Trading Metrics calculated at close of trading on 12-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,041.0 |
4,026.0 |
-15.0 |
-0.4% |
4,042.5 |
High |
4,070.5 |
4,052.5 |
-18.0 |
-0.4% |
4,089.0 |
Low |
4,029.5 |
4,004.0 |
-25.5 |
-0.6% |
3,949.5 |
Close |
4,057.0 |
4,041.0 |
-16.0 |
-0.4% |
4,064.5 |
Range |
41.0 |
48.5 |
7.5 |
18.3% |
139.5 |
ATR |
67.1 |
66.1 |
-1.0 |
-1.5% |
0.0 |
Volume |
475,778 |
579,566 |
103,788 |
21.8% |
3,968,749 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.0 |
4,158.0 |
4,067.7 |
|
R3 |
4,129.5 |
4,109.5 |
4,054.3 |
|
R2 |
4,081.0 |
4,081.0 |
4,049.9 |
|
R1 |
4,061.0 |
4,061.0 |
4,045.4 |
4,071.0 |
PP |
4,032.5 |
4,032.5 |
4,032.5 |
4,037.5 |
S1 |
4,012.5 |
4,012.5 |
4,036.6 |
4,022.5 |
S2 |
3,984.0 |
3,984.0 |
4,032.1 |
|
S3 |
3,935.5 |
3,964.0 |
4,027.7 |
|
S4 |
3,887.0 |
3,915.5 |
4,014.3 |
|
|
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 |
3.5% |
55.8 |
1.4% |
66% |
False |
False |
718,514 |
10 |
4,100.0 |
3,949.5 |
150.5 |
3.7% |
66.9 |
1.7% |
61% |
False |
False |
797,143 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.2% |
73.0 |
1.8% |
36% |
False |
False |
827,493 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.7% |
55.5 |
1.4% |
34% |
False |
False |
518,862 |
60 |
4,221.5 |
3,902.5 |
319.0 |
7.9% |
46.0 |
1.1% |
43% |
False |
False |
349,768 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.4% |
44.0 |
1.1% |
47% |
False |
False |
262,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,258.6 |
2.618 |
4,179.5 |
1.618 |
4,131.0 |
1.000 |
4,101.0 |
0.618 |
4,082.5 |
HIGH |
4,052.5 |
0.618 |
4,034.0 |
0.500 |
4,028.3 |
0.382 |
4,022.5 |
LOW |
4,004.0 |
0.618 |
3,974.0 |
1.000 |
3,955.5 |
1.618 |
3,925.5 |
2.618 |
3,877.0 |
4.250 |
3,797.9 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,036.8 |
4,046.5 |
PP |
4,032.5 |
4,044.7 |
S1 |
4,028.3 |
4,042.8 |
|