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 |
1,769.00 |
1,781.63 |
12.63 |
0.7% |
1,756.63 |
High |
1,787.40 |
1,788.75 |
1.35 |
0.1% |
1,800.09 |
Low |
1,766.82 |
1,777.45 |
10.63 |
0.6% |
1,750.62 |
Close |
1,781.60 |
1,782.82 |
1.22 |
0.1% |
1,767.38 |
Range |
20.58 |
11.30 |
-9.28 |
-45.1% |
49.47 |
ATR |
20.41 |
19.76 |
-0.65 |
-3.2% |
0.00 |
Volume |
6,667 |
6,485 |
-182 |
-2.7% |
30,282 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.91 |
1,811.16 |
1,789.04 |
|
R3 |
1,805.61 |
1,799.86 |
1,785.93 |
|
R2 |
1,794.31 |
1,794.31 |
1,784.89 |
|
R1 |
1,788.56 |
1,788.56 |
1,783.86 |
1,791.44 |
PP |
1,783.01 |
1,783.01 |
1,783.01 |
1,784.44 |
S1 |
1,777.26 |
1,777.26 |
1,781.78 |
1,780.14 |
S2 |
1,771.71 |
1,771.71 |
1,780.75 |
|
S3 |
1,760.41 |
1,765.96 |
1,779.71 |
|
S4 |
1,749.11 |
1,754.66 |
1,776.61 |
|
|
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 |
1,796.08 |
1,760.48 |
35.60 |
2.0% |
18.53 |
1.0% |
63% |
False |
False |
6,470 |
10 |
1,800.09 |
1,750.62 |
49.47 |
2.8% |
19.40 |
1.1% |
65% |
False |
False |
6,256 |
20 |
1,800.09 |
1,722.02 |
78.07 |
4.4% |
19.79 |
1.1% |
78% |
False |
False |
6,130 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.16 |
1.1% |
55% |
False |
False |
6,174 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.61 |
1.2% |
64% |
False |
False |
6,328 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.68 |
1.1% |
64% |
False |
False |
6,317 |
100 |
1,909.13 |
1,693.69 |
215.44 |
12.1% |
20.71 |
1.2% |
41% |
False |
False |
6,316 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.14 |
1.2% |
40% |
False |
False |
6,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.78 |
2.618 |
1,818.33 |
1.618 |
1,807.03 |
1.000 |
1,800.05 |
0.618 |
1,795.73 |
HIGH |
1,788.75 |
0.618 |
1,784.43 |
0.500 |
1,783.10 |
0.382 |
1,781.77 |
LOW |
1,777.45 |
0.618 |
1,770.47 |
1.000 |
1,766.15 |
1.618 |
1,759.17 |
2.618 |
1,747.87 |
4.250 |
1,729.43 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,783.10 |
1,780.50 |
PP |
1,783.01 |
1,778.17 |
S1 |
1,782.91 |
1,775.85 |
|