Trading Metrics calculated at close of trading on 11-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
14,891.25 |
14,810.25 |
-81.00 |
-0.5% |
14,785.00 |
High |
14,996.00 |
14,897.25 |
-98.75 |
-0.7% |
15,001.25 |
Low |
14,790.75 |
14,677.00 |
-113.75 |
-0.8% |
14,367.75 |
Close |
14,808.25 |
14,700.50 |
-107.75 |
-0.7% |
14,808.25 |
Range |
205.25 |
220.25 |
15.00 |
7.3% |
633.50 |
ATR |
255.25 |
252.75 |
-2.50 |
-1.0% |
0.00 |
Volume |
550,607 |
510,490 |
-40,117 |
-7.3% |
3,177,735 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,419.00 |
15,280.00 |
14,821.75 |
|
R3 |
15,198.75 |
15,059.75 |
14,761.00 |
|
R2 |
14,978.50 |
14,978.50 |
14,741.00 |
|
R1 |
14,839.50 |
14,839.50 |
14,720.75 |
14,799.00 |
PP |
14,758.25 |
14,758.25 |
14,758.25 |
14,738.00 |
S1 |
14,619.25 |
14,619.25 |
14,680.25 |
14,578.50 |
S2 |
14,538.00 |
14,538.00 |
14,660.00 |
|
S3 |
14,317.75 |
14,399.00 |
14,640.00 |
|
S4 |
14,097.50 |
14,178.75 |
14,579.25 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,626.25 |
16,350.75 |
15,156.75 |
|
R3 |
15,992.75 |
15,717.25 |
14,982.50 |
|
R2 |
15,359.25 |
15,359.25 |
14,924.50 |
|
R1 |
15,083.75 |
15,083.75 |
14,866.25 |
15,221.50 |
PP |
14,725.75 |
14,725.75 |
14,725.75 |
14,794.50 |
S1 |
14,450.25 |
14,450.25 |
14,750.25 |
14,588.00 |
S2 |
14,092.25 |
14,092.25 |
14,692.00 |
|
S3 |
13,458.75 |
13,816.75 |
14,634.00 |
|
S4 |
12,825.25 |
13,183.25 |
14,459.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,001.25 |
14,410.50 |
590.75 |
4.0% |
270.25 |
1.8% |
49% |
False |
False |
577,075 |
10 |
15,192.25 |
14,367.75 |
824.50 |
5.6% |
298.00 |
2.0% |
40% |
False |
False |
653,734 |
20 |
15,532.50 |
14,367.75 |
1,164.75 |
7.9% |
273.25 |
1.9% |
29% |
False |
False |
616,976 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
222.50 |
1.5% |
25% |
False |
False |
334,722 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
203.50 |
1.4% |
25% |
False |
False |
223,448 |
80 |
15,702.25 |
13,945.75 |
1,756.50 |
11.9% |
193.75 |
1.3% |
43% |
False |
False |
167,735 |
100 |
15,702.25 |
13,134.50 |
2,567.75 |
17.5% |
190.00 |
1.3% |
61% |
False |
False |
134,215 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.1% |
197.00 |
1.3% |
64% |
False |
False |
111,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,833.25 |
2.618 |
15,473.75 |
1.618 |
15,253.50 |
1.000 |
15,117.50 |
0.618 |
15,033.25 |
HIGH |
14,897.25 |
0.618 |
14,813.00 |
0.500 |
14,787.00 |
0.382 |
14,761.25 |
LOW |
14,677.00 |
0.618 |
14,541.00 |
1.000 |
14,456.75 |
1.618 |
14,320.75 |
2.618 |
14,100.50 |
4.250 |
13,741.00 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,787.00 |
14,839.00 |
PP |
14,758.25 |
14,793.00 |
S1 |
14,729.50 |
14,746.75 |
|