Trading Metrics calculated at close of trading on 14-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,322.00 |
4,348.50 |
26.50 |
0.6% |
4,343.00 |
High |
4,354.00 |
4,429.25 |
75.25 |
1.7% |
4,412.75 |
Low |
4,313.00 |
4,348.50 |
35.50 |
0.8% |
4,259.50 |
Close |
4,347.50 |
4,421.50 |
74.00 |
1.7% |
4,374.50 |
Range |
41.00 |
80.75 |
39.75 |
97.0% |
153.25 |
ATR |
60.81 |
62.31 |
1.50 |
2.5% |
0.00 |
Volume |
2,147 |
1,934 |
-213 |
-9.9% |
9,024 |
|
Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.00 |
4,612.50 |
4,466.00 |
|
R3 |
4,561.25 |
4,531.75 |
4,443.75 |
|
R2 |
4,480.50 |
4,480.50 |
4,436.25 |
|
R1 |
4,451.00 |
4,451.00 |
4,429.00 |
4,465.75 |
PP |
4,399.75 |
4,399.75 |
4,399.75 |
4,407.00 |
S1 |
4,370.25 |
4,370.25 |
4,414.00 |
4,385.00 |
S2 |
4,319.00 |
4,319.00 |
4,406.75 |
|
S3 |
4,238.25 |
4,289.50 |
4,399.25 |
|
S4 |
4,157.50 |
4,208.75 |
4,377.00 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,808.75 |
4,744.75 |
4,458.75 |
|
R3 |
4,655.50 |
4,591.50 |
4,416.75 |
|
R2 |
4,502.25 |
4,502.25 |
4,402.50 |
|
R1 |
4,438.25 |
4,438.25 |
4,388.50 |
4,470.25 |
PP |
4,349.00 |
4,349.00 |
4,349.00 |
4,365.00 |
S1 |
4,285.00 |
4,285.00 |
4,360.50 |
4,317.00 |
S2 |
4,195.75 |
4,195.75 |
4,346.50 |
|
S3 |
4,042.50 |
4,131.75 |
4,332.25 |
|
S4 |
3,889.25 |
3,978.50 |
4,290.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,429.25 |
4,311.00 |
118.25 |
2.7% |
52.25 |
1.2% |
93% |
True |
False |
1,481 |
10 |
4,429.25 |
4,252.75 |
176.50 |
4.0% |
69.50 |
1.6% |
96% |
True |
False |
1,689 |
20 |
4,465.00 |
4,252.75 |
212.25 |
4.8% |
71.25 |
1.6% |
80% |
False |
False |
2,316 |
40 |
4,531.00 |
4,252.75 |
278.25 |
6.3% |
55.50 |
1.3% |
61% |
False |
False |
1,370 |
60 |
4,531.00 |
4,252.75 |
278.25 |
6.3% |
48.00 |
1.1% |
61% |
False |
False |
949 |
80 |
4,531.00 |
4,206.75 |
324.25 |
7.3% |
45.50 |
1.0% |
66% |
False |
False |
723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.50 |
2.618 |
4,640.75 |
1.618 |
4,560.00 |
1.000 |
4,510.00 |
0.618 |
4,479.25 |
HIGH |
4,429.25 |
0.618 |
4,398.50 |
0.500 |
4,389.00 |
0.382 |
4,379.25 |
LOW |
4,348.50 |
0.618 |
4,298.50 |
1.000 |
4,267.75 |
1.618 |
4,217.75 |
2.618 |
4,137.00 |
4.250 |
4,005.25 |
|
|
Fisher Pivots for day following 14-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,410.50 |
4,404.50 |
PP |
4,399.75 |
4,387.25 |
S1 |
4,389.00 |
4,370.00 |
|