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 |
1,807.41 |
1,792.68 |
-14.73 |
-0.8% |
1,767.32 |
High |
1,808.03 |
1,798.54 |
-9.49 |
-0.5% |
1,812.24 |
Low |
1,783.62 |
1,784.36 |
0.74 |
0.0% |
1,760.48 |
Close |
1,792.69 |
1,796.64 |
3.95 |
0.2% |
1,792.20 |
Range |
24.41 |
14.18 |
-10.23 |
-41.9% |
51.76 |
ATR |
20.47 |
20.02 |
-0.45 |
-2.2% |
0.00 |
Volume |
5,832 |
5,693 |
-139 |
-2.4% |
32,991 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.72 |
1,830.36 |
1,804.44 |
|
R3 |
1,821.54 |
1,816.18 |
1,800.54 |
|
R2 |
1,807.36 |
1,807.36 |
1,799.24 |
|
R1 |
1,802.00 |
1,802.00 |
1,797.94 |
1,804.68 |
PP |
1,793.18 |
1,793.18 |
1,793.18 |
1,794.52 |
S1 |
1,787.82 |
1,787.82 |
1,795.34 |
1,790.50 |
S2 |
1,779.00 |
1,779.00 |
1,794.04 |
|
S3 |
1,764.82 |
1,773.64 |
1,792.74 |
|
S4 |
1,750.64 |
1,759.46 |
1,788.84 |
|
|
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 |
1,777.45 |
34.79 |
1.9% |
19.16 |
1.1% |
55% |
False |
False |
6,189 |
10 |
1,812.24 |
1,760.48 |
51.76 |
2.9% |
19.02 |
1.1% |
70% |
False |
False |
6,297 |
20 |
1,812.24 |
1,722.77 |
89.47 |
5.0% |
20.10 |
1.1% |
83% |
False |
False |
6,158 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.43 |
1.1% |
67% |
False |
False |
6,153 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.92 |
1.2% |
74% |
False |
False |
6,279 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.78 |
1.1% |
74% |
False |
False |
6,303 |
100 |
1,902.67 |
1,693.69 |
208.98 |
11.6% |
20.48 |
1.1% |
49% |
False |
False |
6,306 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.02 |
1.2% |
46% |
False |
False |
6,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.81 |
2.618 |
1,835.66 |
1.618 |
1,821.48 |
1.000 |
1,812.72 |
0.618 |
1,807.30 |
HIGH |
1,798.54 |
0.618 |
1,793.12 |
0.500 |
1,791.45 |
0.382 |
1,789.78 |
LOW |
1,784.36 |
0.618 |
1,775.60 |
1.000 |
1,770.18 |
1.618 |
1,761.42 |
2.618 |
1,747.24 |
4.250 |
1,724.10 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,794.91 |
1,796.48 |
PP |
1,793.18 |
1,796.32 |
S1 |
1,791.45 |
1,796.17 |
|