Trading Metrics calculated at close of trading on 13-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,347.75 |
4,327.50 |
-20.25 |
-0.5% |
4,349.00 |
High |
4,365.00 |
4,364.75 |
-0.25 |
0.0% |
4,421.50 |
Low |
4,317.25 |
4,318.75 |
1.50 |
0.0% |
4,267.50 |
Close |
4,340.75 |
4,355.00 |
14.25 |
0.3% |
4,382.25 |
Range |
47.75 |
46.00 |
-1.75 |
-3.7% |
154.00 |
ATR |
63.21 |
61.98 |
-1.23 |
-1.9% |
0.00 |
Volume |
1,295,686 |
1,372,482 |
76,796 |
5.9% |
8,823,328 |
|
Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.25 |
4,465.50 |
4,380.25 |
|
R3 |
4,438.25 |
4,419.50 |
4,367.75 |
|
R2 |
4,392.25 |
4,392.25 |
4,363.50 |
|
R1 |
4,373.50 |
4,373.50 |
4,359.25 |
4,383.00 |
PP |
4,346.25 |
4,346.25 |
4,346.25 |
4,350.75 |
S1 |
4,327.50 |
4,327.50 |
4,350.75 |
4,337.00 |
S2 |
4,300.25 |
4,300.25 |
4,346.50 |
|
S3 |
4,254.25 |
4,281.50 |
4,342.25 |
|
S4 |
4,208.25 |
4,235.50 |
4,329.75 |
|
|
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 |
4,317.25 |
104.25 |
2.4% |
51.00 |
1.2% |
36% |
False |
False |
1,349,768 |
10 |
4,421.50 |
4,260.00 |
161.50 |
3.7% |
72.50 |
1.7% |
59% |
False |
False |
1,738,031 |
20 |
4,478.50 |
4,260.00 |
218.50 |
5.0% |
70.50 |
1.6% |
43% |
False |
False |
1,765,838 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
56.25 |
1.3% |
34% |
False |
False |
1,106,808 |
60 |
4,539.50 |
4,260.00 |
279.50 |
6.4% |
48.75 |
1.1% |
34% |
False |
False |
738,868 |
80 |
4,539.50 |
4,196.50 |
343.00 |
7.9% |
46.50 |
1.1% |
46% |
False |
False |
554,485 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
44.75 |
1.0% |
56% |
False |
False |
443,672 |
120 |
4,539.50 |
4,011.25 |
528.25 |
12.1% |
46.00 |
1.1% |
65% |
False |
False |
369,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,560.25 |
2.618 |
4,485.25 |
1.618 |
4,439.25 |
1.000 |
4,410.75 |
0.618 |
4,393.25 |
HIGH |
4,364.75 |
0.618 |
4,347.25 |
0.500 |
4,341.75 |
0.382 |
4,336.25 |
LOW |
4,318.75 |
0.618 |
4,290.25 |
1.000 |
4,272.75 |
1.618 |
4,244.25 |
2.618 |
4,198.25 |
4.250 |
4,123.25 |
|
|
Fisher Pivots for day following 13-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,350.50 |
4,362.50 |
PP |
4,346.25 |
4,360.00 |
S1 |
4,341.75 |
4,357.50 |
|