Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,792.21 |
1,807.41 |
15.20 |
0.8% |
1,767.32 |
High |
1,808.71 |
1,808.03 |
-0.68 |
0.0% |
1,812.24 |
Low |
1,792.21 |
1,783.62 |
-8.59 |
-0.5% |
1,760.48 |
Close |
1,807.39 |
1,792.69 |
-14.70 |
-0.8% |
1,792.20 |
Range |
16.50 |
24.41 |
7.91 |
47.9% |
51.76 |
ATR |
20.17 |
20.47 |
0.30 |
1.5% |
0.00 |
Volume |
6,129 |
5,832 |
-297 |
-4.8% |
32,991 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.01 |
1,854.76 |
1,806.12 |
|
R3 |
1,843.60 |
1,830.35 |
1,799.40 |
|
R2 |
1,819.19 |
1,819.19 |
1,797.17 |
|
R1 |
1,805.94 |
1,805.94 |
1,794.93 |
1,800.36 |
PP |
1,794.78 |
1,794.78 |
1,794.78 |
1,791.99 |
S1 |
1,781.53 |
1,781.53 |
1,790.45 |
1,775.95 |
S2 |
1,770.37 |
1,770.37 |
1,788.21 |
|
S3 |
1,745.96 |
1,757.12 |
1,785.98 |
|
S4 |
1,721.55 |
1,732.71 |
1,779.26 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.59 |
1,919.65 |
1,820.67 |
|
R3 |
1,891.83 |
1,867.89 |
1,806.43 |
|
R2 |
1,840.07 |
1,840.07 |
1,801.69 |
|
R1 |
1,816.13 |
1,816.13 |
1,796.94 |
1,828.10 |
PP |
1,788.31 |
1,788.31 |
1,788.31 |
1,794.29 |
S1 |
1,764.37 |
1,764.37 |
1,787.46 |
1,776.34 |
S2 |
1,736.55 |
1,736.55 |
1,782.71 |
|
S3 |
1,684.79 |
1,712.61 |
1,777.97 |
|
S4 |
1,633.03 |
1,660.85 |
1,763.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.24 |
1,766.82 |
45.42 |
2.5% |
20.44 |
1.1% |
57% |
False |
False |
6,383 |
10 |
1,812.24 |
1,759.51 |
52.73 |
2.9% |
21.13 |
1.2% |
63% |
False |
False |
6,316 |
20 |
1,812.24 |
1,722.02 |
90.22 |
5.0% |
20.57 |
1.1% |
78% |
False |
False |
6,177 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.44 |
1.1% |
64% |
False |
False |
6,166 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.79 |
1.2% |
71% |
False |
False |
6,301 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.89 |
1.1% |
71% |
False |
False |
6,311 |
100 |
1,902.67 |
1,693.69 |
208.98 |
11.7% |
20.52 |
1.1% |
47% |
False |
False |
6,314 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.13 |
1.2% |
45% |
False |
False |
6,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.77 |
2.618 |
1,871.94 |
1.618 |
1,847.53 |
1.000 |
1,832.44 |
0.618 |
1,823.12 |
HIGH |
1,808.03 |
0.618 |
1,798.71 |
0.500 |
1,795.83 |
0.382 |
1,792.94 |
LOW |
1,783.62 |
0.618 |
1,768.53 |
1.000 |
1,759.21 |
1.618 |
1,744.12 |
2.618 |
1,719.71 |
4.250 |
1,679.88 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,795.83 |
1,797.54 |
PP |
1,794.78 |
1,795.92 |
S1 |
1,793.74 |
1,794.31 |
|