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 |
7,066.0 |
7,041.0 |
-25.0 |
-0.4% |
7,061.0 |
High |
7,084.0 |
7,123.0 |
39.0 |
0.6% |
7,084.0 |
Low |
7,036.0 |
7,027.0 |
-9.0 |
-0.1% |
6,916.0 |
Close |
7,072.5 |
7,108.0 |
35.5 |
0.5% |
7,072.5 |
Range |
48.0 |
96.0 |
48.0 |
100.0% |
168.0 |
ATR |
86.1 |
86.8 |
0.7 |
0.8% |
0.0 |
Volume |
65,598 |
68,652 |
3,054 |
4.7% |
452,010 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,374.0 |
7,337.0 |
7,161.0 |
|
R3 |
7,278.0 |
7,241.0 |
7,134.5 |
|
R2 |
7,182.0 |
7,182.0 |
7,125.5 |
|
R1 |
7,145.0 |
7,145.0 |
7,117.0 |
7,163.5 |
PP |
7,086.0 |
7,086.0 |
7,086.0 |
7,095.0 |
S1 |
7,049.0 |
7,049.0 |
7,099.0 |
7,067.5 |
S2 |
6,990.0 |
6,990.0 |
7,090.5 |
|
S3 |
6,894.0 |
6,953.0 |
7,081.5 |
|
S4 |
6,798.0 |
6,857.0 |
7,055.0 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,528.0 |
7,468.5 |
7,165.0 |
|
R3 |
7,360.0 |
7,300.5 |
7,118.5 |
|
R2 |
7,192.0 |
7,192.0 |
7,103.5 |
|
R1 |
7,132.5 |
7,132.5 |
7,088.0 |
7,162.0 |
PP |
7,024.0 |
7,024.0 |
7,024.0 |
7,039.0 |
S1 |
6,964.5 |
6,964.5 |
7,057.0 |
6,994.0 |
S2 |
6,856.0 |
6,856.0 |
7,041.5 |
|
S3 |
6,688.0 |
6,796.5 |
7,026.5 |
|
S4 |
6,520.0 |
6,628.5 |
6,980.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,123.0 |
6,916.0 |
207.0 |
2.9% |
82.5 |
1.2% |
93% |
True |
False |
85,840 |
10 |
7,132.0 |
6,916.0 |
216.0 |
3.0% |
88.0 |
1.2% |
89% |
False |
False |
98,407 |
20 |
7,132.0 |
6,791.5 |
340.5 |
4.8% |
92.0 |
1.3% |
93% |
False |
False |
121,636 |
40 |
7,160.0 |
6,791.5 |
368.5 |
5.2% |
65.5 |
0.9% |
86% |
False |
False |
75,638 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.0% |
51.5 |
0.7% |
88% |
False |
False |
50,474 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.0% |
43.5 |
0.6% |
88% |
False |
False |
37,857 |
100 |
7,160.0 |
6,730.0 |
430.0 |
6.0% |
39.0 |
0.5% |
88% |
False |
False |
30,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,531.0 |
2.618 |
7,374.5 |
1.618 |
7,278.5 |
1.000 |
7,219.0 |
0.618 |
7,182.5 |
HIGH |
7,123.0 |
0.618 |
7,086.5 |
0.500 |
7,075.0 |
0.382 |
7,063.5 |
LOW |
7,027.0 |
0.618 |
6,967.5 |
1.000 |
6,931.0 |
1.618 |
6,871.5 |
2.618 |
6,775.5 |
4.250 |
6,619.0 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
7,097.0 |
7,095.0 |
PP |
7,086.0 |
7,082.0 |
S1 |
7,075.0 |
7,069.0 |
|