Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,795.7 |
1,799.4 |
3.7 |
0.2% |
1,760.3 |
High |
1,803.6 |
1,799.4 |
-4.2 |
-0.2% |
1,803.6 |
Low |
1,789.9 |
1,767.0 |
-22.9 |
-1.3% |
1,752.1 |
Close |
1,799.8 |
1,770.2 |
-29.6 |
-1.6% |
1,770.2 |
Range |
13.7 |
32.4 |
18.7 |
136.5% |
51.5 |
ATR |
22.4 |
23.2 |
0.7 |
3.3% |
0.0 |
Volume |
4,074 |
3,799 |
-275 |
-6.8% |
22,633 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.1 |
1,855.5 |
1,788.0 |
|
R3 |
1,843.7 |
1,823.1 |
1,779.1 |
|
R2 |
1,811.3 |
1,811.3 |
1,776.1 |
|
R1 |
1,790.7 |
1,790.7 |
1,773.2 |
1,784.8 |
PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,775.9 |
S1 |
1,758.3 |
1,758.3 |
1,767.2 |
1,752.4 |
S2 |
1,746.5 |
1,746.5 |
1,764.3 |
|
S3 |
1,714.1 |
1,725.9 |
1,761.3 |
|
S4 |
1,681.7 |
1,693.5 |
1,752.4 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.8 |
1,901.5 |
1,798.5 |
|
R3 |
1,878.3 |
1,850.0 |
1,784.4 |
|
R2 |
1,826.8 |
1,826.8 |
1,779.6 |
|
R1 |
1,798.5 |
1,798.5 |
1,774.9 |
1,812.7 |
PP |
1,775.3 |
1,775.3 |
1,775.3 |
1,782.4 |
S1 |
1,747.0 |
1,747.0 |
1,765.5 |
1,761.2 |
S2 |
1,723.8 |
1,723.8 |
1,760.8 |
|
S3 |
1,672.3 |
1,695.5 |
1,756.0 |
|
S4 |
1,620.8 |
1,644.0 |
1,741.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,803.6 |
1,752.1 |
51.5 |
2.9% |
22.5 |
1.3% |
35% |
False |
False |
4,526 |
10 |
1,803.6 |
1,747.9 |
55.7 |
3.1% |
21.9 |
1.2% |
40% |
False |
False |
4,663 |
20 |
1,803.6 |
1,723.7 |
79.9 |
4.5% |
23.3 |
1.3% |
58% |
False |
False |
4,356 |
40 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
22.3 |
1.3% |
40% |
False |
False |
3,165 |
60 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.5 |
1.3% |
57% |
False |
False |
2,885 |
80 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.5 |
1.2% |
56% |
False |
False |
2,601 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
22.8 |
1.3% |
37% |
False |
False |
2,240 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
21.5 |
1.2% |
37% |
False |
False |
1,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.1 |
2.618 |
1,884.2 |
1.618 |
1,851.8 |
1.000 |
1,831.8 |
0.618 |
1,819.4 |
HIGH |
1,799.4 |
0.618 |
1,787.0 |
0.500 |
1,783.2 |
0.382 |
1,779.4 |
LOW |
1,767.0 |
0.618 |
1,747.0 |
1.000 |
1,734.6 |
1.618 |
1,714.6 |
2.618 |
1,682.2 |
4.250 |
1,629.3 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,783.2 |
1,781.8 |
PP |
1,778.9 |
1,777.9 |
S1 |
1,774.5 |
1,774.1 |
|