Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,426.25 |
4,460.00 |
33.75 |
0.8% |
4,374.00 |
High |
4,459.50 |
4,472.25 |
12.75 |
0.3% |
4,459.50 |
Low |
4,419.50 |
4,429.50 |
10.00 |
0.2% |
4,311.00 |
Close |
4,455.00 |
4,470.00 |
15.00 |
0.3% |
4,455.00 |
Range |
40.00 |
42.75 |
2.75 |
6.9% |
148.50 |
ATR |
60.72 |
59.43 |
-1.28 |
-2.1% |
0.00 |
Volume |
2,083 |
1,302 |
-781 |
-37.5% |
8,406 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,585.50 |
4,570.50 |
4,493.50 |
|
R3 |
4,542.75 |
4,527.75 |
4,481.75 |
|
R2 |
4,500.00 |
4,500.00 |
4,477.75 |
|
R1 |
4,485.00 |
4,485.00 |
4,474.00 |
4,492.50 |
PP |
4,457.25 |
4,457.25 |
4,457.25 |
4,461.00 |
S1 |
4,442.25 |
4,442.25 |
4,466.00 |
4,449.75 |
S2 |
4,414.50 |
4,414.50 |
4,462.25 |
|
S3 |
4,371.75 |
4,399.50 |
4,458.25 |
|
S4 |
4,329.00 |
4,356.75 |
4,446.50 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,854.00 |
4,803.00 |
4,536.75 |
|
R3 |
4,705.50 |
4,654.50 |
4,495.75 |
|
R2 |
4,557.00 |
4,557.00 |
4,482.25 |
|
R1 |
4,506.00 |
4,506.00 |
4,468.50 |
4,531.50 |
PP |
4,408.50 |
4,408.50 |
4,408.50 |
4,421.25 |
S1 |
4,357.50 |
4,357.50 |
4,441.50 |
4,383.00 |
S2 |
4,260.00 |
4,260.00 |
4,427.75 |
|
S3 |
4,111.50 |
4,209.00 |
4,414.25 |
|
S4 |
3,963.00 |
4,060.50 |
4,373.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,472.25 |
4,311.00 |
161.25 |
3.6% |
50.25 |
1.1% |
99% |
True |
False |
1,764 |
10 |
4,472.25 |
4,262.50 |
209.75 |
4.7% |
58.00 |
1.3% |
99% |
True |
False |
1,744 |
20 |
4,472.25 |
4,252.75 |
219.50 |
4.9% |
66.00 |
1.5% |
99% |
True |
False |
2,113 |
40 |
4,531.00 |
4,252.75 |
278.25 |
6.2% |
54.25 |
1.2% |
78% |
False |
False |
1,447 |
60 |
4,531.00 |
4,252.75 |
278.25 |
6.2% |
48.25 |
1.1% |
78% |
False |
False |
1,004 |
80 |
4,531.00 |
4,206.75 |
324.25 |
7.3% |
46.25 |
1.0% |
81% |
False |
False |
765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,654.00 |
2.618 |
4,584.25 |
1.618 |
4,541.50 |
1.000 |
4,515.00 |
0.618 |
4,498.75 |
HIGH |
4,472.25 |
0.618 |
4,456.00 |
0.500 |
4,451.00 |
0.382 |
4,445.75 |
LOW |
4,429.50 |
0.618 |
4,403.00 |
1.000 |
4,386.75 |
1.618 |
4,360.25 |
2.618 |
4,317.50 |
4.250 |
4,247.75 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,463.50 |
4,450.00 |
PP |
4,457.25 |
4,430.25 |
S1 |
4,451.00 |
4,410.50 |
|