Trading Metrics calculated at close of trading on 19-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,460.00 |
4,465.50 |
5.50 |
0.1% |
4,374.00 |
High |
4,472.25 |
4,510.50 |
38.25 |
0.9% |
4,459.50 |
Low |
4,429.50 |
4,464.75 |
35.25 |
0.8% |
4,311.00 |
Close |
4,470.00 |
4,504.00 |
34.00 |
0.8% |
4,455.00 |
Range |
42.75 |
45.75 |
3.00 |
7.0% |
148.50 |
ATR |
59.43 |
58.46 |
-0.98 |
-1.6% |
0.00 |
Volume |
1,302 |
2,569 |
1,267 |
97.3% |
8,406 |
|
Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.25 |
4,613.00 |
4,529.25 |
|
R3 |
4,584.50 |
4,567.25 |
4,516.50 |
|
R2 |
4,538.75 |
4,538.75 |
4,512.50 |
|
R1 |
4,521.50 |
4,521.50 |
4,508.25 |
4,530.00 |
PP |
4,493.00 |
4,493.00 |
4,493.00 |
4,497.50 |
S1 |
4,475.75 |
4,475.75 |
4,499.75 |
4,484.50 |
S2 |
4,447.25 |
4,447.25 |
4,495.50 |
|
S3 |
4,401.50 |
4,430.00 |
4,491.50 |
|
S4 |
4,355.75 |
4,384.25 |
4,478.75 |
|
|
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 |
4,510.50 |
4,313.00 |
197.50 |
4.4% |
50.00 |
1.1% |
97% |
True |
False |
2,007 |
10 |
4,510.50 |
4,266.00 |
244.50 |
5.4% |
53.50 |
1.2% |
97% |
True |
False |
1,802 |
20 |
4,510.50 |
4,252.75 |
257.75 |
5.7% |
65.00 |
1.4% |
97% |
True |
False |
2,139 |
40 |
4,531.00 |
4,252.75 |
278.25 |
6.2% |
54.25 |
1.2% |
90% |
False |
False |
1,506 |
60 |
4,531.00 |
4,252.75 |
278.25 |
6.2% |
48.50 |
1.1% |
90% |
False |
False |
1,047 |
80 |
4,531.00 |
4,206.75 |
324.25 |
7.2% |
46.50 |
1.0% |
92% |
False |
False |
797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,705.00 |
2.618 |
4,630.25 |
1.618 |
4,584.50 |
1.000 |
4,556.25 |
0.618 |
4,538.75 |
HIGH |
4,510.50 |
0.618 |
4,493.00 |
0.500 |
4,487.50 |
0.382 |
4,482.25 |
LOW |
4,464.75 |
0.618 |
4,436.50 |
1.000 |
4,419.00 |
1.618 |
4,390.75 |
2.618 |
4,345.00 |
4.250 |
4,270.25 |
|
|
Fisher Pivots for day following 19-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,498.50 |
4,491.00 |
PP |
4,493.00 |
4,478.00 |
S1 |
4,487.50 |
4,465.00 |
|