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 |
1,759.6 |
1,757.4 |
-2.2 |
-0.1% |
1,764.5 |
High |
1,785.5 |
1,764.2 |
-21.3 |
-1.2% |
1,785.5 |
Low |
1,758.1 |
1,753.7 |
-4.4 |
-0.3% |
1,749.5 |
Close |
1,761.1 |
1,759.4 |
-1.7 |
-0.1% |
1,761.1 |
Range |
27.4 |
10.5 |
-16.9 |
-61.7% |
36.0 |
ATR |
22.0 |
21.2 |
-0.8 |
-3.7% |
0.0 |
Volume |
2,914 |
2,610 |
-304 |
-10.4% |
9,210 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.6 |
1,785.5 |
1,765.2 |
|
R3 |
1,780.1 |
1,775.0 |
1,762.3 |
|
R2 |
1,769.6 |
1,769.6 |
1,761.3 |
|
R1 |
1,764.5 |
1,764.5 |
1,760.4 |
1,767.1 |
PP |
1,759.1 |
1,759.1 |
1,759.1 |
1,760.4 |
S1 |
1,754.0 |
1,754.0 |
1,758.4 |
1,756.6 |
S2 |
1,748.6 |
1,748.6 |
1,757.5 |
|
S3 |
1,738.1 |
1,743.5 |
1,756.5 |
|
S4 |
1,727.6 |
1,733.0 |
1,753.6 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.4 |
1,853.2 |
1,780.9 |
|
R3 |
1,837.4 |
1,817.2 |
1,771.0 |
|
R2 |
1,801.4 |
1,801.4 |
1,767.7 |
|
R1 |
1,781.2 |
1,781.2 |
1,764.4 |
1,773.3 |
PP |
1,765.4 |
1,765.4 |
1,765.4 |
1,761.4 |
S1 |
1,745.2 |
1,745.2 |
1,757.8 |
1,737.3 |
S2 |
1,729.4 |
1,729.4 |
1,754.5 |
|
S3 |
1,693.4 |
1,709.2 |
1,751.2 |
|
S4 |
1,657.4 |
1,673.2 |
1,741.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,785.5 |
1,749.5 |
36.0 |
2.0% |
17.5 |
1.0% |
28% |
False |
False |
2,214 |
10 |
1,785.5 |
1,725.0 |
60.5 |
3.4% |
21.0 |
1.2% |
57% |
False |
False |
1,820 |
20 |
1,814.2 |
1,725.0 |
89.2 |
5.1% |
22.8 |
1.3% |
39% |
False |
False |
1,397 |
40 |
1,840.4 |
1,725.0 |
115.4 |
6.6% |
20.1 |
1.1% |
30% |
False |
False |
1,179 |
60 |
1,840.7 |
1,682.4 |
158.3 |
9.0% |
20.3 |
1.2% |
49% |
False |
False |
1,137 |
80 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
18.3 |
1.0% |
49% |
False |
False |
977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.8 |
2.618 |
1,791.7 |
1.618 |
1,781.2 |
1.000 |
1,774.7 |
0.618 |
1,770.7 |
HIGH |
1,764.2 |
0.618 |
1,760.2 |
0.500 |
1,759.0 |
0.382 |
1,757.7 |
LOW |
1,753.7 |
0.618 |
1,747.2 |
1.000 |
1,743.2 |
1.618 |
1,736.7 |
2.618 |
1,726.2 |
4.250 |
1,709.1 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,759.3 |
1,769.6 |
PP |
1,759.1 |
1,766.2 |
S1 |
1,759.0 |
1,762.8 |
|