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 |
4,142.5 |
4,166.5 |
24.0 |
0.6% |
4,041.0 |
High |
4,175.0 |
4,174.0 |
-1.0 |
0.0% |
4,175.0 |
Low |
4,138.0 |
4,119.0 |
-19.0 |
-0.5% |
4,004.0 |
Close |
4,169.0 |
4,143.5 |
-25.5 |
-0.6% |
4,169.0 |
Range |
37.0 |
55.0 |
18.0 |
48.6% |
171.0 |
ATR |
64.3 |
63.6 |
-0.7 |
-1.0% |
0.0 |
Volume |
723,242 |
594,602 |
-128,640 |
-17.8% |
3,146,550 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,310.5 |
4,282.0 |
4,173.8 |
|
R3 |
4,255.5 |
4,227.0 |
4,158.6 |
|
R2 |
4,200.5 |
4,200.5 |
4,153.6 |
|
R1 |
4,172.0 |
4,172.0 |
4,148.5 |
4,158.8 |
PP |
4,145.5 |
4,145.5 |
4,145.5 |
4,138.9 |
S1 |
4,117.0 |
4,117.0 |
4,138.5 |
4,103.8 |
S2 |
4,090.5 |
4,090.5 |
4,133.4 |
|
S3 |
4,035.5 |
4,062.0 |
4,128.4 |
|
S4 |
3,980.5 |
4,007.0 |
4,113.3 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.0 |
4,570.0 |
4,263.1 |
|
R3 |
4,458.0 |
4,399.0 |
4,216.0 |
|
R2 |
4,287.0 |
4,287.0 |
4,200.4 |
|
R1 |
4,228.0 |
4,228.0 |
4,184.7 |
4,257.5 |
PP |
4,116.0 |
4,116.0 |
4,116.0 |
4,130.8 |
S1 |
4,057.0 |
4,057.0 |
4,153.3 |
4,086.5 |
S2 |
3,945.0 |
3,945.0 |
4,137.7 |
|
S3 |
3,774.0 |
3,886.0 |
4,122.0 |
|
S4 |
3,603.0 |
3,715.0 |
4,075.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,175.0 |
4,004.0 |
171.0 |
4.1% |
52.1 |
1.3% |
82% |
False |
False |
653,074 |
10 |
4,175.0 |
3,949.5 |
225.5 |
5.4% |
57.7 |
1.4% |
86% |
False |
False |
699,056 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.1% |
67.2 |
1.6% |
77% |
False |
False |
756,066 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
57.0 |
1.4% |
71% |
False |
False |
582,901 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
46.8 |
1.1% |
71% |
False |
False |
394,098 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
45.2 |
1.1% |
77% |
False |
False |
296,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,407.8 |
2.618 |
4,318.0 |
1.618 |
4,263.0 |
1.000 |
4,229.0 |
0.618 |
4,208.0 |
HIGH |
4,174.0 |
0.618 |
4,153.0 |
0.500 |
4,146.5 |
0.382 |
4,140.0 |
LOW |
4,119.0 |
0.618 |
4,085.0 |
1.000 |
4,064.0 |
1.618 |
4,030.0 |
2.618 |
3,975.0 |
4.250 |
3,885.3 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,146.5 |
4,139.1 |
PP |
4,145.5 |
4,134.7 |
S1 |
4,144.5 |
4,130.3 |
|