Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,354.75 |
4,433.00 |
78.25 |
1.8% |
4,381.00 |
High |
4,437.25 |
4,467.50 |
30.25 |
0.7% |
4,467.50 |
Low |
4,354.00 |
4,426.25 |
72.25 |
1.7% |
4,317.25 |
Close |
4,429.00 |
4,462.50 |
33.50 |
0.8% |
4,462.50 |
Range |
83.25 |
41.25 |
-42.00 |
-50.5% |
150.25 |
ATR |
63.50 |
61.91 |
-1.59 |
-2.5% |
0.00 |
Volume |
1,264,458 |
1,185,108 |
-79,350 |
-6.3% |
6,363,439 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.75 |
4,560.50 |
4,485.25 |
|
R3 |
4,534.50 |
4,519.25 |
4,473.75 |
|
R2 |
4,493.25 |
4,493.25 |
4,470.00 |
|
R1 |
4,478.00 |
4,478.00 |
4,466.25 |
4,485.50 |
PP |
4,452.00 |
4,452.00 |
4,452.00 |
4,456.00 |
S1 |
4,436.75 |
4,436.75 |
4,458.75 |
4,444.50 |
S2 |
4,410.75 |
4,410.75 |
4,455.00 |
|
S3 |
4,369.50 |
4,395.50 |
4,451.25 |
|
S4 |
4,328.25 |
4,354.25 |
4,439.75 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.50 |
4,814.75 |
4,545.25 |
|
R3 |
4,716.25 |
4,664.50 |
4,503.75 |
|
R2 |
4,566.00 |
4,566.00 |
4,490.00 |
|
R1 |
4,514.25 |
4,514.25 |
4,476.25 |
4,540.00 |
PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,428.75 |
S1 |
4,364.00 |
4,364.00 |
4,448.75 |
4,390.00 |
S2 |
4,265.50 |
4,265.50 |
4,435.00 |
|
S3 |
4,115.25 |
4,213.75 |
4,421.25 |
|
S4 |
3,965.00 |
4,063.50 |
4,379.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,467.50 |
4,317.25 |
150.25 |
3.4% |
56.25 |
1.3% |
97% |
True |
False |
1,272,687 |
10 |
4,467.50 |
4,267.50 |
200.00 |
4.5% |
65.00 |
1.5% |
98% |
True |
False |
1,518,676 |
20 |
4,472.00 |
4,260.00 |
212.00 |
4.8% |
71.25 |
1.6% |
96% |
False |
False |
1,715,423 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.3% |
56.00 |
1.3% |
72% |
False |
False |
1,167,700 |
60 |
4,539.50 |
4,260.00 |
279.50 |
6.3% |
49.50 |
1.1% |
72% |
False |
False |
779,651 |
80 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
47.50 |
1.1% |
76% |
False |
False |
585,066 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
45.25 |
1.0% |
82% |
False |
False |
468,167 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
46.50 |
1.0% |
85% |
False |
False |
390,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,642.75 |
2.618 |
4,575.50 |
1.618 |
4,534.25 |
1.000 |
4,508.75 |
0.618 |
4,493.00 |
HIGH |
4,467.50 |
0.618 |
4,451.75 |
0.500 |
4,447.00 |
0.382 |
4,442.00 |
LOW |
4,426.25 |
0.618 |
4,400.75 |
1.000 |
4,385.00 |
1.618 |
4,359.50 |
2.618 |
4,318.25 |
4.250 |
4,251.00 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,457.25 |
4,439.50 |
PP |
4,452.00 |
4,416.25 |
S1 |
4,447.00 |
4,393.00 |
|