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 |
1,793.6 |
1,797.3 |
3.7 |
0.2% |
1,757.4 |
High |
1,801.9 |
1,797.7 |
-4.2 |
-0.2% |
1,801.9 |
Low |
1,787.6 |
1,765.1 |
-22.5 |
-1.3% |
1,749.9 |
Close |
1,797.9 |
1,768.3 |
-29.6 |
-1.6% |
1,768.3 |
Range |
14.3 |
32.6 |
18.3 |
128.0% |
52.0 |
ATR |
23.5 |
24.1 |
0.7 |
2.8% |
0.0 |
Volume |
164,651 |
202,631 |
37,980 |
23.1% |
949,204 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.8 |
1,854.2 |
1,786.2 |
|
R3 |
1,842.2 |
1,821.6 |
1,777.3 |
|
R2 |
1,809.6 |
1,809.6 |
1,774.3 |
|
R1 |
1,789.0 |
1,789.0 |
1,771.3 |
1,783.0 |
PP |
1,777.0 |
1,777.0 |
1,777.0 |
1,774.1 |
S1 |
1,756.4 |
1,756.4 |
1,765.3 |
1,750.4 |
S2 |
1,744.4 |
1,744.4 |
1,762.3 |
|
S3 |
1,711.8 |
1,723.8 |
1,759.3 |
|
S4 |
1,679.2 |
1,691.2 |
1,750.4 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.4 |
1,900.8 |
1,796.9 |
|
R3 |
1,877.4 |
1,848.8 |
1,782.6 |
|
R2 |
1,825.4 |
1,825.4 |
1,777.8 |
|
R1 |
1,796.8 |
1,796.8 |
1,773.1 |
1,811.1 |
PP |
1,773.4 |
1,773.4 |
1,773.4 |
1,780.5 |
S1 |
1,744.8 |
1,744.8 |
1,763.5 |
1,759.1 |
S2 |
1,721.4 |
1,721.4 |
1,758.8 |
|
S3 |
1,669.4 |
1,692.8 |
1,754.0 |
|
S4 |
1,617.4 |
1,640.8 |
1,739.7 |
|
|
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% |
23.4 |
1.3% |
35% |
False |
False |
189,840 |
10 |
1,801.9 |
1,745.4 |
56.5 |
3.2% |
22.8 |
1.3% |
41% |
False |
False |
181,280 |
20 |
1,801.9 |
1,721.1 |
80.8 |
4.6% |
24.3 |
1.4% |
58% |
False |
False |
179,229 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.3 |
1.3% |
41% |
False |
False |
169,321 |
60 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
23.8 |
1.3% |
57% |
False |
False |
168,312 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.9 |
1.3% |
57% |
False |
False |
133,110 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
24.0 |
1.4% |
37% |
False |
False |
107,313 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.9 |
1.4% |
37% |
False |
False |
90,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,936.3 |
2.618 |
1,883.0 |
1.618 |
1,850.4 |
1.000 |
1,830.3 |
0.618 |
1,817.8 |
HIGH |
1,797.7 |
0.618 |
1,785.2 |
0.500 |
1,781.4 |
0.382 |
1,777.6 |
LOW |
1,765.1 |
0.618 |
1,745.0 |
1.000 |
1,732.5 |
1.618 |
1,712.4 |
2.618 |
1,679.8 |
4.250 |
1,626.6 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,781.4 |
1,779.9 |
PP |
1,777.0 |
1,776.0 |
S1 |
1,772.7 |
1,772.2 |
|