Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,146.5 |
4,159.5 |
13.0 |
0.3% |
4,041.0 |
High |
4,159.5 |
4,168.0 |
8.5 |
0.2% |
4,175.0 |
Low |
4,138.5 |
4,131.5 |
-7.0 |
-0.2% |
4,004.0 |
Close |
4,158.5 |
4,162.0 |
3.5 |
0.1% |
4,169.0 |
Range |
21.0 |
36.5 |
15.5 |
73.8% |
171.0 |
ATR |
60.6 |
58.8 |
-1.7 |
-2.8% |
0.0 |
Volume |
454,841 |
467,561 |
12,720 |
2.8% |
3,146,550 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.3 |
4,249.2 |
4,182.1 |
|
R3 |
4,226.8 |
4,212.7 |
4,172.0 |
|
R2 |
4,190.3 |
4,190.3 |
4,168.7 |
|
R1 |
4,176.2 |
4,176.2 |
4,165.3 |
4,183.3 |
PP |
4,153.8 |
4,153.8 |
4,153.8 |
4,157.4 |
S1 |
4,139.7 |
4,139.7 |
4,158.7 |
4,146.8 |
S2 |
4,117.3 |
4,117.3 |
4,155.3 |
|
S3 |
4,080.8 |
4,103.2 |
4,152.0 |
|
S4 |
4,044.3 |
4,066.7 |
4,141.9 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,629.0 |
4,570.0 |
4,263.1 |
|
R3 |
4,458.0 |
4,399.0 |
4,216.0 |
|
R2 |
4,287.0 |
4,287.0 |
4,200.4 |
|
R1 |
4,228.0 |
4,228.0 |
4,184.7 |
4,257.5 |
PP |
4,116.0 |
4,116.0 |
4,116.0 |
4,130.8 |
S1 |
4,057.0 |
4,057.0 |
4,153.3 |
4,086.5 |
S2 |
3,945.0 |
3,945.0 |
4,137.7 |
|
S3 |
3,774.0 |
3,886.0 |
4,122.0 |
|
S4 |
3,603.0 |
3,715.0 |
4,075.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,175.0 |
4,085.5 |
89.5 |
2.2% |
42.0 |
1.0% |
85% |
False |
False |
593,570 |
10 |
4,175.0 |
4,004.0 |
171.0 |
4.1% |
45.2 |
1.1% |
92% |
False |
False |
605,038 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.0% |
61.6 |
1.5% |
85% |
False |
False |
717,605 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
57.2 |
1.4% |
78% |
False |
False |
605,373 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
46.8 |
1.1% |
78% |
False |
False |
409,408 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
45.6 |
1.1% |
82% |
False |
False |
307,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.1 |
2.618 |
4,263.6 |
1.618 |
4,227.1 |
1.000 |
4,204.5 |
0.618 |
4,190.6 |
HIGH |
4,168.0 |
0.618 |
4,154.1 |
0.500 |
4,149.8 |
0.382 |
4,145.4 |
LOW |
4,131.5 |
0.618 |
4,108.9 |
1.000 |
4,095.0 |
1.618 |
4,072.4 |
2.618 |
4,035.9 |
4.250 |
3,976.4 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,157.9 |
4,156.8 |
PP |
4,153.8 |
4,151.7 |
S1 |
4,149.8 |
4,146.5 |
|