Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,159.5 |
4,154.0 |
-5.5 |
-0.1% |
4,041.0 |
High |
4,168.0 |
4,163.0 |
-5.0 |
-0.1% |
4,175.0 |
Low |
4,131.5 |
4,127.0 |
-4.5 |
-0.1% |
4,004.0 |
Close |
4,162.0 |
4,144.5 |
-17.5 |
-0.4% |
4,169.0 |
Range |
36.5 |
36.0 |
-0.5 |
-1.4% |
171.0 |
ATR |
58.8 |
57.2 |
-1.6 |
-2.8% |
0.0 |
Volume |
467,561 |
572,628 |
105,067 |
22.5% |
3,146,550 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,252.8 |
4,234.7 |
4,164.3 |
|
R3 |
4,216.8 |
4,198.7 |
4,154.4 |
|
R2 |
4,180.8 |
4,180.8 |
4,151.1 |
|
R1 |
4,162.7 |
4,162.7 |
4,147.8 |
4,153.8 |
PP |
4,144.8 |
4,144.8 |
4,144.8 |
4,140.4 |
S1 |
4,126.7 |
4,126.7 |
4,141.2 |
4,117.8 |
S2 |
4,108.8 |
4,108.8 |
4,137.9 |
|
S3 |
4,072.8 |
4,090.7 |
4,134.6 |
|
S4 |
4,036.8 |
4,054.7 |
4,124.7 |
|
|
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 |
4,119.0 |
56.0 |
1.4% |
37.1 |
0.9% |
46% |
False |
False |
562,574 |
10 |
4,175.0 |
4,004.0 |
171.0 |
4.1% |
43.3 |
1.0% |
82% |
False |
False |
582,790 |
20 |
4,200.5 |
3,949.5 |
251.0 |
6.1% |
61.0 |
1.5% |
78% |
False |
False |
713,296 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
57.8 |
1.4% |
72% |
False |
False |
618,989 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.6% |
46.8 |
1.1% |
72% |
False |
False |
418,933 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
45.4 |
1.1% |
77% |
False |
False |
314,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,316.0 |
2.618 |
4,257.2 |
1.618 |
4,221.2 |
1.000 |
4,199.0 |
0.618 |
4,185.2 |
HIGH |
4,163.0 |
0.618 |
4,149.2 |
0.500 |
4,145.0 |
0.382 |
4,140.8 |
LOW |
4,127.0 |
0.618 |
4,104.8 |
1.000 |
4,091.0 |
1.618 |
4,068.8 |
2.618 |
4,032.8 |
4.250 |
3,974.0 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,145.0 |
4,147.5 |
PP |
4,144.8 |
4,146.5 |
S1 |
4,144.7 |
4,145.5 |
|