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 |
4,390.50 |
4,381.00 |
-9.50 |
-0.2% |
4,349.00 |
High |
4,407.75 |
4,407.50 |
-0.25 |
0.0% |
4,421.50 |
Low |
4,376.25 |
4,344.00 |
-32.25 |
-0.7% |
4,267.50 |
Close |
4,382.25 |
4,351.00 |
-31.25 |
-0.7% |
4,382.25 |
Range |
31.50 |
63.50 |
32.00 |
101.6% |
154.00 |
ATR |
64.47 |
64.40 |
-0.07 |
-0.1% |
0.00 |
Volume |
1,428,160 |
1,245,705 |
-182,455 |
-12.8% |
8,823,328 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,558.00 |
4,518.00 |
4,386.00 |
|
R3 |
4,494.50 |
4,454.50 |
4,368.50 |
|
R2 |
4,431.00 |
4,431.00 |
4,362.75 |
|
R1 |
4,391.00 |
4,391.00 |
4,356.75 |
4,379.25 |
PP |
4,367.50 |
4,367.50 |
4,367.50 |
4,361.50 |
S1 |
4,327.50 |
4,327.50 |
4,345.25 |
4,315.75 |
S2 |
4,304.00 |
4,304.00 |
4,339.25 |
|
S3 |
4,240.50 |
4,264.00 |
4,333.50 |
|
S4 |
4,177.00 |
4,200.50 |
4,316.00 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.00 |
4,754.75 |
4,467.00 |
|
R3 |
4,665.00 |
4,600.75 |
4,424.50 |
|
R2 |
4,511.00 |
4,511.00 |
4,410.50 |
|
R1 |
4,446.75 |
4,446.75 |
4,396.25 |
4,479.00 |
PP |
4,357.00 |
4,357.00 |
4,357.00 |
4,373.25 |
S1 |
4,292.75 |
4,292.75 |
4,368.25 |
4,325.00 |
S2 |
4,203.00 |
4,203.00 |
4,354.00 |
|
S3 |
4,049.00 |
4,138.75 |
4,340.00 |
|
S4 |
3,895.00 |
3,984.75 |
4,297.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,421.50 |
4,269.00 |
152.50 |
3.5% |
67.25 |
1.5% |
54% |
False |
False |
1,586,739 |
10 |
4,442.00 |
4,260.00 |
182.00 |
4.2% |
77.25 |
1.8% |
50% |
False |
False |
1,883,491 |
20 |
4,479.50 |
4,260.00 |
219.50 |
5.0% |
71.25 |
1.6% |
41% |
False |
False |
1,822,062 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
56.50 |
1.3% |
33% |
False |
False |
1,040,226 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.5% |
50.00 |
1.1% |
42% |
False |
False |
694,457 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
47.50 |
1.1% |
55% |
False |
False |
521,154 |
100 |
4,539.50 |
4,065.00 |
474.50 |
10.9% |
45.00 |
1.0% |
60% |
False |
False |
416,992 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.1% |
46.00 |
1.1% |
64% |
False |
False |
347,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,677.50 |
2.618 |
4,573.75 |
1.618 |
4,510.25 |
1.000 |
4,471.00 |
0.618 |
4,446.75 |
HIGH |
4,407.50 |
0.618 |
4,383.25 |
0.500 |
4,375.75 |
0.382 |
4,368.25 |
LOW |
4,344.00 |
0.618 |
4,304.75 |
1.000 |
4,280.50 |
1.618 |
4,241.25 |
2.618 |
4,177.75 |
4.250 |
4,074.00 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,375.75 |
4,382.75 |
PP |
4,367.50 |
4,372.25 |
S1 |
4,359.25 |
4,361.50 |
|