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 |
1,797.0 |
1,800.7 |
3.7 |
0.2% |
1,757.4 |
High |
1,804.5 |
1,800.7 |
-3.8 |
-0.2% |
1,804.5 |
Low |
1,793.1 |
1,770.1 |
-23.0 |
-1.3% |
1,753.7 |
Close |
1,801.5 |
1,771.9 |
-29.6 |
-1.6% |
1,771.9 |
Range |
11.4 |
30.6 |
19.2 |
168.4% |
50.8 |
ATR |
21.4 |
22.1 |
0.7 |
3.3% |
0.0 |
Volume |
912 |
980 |
68 |
7.5% |
11,709 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.7 |
1,852.9 |
1,788.7 |
|
R3 |
1,842.1 |
1,822.3 |
1,780.3 |
|
R2 |
1,811.5 |
1,811.5 |
1,777.5 |
|
R1 |
1,791.7 |
1,791.7 |
1,774.7 |
1,786.3 |
PP |
1,780.9 |
1,780.9 |
1,780.9 |
1,778.2 |
S1 |
1,761.1 |
1,761.1 |
1,769.1 |
1,755.7 |
S2 |
1,750.3 |
1,750.3 |
1,766.3 |
|
S3 |
1,719.7 |
1,730.5 |
1,763.5 |
|
S4 |
1,689.1 |
1,699.9 |
1,755.1 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.1 |
1,901.3 |
1,799.8 |
|
R3 |
1,878.3 |
1,850.5 |
1,785.9 |
|
R2 |
1,827.5 |
1,827.5 |
1,781.2 |
|
R1 |
1,799.7 |
1,799.7 |
1,776.6 |
1,813.6 |
PP |
1,776.7 |
1,776.7 |
1,776.7 |
1,783.7 |
S1 |
1,748.9 |
1,748.9 |
1,767.2 |
1,762.8 |
S2 |
1,725.9 |
1,725.9 |
1,762.6 |
|
S3 |
1,675.1 |
1,698.1 |
1,757.9 |
|
S4 |
1,624.3 |
1,647.3 |
1,744.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,804.5 |
1,753.7 |
50.8 |
2.9% |
21.8 |
1.2% |
36% |
False |
False |
2,341 |
10 |
1,804.5 |
1,749.5 |
55.0 |
3.1% |
20.8 |
1.2% |
41% |
False |
False |
2,091 |
20 |
1,804.5 |
1,725.0 |
79.5 |
4.5% |
22.1 |
1.2% |
59% |
False |
False |
1,625 |
40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
21.0 |
1.2% |
41% |
False |
False |
1,320 |
60 |
1,840.7 |
1,682.4 |
158.3 |
8.9% |
21.1 |
1.2% |
57% |
False |
False |
1,279 |
80 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
18.9 |
1.1% |
56% |
False |
False |
1,084 |
100 |
1,922.4 |
1,682.4 |
240.0 |
13.5% |
18.8 |
1.1% |
37% |
False |
False |
896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.8 |
2.618 |
1,880.8 |
1.618 |
1,850.2 |
1.000 |
1,831.3 |
0.618 |
1,819.6 |
HIGH |
1,800.7 |
0.618 |
1,789.0 |
0.500 |
1,785.4 |
0.382 |
1,781.8 |
LOW |
1,770.1 |
0.618 |
1,751.2 |
1.000 |
1,739.5 |
1.618 |
1,720.6 |
2.618 |
1,690.0 |
4.250 |
1,640.1 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,785.4 |
1,783.1 |
PP |
1,780.9 |
1,779.3 |
S1 |
1,776.4 |
1,775.6 |
|