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 |
34,757.57 |
34,723.79 |
-33.78 |
-0.1% |
34,312.96 |
High |
34,842.62 |
34,951.35 |
108.73 |
0.3% |
34,975.19 |
Low |
34,671.69 |
34,486.51 |
-185.18 |
-0.5% |
33,821.58 |
Close |
34,746.25 |
34,496.06 |
-250.19 |
-0.7% |
34,746.25 |
Range |
170.93 |
464.84 |
293.91 |
171.9% |
1,153.61 |
ATR |
435.74 |
437.81 |
2.08 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,039.16 |
35,732.45 |
34,751.72 |
|
R3 |
35,574.32 |
35,267.61 |
34,623.89 |
|
R2 |
35,109.48 |
35,109.48 |
34,581.28 |
|
R1 |
34,802.77 |
34,802.77 |
34,538.67 |
34,723.71 |
PP |
34,644.64 |
34,644.64 |
34,644.64 |
34,605.11 |
S1 |
34,337.93 |
34,337.93 |
34,453.45 |
34,258.87 |
S2 |
34,179.80 |
34,179.80 |
34,410.84 |
|
S3 |
33,714.96 |
33,873.09 |
34,368.23 |
|
S4 |
33,250.12 |
33,408.25 |
34,240.40 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,975.17 |
37,514.32 |
35,380.74 |
|
R3 |
36,821.56 |
36,360.71 |
35,063.49 |
|
R2 |
35,667.95 |
35,667.95 |
34,957.75 |
|
R1 |
35,207.10 |
35,207.10 |
34,852.00 |
35,437.53 |
PP |
34,514.34 |
34,514.34 |
34,514.34 |
34,629.55 |
S1 |
34,053.49 |
34,053.49 |
34,640.50 |
34,283.92 |
S2 |
33,360.73 |
33,360.73 |
34,534.75 |
|
S3 |
32,207.12 |
32,899.88 |
34,429.01 |
|
S4 |
31,053.51 |
31,746.27 |
34,111.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,975.19 |
33,855.66 |
1,119.53 |
3.2% |
426.79 |
1.2% |
57% |
False |
False |
55,409,355 |
10 |
34,975.19 |
33,785.54 |
1,189.65 |
3.4% |
494.94 |
1.4% |
60% |
False |
False |
27,704,677 |
20 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
462.18 |
1.3% |
61% |
False |
False |
13,852,338 |
40 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
363.73 |
1.1% |
44% |
False |
False |
6,926,169 |
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
334.64 |
1.0% |
44% |
False |
False |
4,617,446 |
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
324.79 |
0.9% |
52% |
False |
False |
3,463,084 |
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
311.27 |
0.9% |
52% |
False |
False |
2,770,467 |
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
318.79 |
0.9% |
52% |
False |
False |
2,308,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,926.92 |
2.618 |
36,168.30 |
1.618 |
35,703.46 |
1.000 |
35,416.19 |
0.618 |
35,238.62 |
HIGH |
34,951.35 |
0.618 |
34,773.78 |
0.500 |
34,718.93 |
0.382 |
34,664.08 |
LOW |
34,486.51 |
0.618 |
34,199.24 |
1.000 |
34,021.67 |
1.618 |
33,734.40 |
2.618 |
33,269.56 |
4.250 |
32,510.94 |
|
|
Fisher Pivots for day following 11-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
34,718.93 |
34,730.85 |
PP |
34,644.64 |
34,652.59 |
S1 |
34,570.35 |
34,574.32 |
|