Trading Metrics calculated at close of trading on 14-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,327.50 |
4,354.75 |
27.25 |
0.6% |
4,349.00 |
High |
4,364.75 |
4,437.25 |
72.50 |
1.7% |
4,421.50 |
Low |
4,318.75 |
4,354.00 |
35.25 |
0.8% |
4,267.50 |
Close |
4,355.00 |
4,429.00 |
74.00 |
1.7% |
4,382.25 |
Range |
46.00 |
83.25 |
37.25 |
81.0% |
154.00 |
ATR |
61.98 |
63.50 |
1.52 |
2.5% |
0.00 |
Volume |
1,372,482 |
1,264,458 |
-108,024 |
-7.9% |
8,823,328 |
|
Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.50 |
4,626.00 |
4,474.75 |
|
R3 |
4,573.25 |
4,542.75 |
4,452.00 |
|
R2 |
4,490.00 |
4,490.00 |
4,444.25 |
|
R1 |
4,459.50 |
4,459.50 |
4,436.75 |
4,474.75 |
PP |
4,406.75 |
4,406.75 |
4,406.75 |
4,414.50 |
S1 |
4,376.25 |
4,376.25 |
4,421.25 |
4,391.50 |
S2 |
4,323.50 |
4,323.50 |
4,413.75 |
|
S3 |
4,240.25 |
4,293.00 |
4,406.00 |
|
S4 |
4,157.00 |
4,209.75 |
4,383.25 |
|
|
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 |
4,437.25 |
4,317.25 |
120.00 |
2.7% |
54.50 |
1.2% |
93% |
True |
False |
1,321,298 |
10 |
4,437.25 |
4,260.00 |
177.25 |
4.0% |
71.25 |
1.6% |
95% |
True |
False |
1,627,135 |
20 |
4,472.50 |
4,260.00 |
212.50 |
4.8% |
72.50 |
1.6% |
80% |
False |
False |
1,754,570 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.3% |
56.50 |
1.3% |
60% |
False |
False |
1,138,263 |
60 |
4,539.50 |
4,260.00 |
279.50 |
6.3% |
49.25 |
1.1% |
60% |
False |
False |
759,923 |
80 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
47.00 |
1.1% |
66% |
False |
False |
570,282 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
45.00 |
1.0% |
74% |
False |
False |
456,316 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
46.50 |
1.0% |
79% |
False |
False |
380,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.00 |
2.618 |
4,655.25 |
1.618 |
4,572.00 |
1.000 |
4,520.50 |
0.618 |
4,488.75 |
HIGH |
4,437.25 |
0.618 |
4,405.50 |
0.500 |
4,395.50 |
0.382 |
4,385.75 |
LOW |
4,354.00 |
0.618 |
4,302.50 |
1.000 |
4,270.75 |
1.618 |
4,219.25 |
2.618 |
4,136.00 |
4.250 |
4,000.25 |
|
|
Fisher Pivots for day following 14-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,418.00 |
4,411.75 |
PP |
4,406.75 |
4,394.50 |
S1 |
4,395.50 |
4,377.25 |
|