Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,433.00 |
4,465.50 |
32.50 |
0.7% |
4,381.00 |
High |
4,467.50 |
4,479.75 |
12.25 |
0.3% |
4,467.50 |
Low |
4,426.25 |
4,436.25 |
10.00 |
0.2% |
4,317.25 |
Close |
4,462.50 |
4,477.50 |
15.00 |
0.3% |
4,462.50 |
Range |
41.25 |
43.50 |
2.25 |
5.5% |
150.25 |
ATR |
61.91 |
60.59 |
-1.31 |
-2.1% |
0.00 |
Volume |
1,185,108 |
1,095,216 |
-89,892 |
-7.6% |
6,363,439 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,595.00 |
4,579.75 |
4,501.50 |
|
R3 |
4,551.50 |
4,536.25 |
4,489.50 |
|
R2 |
4,508.00 |
4,508.00 |
4,485.50 |
|
R1 |
4,492.75 |
4,492.75 |
4,481.50 |
4,500.50 |
PP |
4,464.50 |
4,464.50 |
4,464.50 |
4,468.25 |
S1 |
4,449.25 |
4,449.25 |
4,473.50 |
4,457.00 |
S2 |
4,421.00 |
4,421.00 |
4,469.50 |
|
S3 |
4,377.50 |
4,405.75 |
4,465.50 |
|
S4 |
4,334.00 |
4,362.25 |
4,453.50 |
|
|
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 |
4,479.75 |
4,317.25 |
162.50 |
3.6% |
52.25 |
1.2% |
99% |
True |
False |
1,242,590 |
10 |
4,479.75 |
4,269.00 |
210.75 |
4.7% |
59.75 |
1.3% |
99% |
True |
False |
1,414,664 |
20 |
4,479.75 |
4,260.00 |
219.75 |
4.9% |
67.25 |
1.5% |
99% |
True |
False |
1,634,617 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
55.25 |
1.2% |
78% |
False |
False |
1,194,968 |
60 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
49.50 |
1.1% |
78% |
False |
False |
797,877 |
80 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
47.50 |
1.1% |
81% |
False |
False |
598,746 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
45.25 |
1.0% |
85% |
False |
False |
479,116 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
46.75 |
1.0% |
88% |
False |
False |
399,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.50 |
2.618 |
4,593.75 |
1.618 |
4,550.25 |
1.000 |
4,523.25 |
0.618 |
4,506.75 |
HIGH |
4,479.75 |
0.618 |
4,463.25 |
0.500 |
4,458.00 |
0.382 |
4,452.75 |
LOW |
4,436.25 |
0.618 |
4,409.25 |
1.000 |
4,392.75 |
1.618 |
4,365.75 |
2.618 |
4,322.25 |
4.250 |
4,251.50 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,471.00 |
4,457.25 |
PP |
4,464.50 |
4,437.00 |
S1 |
4,458.00 |
4,417.00 |
|