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 |
113.708 |
114.144 |
0.436 |
0.4% |
114.264 |
High |
114.307 |
114.219 |
-0.088 |
-0.1% |
114.692 |
Low |
113.681 |
113.393 |
-0.288 |
-0.3% |
113.412 |
Close |
114.145 |
113.803 |
-0.342 |
-0.3% |
113.433 |
Range |
0.626 |
0.826 |
0.200 |
31.9% |
1.280 |
ATR |
0.634 |
0.648 |
0.014 |
2.2% |
0.000 |
Volume |
123,404 |
164,768 |
41,364 |
33.5% |
734,080 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.283 |
115.869 |
114.257 |
|
R3 |
115.457 |
115.043 |
114.030 |
|
R2 |
114.631 |
114.631 |
113.954 |
|
R1 |
114.217 |
114.217 |
113.879 |
114.011 |
PP |
113.805 |
113.805 |
113.805 |
113.702 |
S1 |
113.391 |
113.391 |
113.727 |
113.185 |
S2 |
112.979 |
112.979 |
113.652 |
|
S3 |
112.153 |
112.565 |
113.576 |
|
S4 |
111.327 |
111.739 |
113.349 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.686 |
116.839 |
114.137 |
|
R3 |
116.406 |
115.559 |
113.785 |
|
R2 |
115.126 |
115.126 |
113.668 |
|
R1 |
114.279 |
114.279 |
113.550 |
114.063 |
PP |
113.846 |
113.846 |
113.846 |
113.737 |
S1 |
112.999 |
112.999 |
113.316 |
112.783 |
S2 |
112.566 |
112.566 |
113.198 |
|
S3 |
111.286 |
111.719 |
113.081 |
|
S4 |
110.006 |
110.439 |
112.729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114.410 |
113.393 |
1.017 |
0.9% |
0.691 |
0.6% |
40% |
False |
True |
156,501 |
10 |
114.692 |
113.209 |
1.483 |
1.3% |
0.640 |
0.6% |
40% |
False |
False |
148,246 |
20 |
114.692 |
110.824 |
3.868 |
3.4% |
0.669 |
0.6% |
77% |
False |
False |
158,321 |
40 |
114.692 |
109.113 |
5.579 |
4.9% |
0.609 |
0.5% |
84% |
False |
False |
144,719 |
60 |
114.692 |
108.722 |
5.970 |
5.2% |
0.574 |
0.5% |
85% |
False |
False |
140,433 |
80 |
114.692 |
108.722 |
5.970 |
5.2% |
0.576 |
0.5% |
85% |
False |
False |
141,419 |
100 |
114.692 |
108.722 |
5.970 |
5.2% |
0.566 |
0.5% |
85% |
False |
False |
139,084 |
120 |
114.692 |
108.352 |
6.340 |
5.6% |
0.567 |
0.5% |
86% |
False |
False |
138,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.730 |
2.618 |
116.381 |
1.618 |
115.555 |
1.000 |
115.045 |
0.618 |
114.729 |
HIGH |
114.219 |
0.618 |
113.903 |
0.500 |
113.806 |
0.382 |
113.709 |
LOW |
113.393 |
0.618 |
112.883 |
1.000 |
112.567 |
1.618 |
112.057 |
2.618 |
111.231 |
4.250 |
109.883 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
113.806 |
113.850 |
PP |
113.805 |
113.834 |
S1 |
113.804 |
113.819 |
|