Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,736.2570 |
3,806.1450 |
69.8880 |
1.9% |
3,552.0000 |
High |
3,853.3740 |
4,136.4520 |
283.0780 |
7.3% |
3,899.4490 |
Low |
3,716.3040 |
3,801.8080 |
85.5040 |
2.3% |
3,382.3540 |
Close |
3,806.1450 |
4,109.6850 |
303.5400 |
8.0% |
3,882.2370 |
Range |
137.0700 |
334.6440 |
197.5740 |
144.1% |
517.0950 |
ATR |
233.6064 |
240.8234 |
7.2170 |
3.1% |
0.0000 |
Volume |
47 |
454,929 |
454,882 |
967,834.0% |
1,379,680 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,019.9137 |
4,899.4433 |
4,293.7392 |
|
R3 |
4,685.2697 |
4,564.7993 |
4,201.7121 |
|
R2 |
4,350.6257 |
4,350.6257 |
4,171.0364 |
|
R1 |
4,230.1553 |
4,230.1553 |
4,140.3607 |
4,290.3905 |
PP |
4,015.9817 |
4,015.9817 |
4,015.9817 |
4,046.0993 |
S1 |
3,895.5113 |
3,895.5113 |
4,079.0093 |
3,955.7465 |
S2 |
3,681.3377 |
3,681.3377 |
4,048.3336 |
|
S3 |
3,346.6937 |
3,560.8673 |
4,017.6579 |
|
S4 |
3,012.0497 |
3,226.2233 |
3,925.6308 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,272.6317 |
5,094.5293 |
4,166.6393 |
|
R3 |
4,755.5367 |
4,577.4343 |
4,024.4381 |
|
R2 |
4,238.4417 |
4,238.4417 |
3,977.0378 |
|
R1 |
4,060.3393 |
4,060.3393 |
3,929.6374 |
4,149.3905 |
PP |
3,721.3467 |
3,721.3467 |
3,721.3467 |
3,765.8723 |
S1 |
3,543.2443 |
3,543.2443 |
3,834.8366 |
3,632.2955 |
S2 |
3,204.2517 |
3,204.2517 |
3,787.4363 |
|
S3 |
2,687.1567 |
3,026.1493 |
3,740.0359 |
|
S4 |
2,170.0617 |
2,509.0543 |
3,597.8348 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,136.4520 |
3,569.0420 |
567.4100 |
13.8% |
234.2938 |
5.7% |
95% |
True |
False |
185,652 |
10 |
4,136.4520 |
3,382.3540 |
754.0980 |
18.3% |
201.5933 |
4.9% |
96% |
True |
False |
268,167 |
20 |
4,136.4520 |
2,742.6620 |
1,393.7900 |
33.9% |
232.1015 |
5.6% |
98% |
True |
False |
492,840 |
40 |
4,136.4520 |
2,657.0130 |
1,479.4390 |
36.0% |
267.2334 |
6.5% |
98% |
True |
False |
710,091 |
60 |
4,136.4520 |
2,242.8360 |
1,893.6160 |
46.1% |
248.4171 |
6.0% |
99% |
True |
False |
858,156 |
80 |
4,136.4520 |
1,721.5890 |
2,414.8630 |
58.8% |
228.2484 |
5.6% |
99% |
True |
False |
957,779 |
100 |
4,136.4520 |
1,709.6900 |
2,426.7620 |
59.0% |
231.2008 |
5.6% |
99% |
True |
False |
1,025,602 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
64.8% |
284.5224 |
6.9% |
90% |
False |
False |
1,089,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,558.6890 |
2.618 |
5,012.5500 |
1.618 |
4,677.9060 |
1.000 |
4,471.0960 |
0.618 |
4,343.2620 |
HIGH |
4,136.4520 |
0.618 |
4,008.6180 |
0.500 |
3,969.1300 |
0.382 |
3,929.6420 |
LOW |
3,801.8080 |
0.618 |
3,594.9980 |
1.000 |
3,467.1640 |
1.618 |
3,260.3540 |
2.618 |
2,925.7100 |
4.250 |
2,379.5710 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,062.8333 |
4,042.5962 |
PP |
4,015.9817 |
3,975.5073 |
S1 |
3,969.1300 |
3,908.4185 |
|