Trading Metrics calculated at close of trading on 19-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,166.5 |
4,146.5 |
-20.0 |
-0.5% |
4,041.0 |
High |
4,174.0 |
4,159.5 |
-14.5 |
-0.3% |
4,175.0 |
Low |
4,119.0 |
4,138.5 |
19.5 |
0.5% |
4,004.0 |
Close |
4,143.5 |
4,158.5 |
15.0 |
0.4% |
4,169.0 |
Range |
55.0 |
21.0 |
-34.0 |
-61.8% |
171.0 |
ATR |
63.6 |
60.6 |
-3.0 |
-4.8% |
0.0 |
Volume |
594,602 |
454,841 |
-139,761 |
-23.5% |
3,146,550 |
|
Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,215.2 |
4,207.8 |
4,170.1 |
|
R3 |
4,194.2 |
4,186.8 |
4,164.3 |
|
R2 |
4,173.2 |
4,173.2 |
4,162.4 |
|
R1 |
4,165.8 |
4,165.8 |
4,160.4 |
4,169.5 |
PP |
4,152.2 |
4,152.2 |
4,152.2 |
4,154.0 |
S1 |
4,144.8 |
4,144.8 |
4,156.6 |
4,148.5 |
S2 |
4,131.2 |
4,131.2 |
4,154.7 |
|
S3 |
4,110.2 |
4,123.8 |
4,152.7 |
|
S4 |
4,089.2 |
4,102.8 |
4,147.0 |
|
|
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 |
4,026.0 |
149.0 |
3.6% |
46.6 |
1.1% |
89% |
False |
False |
628,129 |
10 |
4,175.0 |
3,949.5 |
225.5 |
5.4% |
51.2 |
1.2% |
93% |
False |
False |
673,321 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.0% |
64.7 |
1.6% |
83% |
False |
False |
732,623 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
57.0 |
1.4% |
77% |
False |
False |
594,165 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
46.7 |
1.1% |
77% |
False |
False |
401,635 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
45.4 |
1.1% |
81% |
False |
False |
301,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,248.8 |
2.618 |
4,214.5 |
1.618 |
4,193.5 |
1.000 |
4,180.5 |
0.618 |
4,172.5 |
HIGH |
4,159.5 |
0.618 |
4,151.5 |
0.500 |
4,149.0 |
0.382 |
4,146.5 |
LOW |
4,138.5 |
0.618 |
4,125.5 |
1.000 |
4,117.5 |
1.618 |
4,104.5 |
2.618 |
4,083.5 |
4.250 |
4,049.3 |
|
|
Fisher Pivots for day following 19-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,155.3 |
4,154.7 |
PP |
4,152.2 |
4,150.8 |
S1 |
4,149.0 |
4,147.0 |
|