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 |
1,808.7 |
1,795.0 |
-13.7 |
-0.8% |
1,767.5 |
High |
1,809.8 |
1,801.0 |
-8.8 |
-0.5% |
1,815.5 |
Low |
1,783.0 |
1,784.3 |
1.3 |
0.1% |
1,760.3 |
Close |
1,793.4 |
1,798.8 |
5.4 |
0.3% |
1,796.3 |
Range |
26.8 |
16.7 |
-10.1 |
-37.7% |
55.2 |
ATR |
23.2 |
22.7 |
-0.5 |
-2.0% |
0.0 |
Volume |
197,929 |
182,801 |
-15,128 |
-7.6% |
945,330 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.8 |
1,838.5 |
1,808.0 |
|
R3 |
1,828.1 |
1,821.8 |
1,803.4 |
|
R2 |
1,811.4 |
1,811.4 |
1,801.9 |
|
R1 |
1,805.1 |
1,805.1 |
1,800.3 |
1,808.3 |
PP |
1,794.7 |
1,794.7 |
1,794.7 |
1,796.3 |
S1 |
1,788.4 |
1,788.4 |
1,797.3 |
1,791.6 |
S2 |
1,778.0 |
1,778.0 |
1,795.7 |
|
S3 |
1,761.3 |
1,771.7 |
1,794.2 |
|
S4 |
1,744.6 |
1,755.0 |
1,789.6 |
|
|
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 |
1,776.8 |
38.7 |
2.2% |
21.5 |
1.2% |
57% |
False |
False |
197,172 |
10 |
1,815.5 |
1,760.3 |
55.2 |
3.1% |
21.2 |
1.2% |
70% |
False |
False |
184,693 |
20 |
1,815.5 |
1,721.8 |
93.7 |
5.2% |
22.6 |
1.3% |
82% |
False |
False |
184,500 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
23.4 |
1.3% |
67% |
False |
False |
177,413 |
60 |
1,836.9 |
1,675.9 |
161.0 |
9.0% |
24.2 |
1.3% |
76% |
False |
False |
174,935 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.9 |
1.3% |
75% |
False |
False |
151,044 |
100 |
1,910.1 |
1,675.9 |
234.2 |
13.0% |
23.5 |
1.3% |
52% |
False |
False |
121,733 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.6 |
1.3% |
50% |
False |
False |
102,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.0 |
2.618 |
1,844.7 |
1.618 |
1,828.0 |
1.000 |
1,817.7 |
0.618 |
1,811.3 |
HIGH |
1,801.0 |
0.618 |
1,794.6 |
0.500 |
1,792.7 |
0.382 |
1,790.7 |
LOW |
1,784.3 |
0.618 |
1,774.0 |
1.000 |
1,767.6 |
1.618 |
1,757.3 |
2.618 |
1,740.6 |
4.250 |
1,713.3 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,796.8 |
1,798.3 |
PP |
1,794.7 |
1,797.8 |
S1 |
1,792.7 |
1,797.3 |
|