| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
114.264 |
114.313 |
0.049 |
0.0% |
112.159 |
| High |
114.447 |
114.393 |
-0.054 |
0.0% |
114.459 |
| Low |
114.014 |
113.882 |
-0.132 |
-0.1% |
112.084 |
| Close |
114.314 |
114.374 |
0.060 |
0.1% |
114.221 |
| Range |
0.433 |
0.511 |
0.078 |
18.0% |
2.375 |
| ATR |
0.635 |
0.626 |
-0.009 |
-1.4% |
0.000 |
| Volume |
134,398 |
120,879 |
-13,519 |
-10.1% |
806,615 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.749 |
115.573 |
114.655 |
|
| R3 |
115.238 |
115.062 |
114.515 |
|
| R2 |
114.727 |
114.727 |
114.468 |
|
| R1 |
114.551 |
114.551 |
114.421 |
114.639 |
| PP |
114.216 |
114.216 |
114.216 |
114.261 |
| S1 |
114.040 |
114.040 |
114.327 |
114.128 |
| S2 |
113.705 |
113.705 |
114.280 |
|
| S3 |
113.194 |
113.529 |
114.233 |
|
| S4 |
112.683 |
113.018 |
114.093 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.713 |
119.842 |
115.527 |
|
| R3 |
118.338 |
117.467 |
114.874 |
|
| R2 |
115.963 |
115.963 |
114.656 |
|
| R1 |
115.092 |
115.092 |
114.439 |
115.528 |
| PP |
113.588 |
113.588 |
113.588 |
113.806 |
| S1 |
112.717 |
112.717 |
114.003 |
113.153 |
| S2 |
111.213 |
111.213 |
113.786 |
|
| S3 |
108.838 |
110.342 |
113.568 |
|
| S4 |
106.463 |
107.967 |
112.915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.459 |
113.209 |
1.250 |
1.1% |
0.581 |
0.5% |
93% |
False |
False |
150,322 |
| 10 |
114.459 |
111.201 |
3.258 |
2.8% |
0.674 |
0.6% |
97% |
False |
False |
155,772 |
| 20 |
114.459 |
109.121 |
5.338 |
4.7% |
0.667 |
0.6% |
98% |
False |
False |
157,741 |
| 40 |
114.459 |
109.113 |
5.346 |
4.7% |
0.570 |
0.5% |
98% |
False |
False |
141,029 |
| 60 |
114.459 |
108.722 |
5.737 |
5.0% |
0.563 |
0.5% |
99% |
False |
False |
139,791 |
| 80 |
114.459 |
108.722 |
5.737 |
5.0% |
0.566 |
0.5% |
99% |
False |
False |
139,476 |
| 100 |
114.459 |
108.722 |
5.737 |
5.0% |
0.561 |
0.5% |
99% |
False |
False |
137,467 |
| 120 |
114.459 |
108.339 |
6.120 |
5.4% |
0.563 |
0.5% |
99% |
False |
False |
137,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.565 |
|
2.618 |
115.731 |
|
1.618 |
115.220 |
|
1.000 |
114.904 |
|
0.618 |
114.709 |
|
HIGH |
114.393 |
|
0.618 |
114.198 |
|
0.500 |
114.138 |
|
0.382 |
114.077 |
|
LOW |
113.882 |
|
0.618 |
113.566 |
|
1.000 |
113.371 |
|
1.618 |
113.055 |
|
2.618 |
112.544 |
|
4.250 |
111.710 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
114.295 |
114.255 |
| PP |
114.216 |
114.136 |
| S1 |
114.138 |
114.017 |
|