Trading Metrics calculated at close of trading on 29-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,798.7 |
1,801.5 |
2.8 |
0.2% |
1,794.2 |
High |
1,812.7 |
1,802.9 |
-9.8 |
-0.5% |
1,812.7 |
Low |
1,793.1 |
1,772.4 |
-20.7 |
-1.2% |
1,772.4 |
Close |
1,802.6 |
1,783.9 |
-18.7 |
-1.0% |
1,783.9 |
Range |
19.6 |
30.5 |
10.9 |
55.6% |
40.3 |
ATR |
22.5 |
23.1 |
0.6 |
2.5% |
0.0 |
Volume |
220,876 |
254,513 |
33,637 |
15.2% |
1,009,708 |
|
Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.9 |
1,861.4 |
1,800.7 |
|
R3 |
1,847.4 |
1,830.9 |
1,792.3 |
|
R2 |
1,816.9 |
1,816.9 |
1,789.5 |
|
R1 |
1,800.4 |
1,800.4 |
1,786.7 |
1,793.4 |
PP |
1,786.4 |
1,786.4 |
1,786.4 |
1,782.9 |
S1 |
1,769.9 |
1,769.9 |
1,781.1 |
1,762.9 |
S2 |
1,755.9 |
1,755.9 |
1,778.3 |
|
S3 |
1,725.4 |
1,739.4 |
1,775.5 |
|
S4 |
1,694.9 |
1,708.9 |
1,767.1 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.6 |
1,887.5 |
1,806.1 |
|
R3 |
1,870.3 |
1,847.2 |
1,795.0 |
|
R2 |
1,830.0 |
1,830.0 |
1,791.3 |
|
R1 |
1,806.9 |
1,806.9 |
1,787.6 |
1,798.3 |
PP |
1,789.7 |
1,789.7 |
1,789.7 |
1,785.4 |
S1 |
1,766.6 |
1,766.6 |
1,780.2 |
1,758.0 |
S2 |
1,749.4 |
1,749.4 |
1,776.5 |
|
S3 |
1,709.1 |
1,726.3 |
1,772.8 |
|
S4 |
1,668.8 |
1,686.0 |
1,761.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.7 |
1,772.4 |
40.3 |
2.3% |
22.4 |
1.3% |
29% |
False |
True |
201,941 |
10 |
1,815.5 |
1,760.3 |
55.2 |
3.1% |
21.5 |
1.2% |
43% |
False |
False |
195,503 |
20 |
1,815.5 |
1,745.4 |
70.1 |
3.9% |
22.2 |
1.2% |
55% |
False |
False |
188,392 |
40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
24.0 |
1.3% |
54% |
False |
False |
182,970 |
60 |
1,836.9 |
1,675.9 |
161.0 |
9.0% |
24.3 |
1.4% |
67% |
False |
False |
175,950 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
23.0 |
1.3% |
66% |
False |
False |
156,411 |
100 |
1,910.0 |
1,675.9 |
234.1 |
13.1% |
23.7 |
1.3% |
46% |
False |
False |
126,415 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.7 |
1.3% |
44% |
False |
False |
106,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.5 |
2.618 |
1,882.7 |
1.618 |
1,852.2 |
1.000 |
1,833.4 |
0.618 |
1,821.7 |
HIGH |
1,802.9 |
0.618 |
1,791.2 |
0.500 |
1,787.7 |
0.382 |
1,784.1 |
LOW |
1,772.4 |
0.618 |
1,753.6 |
1.000 |
1,741.9 |
1.618 |
1,723.1 |
2.618 |
1,692.6 |
4.250 |
1,642.8 |
|
|
Fisher Pivots for day following 29-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,787.7 |
1,792.6 |
PP |
1,786.4 |
1,789.7 |
S1 |
1,785.2 |
1,786.8 |
|