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 |
439.48 |
437.16 |
-2.32 |
-0.5% |
433.00 |
High |
439.89 |
440.26 |
0.37 |
0.1% |
441.68 |
Low |
437.19 |
434.62 |
-2.57 |
-0.6% |
426.36 |
Close |
437.86 |
434.69 |
-3.17 |
-0.7% |
437.86 |
Range |
2.70 |
5.64 |
2.94 |
108.9% |
15.32 |
ATR |
5.55 |
5.56 |
0.01 |
0.1% |
0.00 |
Volume |
74,557,400 |
65,233,200 |
-9,324,200 |
-12.5% |
479,279,500 |
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453.44 |
449.71 |
437.79 |
|
R3 |
447.80 |
444.07 |
436.24 |
|
R2 |
442.16 |
442.16 |
435.72 |
|
R1 |
438.43 |
438.43 |
435.21 |
437.48 |
PP |
436.52 |
436.52 |
436.52 |
436.05 |
S1 |
432.79 |
432.79 |
434.17 |
431.84 |
S2 |
430.88 |
430.88 |
433.66 |
|
S3 |
425.24 |
427.15 |
433.14 |
|
S4 |
419.60 |
421.51 |
431.59 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481.26 |
474.88 |
446.29 |
|
R3 |
465.94 |
459.56 |
442.07 |
|
R2 |
450.62 |
450.62 |
440.67 |
|
R1 |
444.24 |
444.24 |
439.26 |
447.43 |
PP |
435.30 |
435.30 |
435.30 |
436.90 |
S1 |
428.92 |
428.92 |
436.46 |
432.11 |
S2 |
419.98 |
419.98 |
435.05 |
|
S3 |
404.66 |
413.60 |
433.65 |
|
S4 |
389.34 |
398.28 |
429.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
441.68 |
427.54 |
14.14 |
3.3% |
5.10 |
1.2% |
51% |
False |
False |
83,188,560 |
10 |
441.68 |
426.36 |
15.32 |
3.5% |
6.02 |
1.4% |
54% |
False |
False |
102,702,420 |
20 |
448.41 |
426.36 |
22.05 |
5.1% |
5.43 |
1.3% |
38% |
False |
False |
97,070,435 |
40 |
454.05 |
426.36 |
27.69 |
6.4% |
4.38 |
1.0% |
30% |
False |
False |
80,436,315 |
60 |
454.05 |
421.97 |
32.08 |
7.4% |
3.94 |
0.9% |
40% |
False |
False |
72,964,492 |
80 |
454.05 |
414.70 |
39.35 |
9.1% |
3.69 |
0.8% |
51% |
False |
False |
70,648,439 |
100 |
454.05 |
411.67 |
42.38 |
9.7% |
3.53 |
0.8% |
54% |
False |
False |
67,999,301 |
120 |
454.05 |
404.00 |
50.05 |
11.5% |
3.63 |
0.8% |
61% |
False |
False |
70,126,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464.23 |
2.618 |
455.03 |
1.618 |
449.39 |
1.000 |
445.90 |
0.618 |
443.75 |
HIGH |
440.26 |
0.618 |
438.11 |
0.500 |
437.44 |
0.382 |
436.77 |
LOW |
434.62 |
0.618 |
431.13 |
1.000 |
428.98 |
1.618 |
425.49 |
2.618 |
419.85 |
4.250 |
410.65 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
437.44 |
438.15 |
PP |
436.52 |
437.00 |
S1 |
435.61 |
435.84 |
|