Trading Metrics calculated at close of trading on 13-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
14,688.50 |
14,594.00 |
-94.50 |
-0.6% |
14,785.00 |
High |
14,783.25 |
14,795.75 |
12.50 |
0.1% |
15,001.25 |
Low |
14,585.50 |
14,591.00 |
5.50 |
0.0% |
14,367.75 |
Close |
14,653.25 |
14,764.25 |
111.00 |
0.8% |
14,808.25 |
Range |
197.75 |
204.75 |
7.00 |
3.5% |
633.50 |
ATR |
248.82 |
245.67 |
-3.15 |
-1.3% |
0.00 |
Volume |
599,367 |
556,059 |
-43,308 |
-7.2% |
3,177,735 |
|
Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,331.25 |
15,252.50 |
14,876.75 |
|
R3 |
15,126.50 |
15,047.75 |
14,820.50 |
|
R2 |
14,921.75 |
14,921.75 |
14,801.75 |
|
R1 |
14,843.00 |
14,843.00 |
14,783.00 |
14,882.50 |
PP |
14,717.00 |
14,717.00 |
14,717.00 |
14,736.75 |
S1 |
14,638.25 |
14,638.25 |
14,745.50 |
14,677.50 |
S2 |
14,512.25 |
14,512.25 |
14,726.75 |
|
S3 |
14,307.50 |
14,433.50 |
14,708.00 |
|
S4 |
14,102.75 |
14,228.75 |
14,651.75 |
|
|
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 |
14,585.50 |
415.75 |
2.8% |
212.50 |
1.4% |
43% |
False |
False |
541,855 |
10 |
15,001.25 |
14,367.75 |
633.50 |
4.3% |
271.50 |
1.8% |
63% |
False |
False |
620,643 |
20 |
15,532.50 |
14,367.75 |
1,164.75 |
7.9% |
274.00 |
1.9% |
34% |
False |
False |
622,335 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
221.25 |
1.5% |
30% |
False |
False |
363,535 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
9.0% |
202.00 |
1.4% |
30% |
False |
False |
242,677 |
80 |
15,702.25 |
14,057.00 |
1,645.25 |
11.1% |
194.00 |
1.3% |
43% |
False |
False |
182,162 |
100 |
15,702.25 |
13,341.00 |
2,361.25 |
16.0% |
189.00 |
1.3% |
60% |
False |
False |
145,769 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
19.0% |
196.75 |
1.3% |
67% |
False |
False |
121,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,666.00 |
2.618 |
15,331.75 |
1.618 |
15,127.00 |
1.000 |
15,000.50 |
0.618 |
14,922.25 |
HIGH |
14,795.75 |
0.618 |
14,717.50 |
0.500 |
14,693.50 |
0.382 |
14,669.25 |
LOW |
14,591.00 |
0.618 |
14,464.50 |
1.000 |
14,386.25 |
1.618 |
14,259.75 |
2.618 |
14,055.00 |
4.250 |
13,720.75 |
|
|
Fisher Pivots for day following 13-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
14,740.50 |
14,756.50 |
PP |
14,717.00 |
14,749.00 |
S1 |
14,693.50 |
14,741.50 |
|