Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,797.3 |
1,767.5 |
-29.8 |
-1.7% |
1,757.4 |
High |
1,797.7 |
1,772.5 |
-25.2 |
-1.4% |
1,801.9 |
Low |
1,765.1 |
1,760.3 |
-4.8 |
-0.3% |
1,749.9 |
Close |
1,768.3 |
1,765.7 |
-2.6 |
-0.1% |
1,768.3 |
Range |
32.6 |
12.2 |
-20.4 |
-62.6% |
52.0 |
ATR |
24.1 |
23.3 |
-0.9 |
-3.5% |
0.0 |
Volume |
202,631 |
152,741 |
-49,890 |
-24.6% |
949,204 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.8 |
1,796.4 |
1,772.4 |
|
R3 |
1,790.6 |
1,784.2 |
1,769.1 |
|
R2 |
1,778.4 |
1,778.4 |
1,767.9 |
|
R1 |
1,772.0 |
1,772.0 |
1,766.8 |
1,769.1 |
PP |
1,766.2 |
1,766.2 |
1,766.2 |
1,764.7 |
S1 |
1,759.8 |
1,759.8 |
1,764.6 |
1,756.9 |
S2 |
1,754.0 |
1,754.0 |
1,763.5 |
|
S3 |
1,741.8 |
1,747.6 |
1,762.3 |
|
S4 |
1,729.6 |
1,735.4 |
1,759.0 |
|
|
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 |
1,750.5 |
51.4 |
2.9% |
23.6 |
1.3% |
30% |
False |
False |
197,434 |
10 |
1,801.9 |
1,745.4 |
56.5 |
3.2% |
21.7 |
1.2% |
36% |
False |
False |
179,936 |
20 |
1,801.9 |
1,721.1 |
80.8 |
4.6% |
23.6 |
1.3% |
55% |
False |
False |
179,244 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
23.4 |
1.3% |
39% |
False |
False |
170,441 |
60 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.7 |
1.3% |
56% |
False |
False |
169,369 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.8 |
1.3% |
55% |
False |
False |
134,982 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
36% |
False |
False |
108,786 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
36% |
False |
False |
91,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.4 |
2.618 |
1,804.4 |
1.618 |
1,792.2 |
1.000 |
1,784.7 |
0.618 |
1,780.0 |
HIGH |
1,772.5 |
0.618 |
1,767.8 |
0.500 |
1,766.4 |
0.382 |
1,765.0 |
LOW |
1,760.3 |
0.618 |
1,752.8 |
1.000 |
1,748.1 |
1.618 |
1,740.6 |
2.618 |
1,728.4 |
4.250 |
1,708.5 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,766.4 |
1,781.1 |
PP |
1,766.2 |
1,776.0 |
S1 |
1,765.9 |
1,770.8 |
|