Trading Metrics calculated at close of trading on 14-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,760.4 |
1,793.6 |
33.2 |
1.9% |
1,762.6 |
High |
1,797.4 |
1,801.9 |
4.5 |
0.3% |
1,782.4 |
Low |
1,757.9 |
1,787.6 |
29.7 |
1.7% |
1,745.4 |
Close |
1,794.7 |
1,797.9 |
3.2 |
0.2% |
1,757.4 |
Range |
39.5 |
14.3 |
-25.2 |
-63.8% |
37.0 |
ATR |
24.2 |
23.5 |
-0.7 |
-2.9% |
0.0 |
Volume |
299,041 |
164,651 |
-134,390 |
-44.9% |
863,599 |
|
Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.7 |
1,832.6 |
1,805.8 |
|
R3 |
1,824.4 |
1,818.3 |
1,801.8 |
|
R2 |
1,810.1 |
1,810.1 |
1,800.5 |
|
R1 |
1,804.0 |
1,804.0 |
1,799.2 |
1,807.1 |
PP |
1,795.8 |
1,795.8 |
1,795.8 |
1,797.3 |
S1 |
1,789.7 |
1,789.7 |
1,796.6 |
1,792.8 |
S2 |
1,781.5 |
1,781.5 |
1,795.3 |
|
S3 |
1,767.2 |
1,775.4 |
1,794.0 |
|
S4 |
1,752.9 |
1,761.1 |
1,790.0 |
|
|
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 |
1,801.9 |
1,749.9 |
52.0 |
2.9% |
22.7 |
1.3% |
92% |
True |
False |
197,388 |
10 |
1,801.9 |
1,745.4 |
56.5 |
3.1% |
21.1 |
1.2% |
93% |
True |
False |
176,136 |
20 |
1,801.9 |
1,721.1 |
80.8 |
4.5% |
23.7 |
1.3% |
95% |
True |
False |
178,260 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
23.0 |
1.3% |
66% |
False |
False |
168,037 |
60 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
23.5 |
1.3% |
75% |
False |
False |
165,855 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.7 |
1.3% |
75% |
False |
False |
130,623 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.9 |
1.3% |
49% |
False |
False |
105,382 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.7 |
1.3% |
49% |
False |
False |
88,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.7 |
2.618 |
1,839.3 |
1.618 |
1,825.0 |
1.000 |
1,816.2 |
0.618 |
1,810.7 |
HIGH |
1,801.9 |
0.618 |
1,796.4 |
0.500 |
1,794.8 |
0.382 |
1,793.1 |
LOW |
1,787.6 |
0.618 |
1,778.8 |
1.000 |
1,773.3 |
1.618 |
1,764.5 |
2.618 |
1,750.2 |
4.250 |
1,726.8 |
|
|
Fisher Pivots for day following 14-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,796.9 |
1,790.7 |
PP |
1,795.8 |
1,783.4 |
S1 |
1,794.8 |
1,776.2 |
|