Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,792.68 |
1,796.63 |
3.95 |
0.2% |
1,767.32 |
High |
1,798.54 |
1,804.80 |
6.26 |
0.3% |
1,812.24 |
Low |
1,784.36 |
1,794.36 |
10.00 |
0.6% |
1,760.48 |
Close |
1,796.64 |
1,798.60 |
1.96 |
0.1% |
1,792.20 |
Range |
14.18 |
10.44 |
-3.74 |
-26.4% |
51.76 |
ATR |
20.02 |
19.34 |
-0.68 |
-3.4% |
0.00 |
Volume |
5,693 |
5,504 |
-189 |
-3.3% |
32,991 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.57 |
1,825.03 |
1,804.34 |
|
R3 |
1,820.13 |
1,814.59 |
1,801.47 |
|
R2 |
1,809.69 |
1,809.69 |
1,800.51 |
|
R1 |
1,804.15 |
1,804.15 |
1,799.56 |
1,806.92 |
PP |
1,799.25 |
1,799.25 |
1,799.25 |
1,800.64 |
S1 |
1,793.71 |
1,793.71 |
1,797.64 |
1,796.48 |
S2 |
1,788.81 |
1,788.81 |
1,796.69 |
|
S3 |
1,778.37 |
1,783.27 |
1,795.73 |
|
S4 |
1,767.93 |
1,772.83 |
1,792.86 |
|
|
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 |
1,782.83 |
29.41 |
1.6% |
18.99 |
1.1% |
54% |
False |
False |
5,992 |
10 |
1,812.24 |
1,760.48 |
51.76 |
2.9% |
18.76 |
1.0% |
74% |
False |
False |
6,231 |
20 |
1,812.24 |
1,746.60 |
65.64 |
3.6% |
18.66 |
1.0% |
79% |
False |
False |
6,130 |
40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.44 |
1.1% |
69% |
False |
False |
6,137 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.70 |
1.2% |
75% |
False |
False |
6,255 |
80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.73 |
1.1% |
75% |
False |
False |
6,296 |
100 |
1,902.25 |
1,693.69 |
208.56 |
11.6% |
20.42 |
1.1% |
50% |
False |
False |
6,294 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
20.99 |
1.2% |
47% |
False |
False |
6,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,849.17 |
2.618 |
1,832.13 |
1.618 |
1,821.69 |
1.000 |
1,815.24 |
0.618 |
1,811.25 |
HIGH |
1,804.80 |
0.618 |
1,800.81 |
0.500 |
1,799.58 |
0.382 |
1,798.35 |
LOW |
1,794.36 |
0.618 |
1,787.91 |
1.000 |
1,783.92 |
1.618 |
1,777.47 |
2.618 |
1,767.03 |
4.250 |
1,749.99 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,799.58 |
1,797.68 |
PP |
1,799.25 |
1,796.75 |
S1 |
1,798.93 |
1,795.83 |
|