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 |
15,139.0 |
15,085.0 |
-54.0 |
-0.4% |
15,250.0 |
High |
15,224.0 |
15,164.0 |
-60.0 |
-0.4% |
15,253.0 |
Low |
15,076.0 |
14,992.0 |
-84.0 |
-0.6% |
14,795.0 |
Close |
15,170.0 |
15,129.0 |
-41.0 |
-0.3% |
15,201.0 |
Range |
148.0 |
172.0 |
24.0 |
16.2% |
458.0 |
ATR |
257.1 |
251.4 |
-5.6 |
-2.2% |
0.0 |
Volume |
54,675 |
68,404 |
13,729 |
25.1% |
383,101 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,611.0 |
15,542.0 |
15,223.6 |
|
R3 |
15,439.0 |
15,370.0 |
15,176.3 |
|
R2 |
15,267.0 |
15,267.0 |
15,160.5 |
|
R1 |
15,198.0 |
15,198.0 |
15,144.8 |
15,232.5 |
PP |
15,095.0 |
15,095.0 |
15,095.0 |
15,112.3 |
S1 |
15,026.0 |
15,026.0 |
15,113.2 |
15,060.5 |
S2 |
14,923.0 |
14,923.0 |
15,097.5 |
|
S3 |
14,751.0 |
14,854.0 |
15,081.7 |
|
S4 |
14,579.0 |
14,682.0 |
15,034.4 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,457.0 |
16,287.0 |
15,452.9 |
|
R3 |
15,999.0 |
15,829.0 |
15,327.0 |
|
R2 |
15,541.0 |
15,541.0 |
15,285.0 |
|
R1 |
15,371.0 |
15,371.0 |
15,243.0 |
15,227.0 |
PP |
15,083.0 |
15,083.0 |
15,083.0 |
15,011.0 |
S1 |
14,913.0 |
14,913.0 |
15,159.0 |
14,769.0 |
S2 |
14,625.0 |
14,625.0 |
15,117.0 |
|
S3 |
14,167.0 |
14,455.0 |
15,075.1 |
|
S4 |
13,709.0 |
13,997.0 |
14,949.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,253.0 |
14,795.0 |
458.0 |
3.0% |
193.0 |
1.3% |
73% |
False |
False |
71,392 |
10 |
15,738.0 |
14,795.0 |
943.0 |
6.2% |
189.2 |
1.3% |
35% |
False |
False |
65,760 |
20 |
15,772.0 |
14,795.0 |
977.0 |
6.5% |
230.1 |
1.5% |
34% |
False |
False |
71,586 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.7% |
180.5 |
1.2% |
29% |
False |
False |
37,239 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.9% |
154.2 |
1.0% |
28% |
False |
False |
24,833 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.9% |
157.5 |
1.0% |
28% |
False |
False |
18,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,895.0 |
2.618 |
15,614.3 |
1.618 |
15,442.3 |
1.000 |
15,336.0 |
0.618 |
15,270.3 |
HIGH |
15,164.0 |
0.618 |
15,098.3 |
0.500 |
15,078.0 |
0.382 |
15,057.7 |
LOW |
14,992.0 |
0.618 |
14,885.7 |
1.000 |
14,820.0 |
1.618 |
14,713.7 |
2.618 |
14,541.7 |
4.250 |
14,261.0 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,112.0 |
15,126.8 |
PP |
15,095.0 |
15,124.7 |
S1 |
15,078.0 |
15,122.5 |
|