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 |
1,794.2 |
1,808.7 |
14.5 |
0.8% |
1,767.5 |
High |
1,811.5 |
1,809.8 |
-1.7 |
-0.1% |
1,815.5 |
Low |
1,793.0 |
1,783.0 |
-10.0 |
-0.6% |
1,760.3 |
Close |
1,806.8 |
1,793.4 |
-13.4 |
-0.7% |
1,796.3 |
Range |
18.5 |
26.8 |
8.3 |
44.9% |
55.2 |
ATR |
22.9 |
23.2 |
0.3 |
1.2% |
0.0 |
Volume |
153,589 |
197,929 |
44,340 |
28.9% |
945,330 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.8 |
1,861.4 |
1,808.1 |
|
R3 |
1,849.0 |
1,834.6 |
1,800.8 |
|
R2 |
1,822.2 |
1,822.2 |
1,798.3 |
|
R1 |
1,807.8 |
1,807.8 |
1,795.9 |
1,801.6 |
PP |
1,795.4 |
1,795.4 |
1,795.4 |
1,792.3 |
S1 |
1,781.0 |
1,781.0 |
1,790.9 |
1,774.8 |
S2 |
1,768.6 |
1,768.6 |
1,788.5 |
|
S3 |
1,741.8 |
1,754.2 |
1,786.0 |
|
S4 |
1,715.0 |
1,727.4 |
1,778.7 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,956.3 |
1,931.5 |
1,826.7 |
|
R3 |
1,901.1 |
1,876.3 |
1,811.5 |
|
R2 |
1,845.9 |
1,845.9 |
1,806.4 |
|
R1 |
1,821.1 |
1,821.1 |
1,801.4 |
1,833.5 |
PP |
1,790.7 |
1,790.7 |
1,790.7 |
1,796.9 |
S1 |
1,765.9 |
1,765.9 |
1,791.2 |
1,778.3 |
S2 |
1,735.5 |
1,735.5 |
1,786.2 |
|
S3 |
1,680.3 |
1,710.7 |
1,781.1 |
|
S4 |
1,625.1 |
1,655.5 |
1,765.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.5 |
1,767.1 |
48.4 |
2.7% |
22.7 |
1.3% |
54% |
False |
False |
195,427 |
10 |
1,815.5 |
1,757.9 |
57.6 |
3.2% |
23.5 |
1.3% |
62% |
False |
False |
196,317 |
20 |
1,815.5 |
1,721.1 |
94.4 |
5.3% |
23.0 |
1.3% |
77% |
False |
False |
184,230 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.4 |
1.3% |
62% |
False |
False |
177,103 |
60 |
1,836.9 |
1,675.9 |
161.0 |
9.0% |
24.1 |
1.3% |
73% |
False |
False |
173,613 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
23.0 |
1.3% |
72% |
False |
False |
148,881 |
100 |
1,910.1 |
1,675.9 |
234.2 |
13.1% |
23.6 |
1.3% |
50% |
False |
False |
119,948 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.7 |
1.3% |
48% |
False |
False |
100,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,923.7 |
2.618 |
1,880.0 |
1.618 |
1,853.2 |
1.000 |
1,836.6 |
0.618 |
1,826.4 |
HIGH |
1,809.8 |
0.618 |
1,799.6 |
0.500 |
1,796.4 |
0.382 |
1,793.2 |
LOW |
1,783.0 |
0.618 |
1,766.4 |
1.000 |
1,756.2 |
1.618 |
1,739.6 |
2.618 |
1,712.8 |
4.250 |
1,669.1 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,796.4 |
1,799.3 |
PP |
1,795.4 |
1,797.3 |
S1 |
1,794.4 |
1,795.4 |
|