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 |
1,756.4 |
1,760.3 |
3.9 |
0.2% |
1,762.4 |
High |
1,783.2 |
1,762.3 |
-20.9 |
-1.2% |
1,783.2 |
Low |
1,755.6 |
1,752.1 |
-3.5 |
-0.2% |
1,747.9 |
Close |
1,759.4 |
1,757.7 |
-1.7 |
-0.1% |
1,759.4 |
Range |
27.6 |
10.2 |
-17.4 |
-63.0% |
35.3 |
ATR |
23.2 |
22.2 |
-0.9 |
-4.0% |
0.0 |
Volume |
7,539 |
4,270 |
-3,269 |
-43.4% |
24,005 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.0 |
1,783.0 |
1,763.3 |
|
R3 |
1,777.8 |
1,772.8 |
1,760.5 |
|
R2 |
1,767.6 |
1,767.6 |
1,759.6 |
|
R1 |
1,762.6 |
1,762.6 |
1,758.6 |
1,760.0 |
PP |
1,757.4 |
1,757.4 |
1,757.4 |
1,756.1 |
S1 |
1,752.4 |
1,752.4 |
1,756.8 |
1,749.8 |
S2 |
1,747.2 |
1,747.2 |
1,755.8 |
|
S3 |
1,737.0 |
1,742.2 |
1,754.9 |
|
S4 |
1,726.8 |
1,732.0 |
1,752.1 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.4 |
1,849.7 |
1,778.8 |
|
R3 |
1,834.1 |
1,814.4 |
1,769.1 |
|
R2 |
1,798.8 |
1,798.8 |
1,765.9 |
|
R1 |
1,779.1 |
1,779.1 |
1,762.6 |
1,771.3 |
PP |
1,763.5 |
1,763.5 |
1,763.5 |
1,759.6 |
S1 |
1,743.8 |
1,743.8 |
1,756.2 |
1,736.0 |
S2 |
1,728.2 |
1,728.2 |
1,752.9 |
|
S3 |
1,692.9 |
1,708.5 |
1,749.7 |
|
S4 |
1,657.6 |
1,673.2 |
1,740.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.2 |
1,747.9 |
35.3 |
2.0% |
18.8 |
1.1% |
28% |
False |
False |
5,121 |
10 |
1,783.2 |
1,723.7 |
59.5 |
3.4% |
22.3 |
1.3% |
57% |
False |
False |
5,458 |
20 |
1,812.7 |
1,723.7 |
89.0 |
5.1% |
24.0 |
1.4% |
38% |
False |
False |
3,786 |
40 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
21.4 |
1.2% |
30% |
False |
False |
2,859 |
60 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.0 |
1.3% |
49% |
False |
False |
2,675 |
80 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.4 |
1.2% |
48% |
False |
False |
2,394 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.2 |
1.3% |
32% |
False |
False |
2,075 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.9 |
1.2% |
32% |
False |
False |
1,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,805.7 |
2.618 |
1,789.0 |
1.618 |
1,778.8 |
1.000 |
1,772.5 |
0.618 |
1,768.6 |
HIGH |
1,762.3 |
0.618 |
1,758.4 |
0.500 |
1,757.2 |
0.382 |
1,756.0 |
LOW |
1,752.1 |
0.618 |
1,745.8 |
1.000 |
1,741.9 |
1.618 |
1,735.6 |
2.618 |
1,725.4 |
4.250 |
1,708.8 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,757.5 |
1,767.7 |
PP |
1,757.4 |
1,764.3 |
S1 |
1,757.2 |
1,761.0 |
|