Trading Metrics calculated at close of trading on 12-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
34,723.79 |
34,507.15 |
-216.64 |
-0.6% |
34,312.96 |
High |
34,951.35 |
34,611.24 |
-340.11 |
-1.0% |
34,975.19 |
Low |
34,486.51 |
34,318.94 |
-167.57 |
-0.5% |
33,821.58 |
Close |
34,496.06 |
34,378.34 |
-117.72 |
-0.3% |
34,746.25 |
Range |
464.84 |
292.30 |
-172.54 |
-37.1% |
1,153.61 |
ATR |
437.81 |
427.42 |
-10.39 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,313.07 |
35,138.01 |
34,539.11 |
|
R3 |
35,020.77 |
34,845.71 |
34,458.72 |
|
R2 |
34,728.47 |
34,728.47 |
34,431.93 |
|
R1 |
34,553.41 |
34,553.41 |
34,405.13 |
34,494.79 |
PP |
34,436.17 |
34,436.17 |
34,436.17 |
34,406.87 |
S1 |
34,261.11 |
34,261.11 |
34,351.55 |
34,202.49 |
S2 |
34,143.87 |
34,143.87 |
34,324.75 |
|
S3 |
33,851.57 |
33,968.81 |
34,297.96 |
|
S4 |
33,559.27 |
33,676.51 |
34,217.58 |
|
|
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 |
3.3% |
394.11 |
1.1% |
47% |
False |
False |
55,409,355 |
10 |
34,975.19 |
33,785.54 |
1,189.65 |
3.5% |
470.22 |
1.4% |
50% |
False |
False |
27,704,677 |
20 |
35,061.12 |
33,613.03 |
1,448.09 |
4.2% |
452.79 |
1.3% |
53% |
False |
False |
13,852,338 |
40 |
35,510.71 |
33,613.03 |
1,897.68 |
5.5% |
361.05 |
1.1% |
40% |
False |
False |
6,926,169 |
60 |
35,631.19 |
33,613.03 |
2,018.16 |
5.9% |
326.40 |
0.9% |
38% |
False |
False |
4,617,446 |
80 |
35,631.19 |
33,312.07 |
2,319.12 |
6.7% |
324.06 |
0.9% |
46% |
False |
False |
3,463,084 |
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
310.58 |
0.9% |
47% |
False |
False |
2,770,467 |
120 |
35,631.19 |
33,271.93 |
2,359.26 |
6.9% |
317.81 |
0.9% |
47% |
False |
False |
2,308,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,853.52 |
2.618 |
35,376.48 |
1.618 |
35,084.18 |
1.000 |
34,903.54 |
0.618 |
34,791.88 |
HIGH |
34,611.24 |
0.618 |
34,499.58 |
0.500 |
34,465.09 |
0.382 |
34,430.60 |
LOW |
34,318.94 |
0.618 |
34,138.30 |
1.000 |
34,026.64 |
1.618 |
33,846.00 |
2.618 |
33,553.70 |
4.250 |
33,076.67 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
34,465.09 |
34,635.15 |
PP |
34,436.17 |
34,549.54 |
S1 |
34,407.26 |
34,463.94 |
|