Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,179.5270 |
4,263.8860 |
84.3590 |
2.0% |
3,882.2610 |
High |
4,291.6280 |
4,299.5890 |
7.9610 |
0.2% |
4,363.8850 |
Low |
4,136.3320 |
3,945.5320 |
-190.8000 |
-4.6% |
3,680.3850 |
Close |
4,261.8620 |
3,985.2340 |
-276.6280 |
-6.5% |
3,974.8740 |
Range |
155.2960 |
354.0570 |
198.7610 |
128.0% |
683.5000 |
ATR |
245.6911 |
253.4315 |
7.7404 |
3.2% |
0.0000 |
Volume |
3,565 |
541,821 |
538,256 |
15,098.3% |
465,740 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,138.9560 |
4,916.1520 |
4,179.9654 |
|
R3 |
4,784.8990 |
4,562.0950 |
4,082.5997 |
|
R2 |
4,430.8420 |
4,430.8420 |
4,050.1445 |
|
R1 |
4,208.0380 |
4,208.0380 |
4,017.6892 |
4,142.4115 |
PP |
4,076.7850 |
4,076.7850 |
4,076.7850 |
4,043.9718 |
S1 |
3,853.9810 |
3,853.9810 |
3,952.7788 |
3,788.3545 |
S2 |
3,722.7280 |
3,722.7280 |
3,920.3236 |
|
S3 |
3,368.6710 |
3,499.9240 |
3,887.8683 |
|
S4 |
3,014.6140 |
3,145.8670 |
3,790.5027 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,056.8813 |
5,699.3777 |
4,350.7990 |
|
R3 |
5,373.3813 |
5,015.8777 |
4,162.8365 |
|
R2 |
4,689.8813 |
4,689.8813 |
4,100.1823 |
|
R1 |
4,332.3777 |
4,332.3777 |
4,037.5282 |
4,511.1295 |
PP |
4,006.3813 |
4,006.3813 |
4,006.3813 |
4,095.7573 |
S1 |
3,648.8777 |
3,648.8777 |
3,912.2198 |
3,827.6295 |
S2 |
3,322.8813 |
3,322.8813 |
3,849.5657 |
|
S3 |
2,639.3813 |
2,965.3777 |
3,786.9115 |
|
S4 |
1,955.8813 |
2,281.8777 |
3,598.9490 |
|
|
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 |
3,901.3670 |
462.5180 |
11.6% |
282.3348 |
7.1% |
18% |
False |
False |
110,418 |
10 |
4,363.8850 |
3,569.0420 |
794.8430 |
19.9% |
258.3143 |
6.5% |
52% |
False |
False |
148,035 |
20 |
4,363.8850 |
2,807.0740 |
1,556.8110 |
39.1% |
233.8340 |
5.9% |
76% |
False |
False |
308,706 |
40 |
4,363.8850 |
2,657.0130 |
1,706.8720 |
42.8% |
276.4842 |
6.9% |
78% |
False |
False |
633,465 |
60 |
4,363.8850 |
2,461.2590 |
1,902.6260 |
47.7% |
259.0453 |
6.5% |
80% |
False |
False |
767,226 |
80 |
4,363.8850 |
1,721.5890 |
2,642.2960 |
66.3% |
235.4094 |
5.9% |
86% |
False |
False |
885,557 |
100 |
4,363.8850 |
1,709.6900 |
2,654.1950 |
66.6% |
232.6389 |
5.8% |
86% |
False |
False |
983,586 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
66.8% |
282.7244 |
7.1% |
86% |
False |
False |
1,051,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,804.3313 |
2.618 |
5,226.5102 |
1.618 |
4,872.4532 |
1.000 |
4,653.6460 |
0.618 |
4,518.3962 |
HIGH |
4,299.5890 |
0.618 |
4,164.3392 |
0.500 |
4,122.5605 |
0.382 |
4,080.7818 |
LOW |
3,945.5320 |
0.618 |
3,726.7248 |
1.000 |
3,591.4750 |
1.618 |
3,372.6678 |
2.618 |
3,018.6108 |
4.250 |
2,440.7898 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,122.5605 |
4,114.8610 |
PP |
4,076.7850 |
4,071.6520 |
S1 |
4,031.0095 |
4,028.4430 |
|