0 |
HIGH |
1,761.1 |
0.618 |
1,756.8 |
0.500 |
1,755.5 |
0.382 |
1,754.2 |
LOW |
1,749.9 |
0.618 |
1,743.0 |
1.000 |
1,738.7 |
1.618 |
1,731.8 |
2.618 |
1,720.6 |
4.250 |
1,702.3 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,755.6 |
1,766.2 |
PP |
1,755.6 |
1,762.7 |
S1 |
1,755.5 |
1,759.2 |
|