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 |
4,381.00 |
4,347.75 |
-33.25 |
-0.8% |
4,349.00 |
High |
4,407.50 |
4,365.00 |
-42.50 |
-1.0% |
4,421.50 |
Low |
4,344.00 |
4,317.25 |
-26.75 |
-0.6% |
4,267.50 |
Close |
4,351.00 |
4,340.75 |
-10.25 |
-0.2% |
4,382.25 |
Range |
63.50 |
47.75 |
-15.75 |
-24.8% |
154.00 |
ATR |
64.40 |
63.21 |
-1.19 |
-1.8% |
0.00 |
Volume |
1,245,705 |
1,295,686 |
49,981 |
4.0% |
8,823,328 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.25 |
4,460.25 |
4,367.00 |
|
R3 |
4,436.50 |
4,412.50 |
4,354.00 |
|
R2 |
4,388.75 |
4,388.75 |
4,349.50 |
|
R1 |
4,364.75 |
4,364.75 |
4,345.25 |
4,353.00 |
PP |
4,341.00 |
4,341.00 |
4,341.00 |
4,335.00 |
S1 |
4,317.00 |
4,317.00 |
4,336.25 |
4,305.00 |
S2 |
4,293.25 |
4,293.25 |
4,332.00 |
|
S3 |
4,245.50 |
4,269.25 |
4,327.50 |
|
S4 |
4,197.75 |
4,221.50 |
4,314.50 |
|
|
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 |
4,273.75 |
147.75 |
3.4% |
58.50 |
1.3% |
45% |
False |
False |
1,515,832 |
10 |
4,421.50 |
4,260.00 |
161.50 |
3.7% |
71.25 |
1.6% |
50% |
False |
False |
1,782,356 |
20 |
4,478.50 |
4,260.00 |
218.50 |
5.0% |
70.75 |
1.6% |
37% |
False |
False |
1,779,216 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
56.50 |
1.3% |
29% |
False |
False |
1,072,561 |
60 |
4,539.50 |
4,243.00 |
296.50 |
6.8% |
49.25 |
1.1% |
33% |
False |
False |
716,018 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
47.00 |
1.1% |
53% |
False |
False |
537,338 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
44.75 |
1.0% |
53% |
False |
False |
429,948 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.2% |
46.00 |
1.1% |
62% |
False |
False |
358,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,568.00 |
2.618 |
4,490.00 |
1.618 |
4,442.25 |
1.000 |
4,412.75 |
0.618 |
4,394.50 |
HIGH |
4,365.00 |
0.618 |
4,346.75 |
0.500 |
4,341.00 |
0.382 |
4,335.50 |
LOW |
4,317.25 |
0.618 |
4,287.75 |
1.000 |
4,269.50 |
1.618 |
4,240.00 |
2.618 |
4,192.25 |
4.250 |
4,114.25 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,341.00 |
4,362.50 |
PP |
4,341.00 |
4,355.25 |
S1 |
4,341.00 |
4,348.00 |
|