Trading Metrics calculated at close of trading on 12-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
14,810.25 |
14,688.50 |
-121.75 |
-0.8% |
14,785.00 |
High |
14,897.25 |
14,783.25 |
-114.00 |
-0.8% |
15,001.25 |
Low |
14,677.00 |
14,585.50 |
-91.50 |
-0.6% |
14,367.75 |
Close |
14,700.50 |
14,653.25 |
-47.25 |
-0.3% |
14,808.25 |
Range |
220.25 |
197.75 |
-22.50 |
-10.2% |
633.50 |
ATR |
252.75 |
248.82 |
-3.93 |
-1.6% |
0.00 |
Volume |
510,490 |
599,367 |
88,877 |
17.4% |
3,177,735 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,267.25 |
15,158.00 |
14,762.00 |
|
R3 |
15,069.50 |
14,960.25 |
14,707.75 |
|
R2 |
14,871.75 |
14,871.75 |
14,689.50 |
|
R1 |
14,762.50 |
14,762.50 |
14,671.50 |
14,718.25 |
PP |
14,674.00 |
14,674.00 |
14,674.00 |
14,652.00 |
S1 |
14,564.75 |
14,564.75 |
14,635.00 |
14,520.50 |
S2 |
14,476.25 |
14,476.25 |
14,617.00 |
|
S3 |
14,278.50 |
14,367.00 |
14,598.75 |
|
S4 |
14,080.75 |
14,169.25 |
14,544.50 |
|
|
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 |
14,422.50 |
578.75 |
3.9% |
241.00 |
1.6% |
40% |
False |
False |
582,020 |
10 |
15,001.25 |
14,367.75 |
633.50 |
4.3% |
272.50 |
1.9% |
45% |
False |
False |
629,993 |
20 |
15,532.50 |
14,367.75 |
1,164.75 |
7.9% |
274.00 |
1.9% |
25% |
False |
False |
620,104 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
222.00 |
1.5% |
21% |
False |
False |
349,677 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.1% |
203.00 |
1.4% |
21% |
False |
False |
233,420 |
80 |
15,702.25 |
13,945.75 |
1,756.50 |
12.0% |
193.75 |
1.3% |
40% |
False |
False |
175,220 |
100 |
15,702.25 |
13,341.00 |
2,361.25 |
16.1% |
188.50 |
1.3% |
56% |
False |
False |
140,209 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.1% |
197.00 |
1.3% |
63% |
False |
False |
116,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,623.75 |
2.618 |
15,301.00 |
1.618 |
15,103.25 |
1.000 |
14,981.00 |
0.618 |
14,905.50 |
HIGH |
14,783.25 |
0.618 |
14,707.75 |
0.500 |
14,684.50 |
0.382 |
14,661.00 |
LOW |
14,585.50 |
0.618 |
14,463.25 |
1.000 |
14,387.75 |
1.618 |
14,265.50 |
2.618 |
14,067.75 |
4.250 |
13,745.00 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,684.50 |
14,790.75 |
PP |
14,674.00 |
14,745.00 |
S1 |
14,663.50 |
14,699.00 |
|