Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
3,806.1450 |
4,109.0610 |
302.9160 |
8.0% |
3,552.0000 |
High |
4,136.4520 |
4,363.8850 |
227.4330 |
5.5% |
3,899.4490 |
Low |
3,801.8080 |
4,031.8630 |
230.0550 |
6.1% |
3,382.3540 |
Close |
4,109.6850 |
4,089.5280 |
-20.1570 |
-0.5% |
3,882.2370 |
Range |
334.6440 |
332.0220 |
-2.6220 |
-0.8% |
517.0950 |
ATR |
240.8234 |
247.3376 |
6.5142 |
2.7% |
0.0000 |
Volume |
454,929 |
66 |
-454,863 |
-100.0% |
1,379,680 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,157.8247 |
4,955.6983 |
4,272.1401 |
|
R3 |
4,825.8027 |
4,623.6763 |
4,180.8341 |
|
R2 |
4,493.7807 |
4,493.7807 |
4,150.3987 |
|
R1 |
4,291.6543 |
4,291.6543 |
4,119.9634 |
4,226.7065 |
PP |
4,161.7587 |
4,161.7587 |
4,161.7587 |
4,129.2848 |
S1 |
3,959.6323 |
3,959.6323 |
4,059.0927 |
3,894.6845 |
S2 |
3,829.7367 |
3,829.7367 |
4,028.6573 |
|
S3 |
3,497.7147 |
3,627.6103 |
3,998.2220 |
|
S4 |
3,165.6927 |
3,295.5883 |
3,906.9159 |
|
|
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 |
4,363.8850 |
3,680.3850 |
683.5000 |
16.7% |
250.1752 |
6.1% |
60% |
True |
False |
92,938 |
10 |
4,363.8850 |
3,382.3540 |
981.5310 |
24.0% |
218.2324 |
5.3% |
72% |
True |
False |
221,588 |
20 |
4,363.8850 |
2,742.6620 |
1,621.2230 |
39.6% |
240.8816 |
5.9% |
83% |
True |
False |
441,444 |
40 |
4,363.8850 |
2,657.0130 |
1,706.8720 |
41.7% |
271.4040 |
6.6% |
84% |
True |
False |
692,986 |
60 |
4,363.8850 |
2,269.0400 |
2,094.8450 |
51.2% |
252.2874 |
6.2% |
87% |
True |
False |
837,374 |
80 |
4,363.8850 |
1,721.5890 |
2,642.2960 |
64.6% |
230.1797 |
5.6% |
90% |
True |
False |
939,304 |
100 |
4,363.8850 |
1,709.6900 |
2,654.1950 |
64.9% |
232.4601 |
5.7% |
90% |
True |
False |
1,016,284 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
65.1% |
282.3170 |
6.9% |
89% |
False |
False |
1,080,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,774.9785 |
2.618 |
5,233.1186 |
1.618 |
4,901.0966 |
1.000 |
4,695.9070 |
0.618 |
4,569.0746 |
HIGH |
4,363.8850 |
0.618 |
4,237.0526 |
0.500 |
4,197.8740 |
0.382 |
4,158.6954 |
LOW |
4,031.8630 |
0.618 |
3,826.6734 |
1.000 |
3,699.8410 |
1.618 |
3,494.6514 |
2.618 |
3,162.6294 |
4.250 |
2,620.7695 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,197.8740 |
4,073.0502 |
PP |
4,161.7587 |
4,056.5723 |
S1 |
4,125.6433 |
4,040.0945 |
|