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 |
1,764.42 |
1,769.00 |
4.58 |
0.3% |
1,756.63 |
High |
1,783.54 |
1,787.40 |
3.86 |
0.2% |
1,800.09 |
Low |
1,762.95 |
1,766.82 |
3.87 |
0.2% |
1,750.62 |
Close |
1,768.96 |
1,781.60 |
12.64 |
0.7% |
1,767.38 |
Range |
20.59 |
20.58 |
-0.01 |
0.0% |
49.47 |
ATR |
20.40 |
20.41 |
0.01 |
0.1% |
0.00 |
Volume |
6,582 |
6,667 |
85 |
1.3% |
30,282 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.35 |
1,831.55 |
1,792.92 |
|
R3 |
1,819.77 |
1,810.97 |
1,787.26 |
|
R2 |
1,799.19 |
1,799.19 |
1,785.37 |
|
R1 |
1,790.39 |
1,790.39 |
1,783.49 |
1,794.79 |
PP |
1,778.61 |
1,778.61 |
1,778.61 |
1,780.81 |
S1 |
1,769.81 |
1,769.81 |
1,779.71 |
1,774.21 |
S2 |
1,758.03 |
1,758.03 |
1,777.83 |
|
S3 |
1,737.45 |
1,749.23 |
1,775.94 |
|
S4 |
1,716.87 |
1,728.65 |
1,770.28 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.11 |
1,893.71 |
1,794.59 |
|
R3 |
1,871.64 |
1,844.24 |
1,780.98 |
|
R2 |
1,822.17 |
1,822.17 |
1,776.45 |
|
R1 |
1,794.77 |
1,794.77 |
1,771.91 |
1,808.47 |
PP |
1,772.70 |
1,772.70 |
1,772.70 |
1,779.55 |
S1 |
1,745.30 |
1,745.30 |
1,762.85 |
1,759.00 |
S2 |
1,723.23 |
1,723.23 |
1,758.31 |
|
S3 |
1,673.76 |
1,695.83 |
1,753.78 |
|
S4 |
1,624.29 |
1,646.36 |
1,740.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,800.09 |
1,760.48 |
39.61 |
2.2% |
18.88 |
1.1% |
53% |
False |
False |
6,406 |
10 |
1,800.09 |
1,750.62 |
49.47 |
2.8% |
19.60 |
1.1% |
63% |
False |
False |
6,220 |
20 |
1,800.09 |
1,722.02 |
78.07 |
4.4% |
21.01 |
1.2% |
76% |
False |
False |
6,103 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.34 |
1.1% |
54% |
False |
False |
6,180 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.64 |
1.2% |
63% |
False |
False |
6,328 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.87 |
1.1% |
63% |
False |
False |
6,315 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
20.82 |
1.2% |
40% |
False |
False |
6,314 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.30 |
1.2% |
40% |
False |
False |
6,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.87 |
2.618 |
1,841.28 |
1.618 |
1,820.70 |
1.000 |
1,807.98 |
0.618 |
1,800.12 |
HIGH |
1,787.40 |
0.618 |
1,779.54 |
0.500 |
1,777.11 |
0.382 |
1,774.68 |
LOW |
1,766.82 |
0.618 |
1,754.10 |
1.000 |
1,746.24 |
1.618 |
1,733.52 |
2.618 |
1,712.94 |
4.250 |
1,679.36 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,780.10 |
1,779.05 |
PP |
1,778.61 |
1,776.49 |
S1 |
1,777.11 |
1,773.94 |
|