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 |
4,080.0 |
4,041.0 |
-39.0 |
-1.0% |
4,042.5 |
High |
4,089.0 |
4,070.5 |
-18.5 |
-0.5% |
4,089.0 |
Low |
4,051.5 |
4,029.5 |
-22.0 |
-0.5% |
3,949.5 |
Close |
4,064.5 |
4,057.0 |
-7.5 |
-0.2% |
4,064.5 |
Range |
37.5 |
41.0 |
3.5 |
9.3% |
139.5 |
ATR |
69.1 |
67.1 |
-2.0 |
-2.9% |
0.0 |
Volume |
591,723 |
475,778 |
-115,945 |
-19.6% |
3,968,749 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,175.3 |
4,157.2 |
4,079.6 |
|
R3 |
4,134.3 |
4,116.2 |
4,068.3 |
|
R2 |
4,093.3 |
4,093.3 |
4,064.5 |
|
R1 |
4,075.2 |
4,075.2 |
4,060.8 |
4,084.3 |
PP |
4,052.3 |
4,052.3 |
4,052.3 |
4,056.9 |
S1 |
4,034.2 |
4,034.2 |
4,053.2 |
4,043.3 |
S2 |
4,011.3 |
4,011.3 |
4,049.5 |
|
S3 |
3,970.3 |
3,993.2 |
4,045.7 |
|
S4 |
3,929.3 |
3,952.2 |
4,034.5 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.8 |
4,398.2 |
4,141.2 |
|
R3 |
4,313.3 |
4,258.7 |
4,102.9 |
|
R2 |
4,173.8 |
4,173.8 |
4,090.1 |
|
R1 |
4,119.2 |
4,119.2 |
4,077.3 |
4,146.5 |
PP |
4,034.3 |
4,034.3 |
4,034.3 |
4,048.0 |
S1 |
3,979.7 |
3,979.7 |
4,051.7 |
4,007.0 |
S2 |
3,894.8 |
3,894.8 |
4,038.9 |
|
S3 |
3,755.3 |
3,840.2 |
4,026.1 |
|
S4 |
3,615.8 |
3,700.7 |
3,987.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.0 |
3,949.5 |
139.5 |
3.4% |
63.2 |
1.6% |
77% |
False |
False |
745,038 |
10 |
4,161.5 |
3,949.5 |
212.0 |
5.2% |
75.1 |
1.9% |
51% |
False |
False |
840,392 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
72.5 |
1.8% |
43% |
False |
False |
865,488 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.7% |
55.1 |
1.4% |
40% |
False |
False |
505,603 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
46.7 |
1.2% |
52% |
False |
False |
340,240 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
44.4 |
1.1% |
52% |
False |
False |
255,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,244.8 |
2.618 |
4,177.8 |
1.618 |
4,136.8 |
1.000 |
4,111.5 |
0.618 |
4,095.8 |
HIGH |
4,070.5 |
0.618 |
4,054.8 |
0.500 |
4,050.0 |
0.382 |
4,045.2 |
LOW |
4,029.5 |
0.618 |
4,004.2 |
1.000 |
3,988.5 |
1.618 |
3,963.2 |
2.618 |
3,922.2 |
4.250 |
3,855.3 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,054.7 |
4,059.3 |
PP |
4,052.3 |
4,058.5 |
S1 |
4,050.0 |
4,057.8 |
|