Trading Metrics calculated at close of trading on 25-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,152.5 |
4,178.0 |
25.5 |
0.6% |
4,166.5 |
High |
4,192.5 |
4,191.5 |
-1.0 |
0.0% |
4,192.5 |
Low |
4,149.5 |
4,173.0 |
23.5 |
0.6% |
4,119.0 |
Close |
4,179.5 |
4,184.5 |
5.0 |
0.1% |
4,179.5 |
Range |
43.0 |
18.5 |
-24.5 |
-57.0% |
73.5 |
ATR |
56.5 |
53.8 |
-2.7 |
-4.8% |
0.0 |
Volume |
661,581 |
430,029 |
-231,552 |
-35.0% |
2,751,213 |
|
Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,238.5 |
4,230.0 |
4,194.7 |
|
R3 |
4,220.0 |
4,211.5 |
4,189.6 |
|
R2 |
4,201.5 |
4,201.5 |
4,187.9 |
|
R1 |
4,193.0 |
4,193.0 |
4,186.2 |
4,197.3 |
PP |
4,183.0 |
4,183.0 |
4,183.0 |
4,185.1 |
S1 |
4,174.5 |
4,174.5 |
4,182.8 |
4,178.8 |
S2 |
4,164.5 |
4,164.5 |
4,181.1 |
|
S3 |
4,146.0 |
4,156.0 |
4,179.4 |
|
S4 |
4,127.5 |
4,137.5 |
4,174.3 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,384.2 |
4,355.3 |
4,219.9 |
|
R3 |
4,310.7 |
4,281.8 |
4,199.7 |
|
R2 |
4,237.2 |
4,237.2 |
4,193.0 |
|
R1 |
4,208.3 |
4,208.3 |
4,186.2 |
4,222.8 |
PP |
4,163.7 |
4,163.7 |
4,163.7 |
4,170.9 |
S1 |
4,134.8 |
4,134.8 |
4,172.8 |
4,149.3 |
S2 |
4,090.2 |
4,090.2 |
4,166.0 |
|
S3 |
4,016.7 |
4,061.3 |
4,159.3 |
|
S4 |
3,943.2 |
3,987.8 |
4,139.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,192.5 |
4,127.0 |
65.5 |
1.6% |
31.0 |
0.7% |
88% |
False |
False |
517,328 |
10 |
4,192.5 |
4,004.0 |
188.5 |
4.5% |
41.6 |
1.0% |
96% |
False |
False |
585,201 |
20 |
4,192.5 |
3,949.5 |
243.0 |
5.8% |
58.3 |
1.4% |
97% |
False |
False |
712,796 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
57.8 |
1.4% |
86% |
False |
False |
642,554 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
47.0 |
1.1% |
86% |
False |
False |
437,118 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
45.4 |
1.1% |
89% |
False |
False |
328,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,270.1 |
2.618 |
4,239.9 |
1.618 |
4,221.4 |
1.000 |
4,210.0 |
0.618 |
4,202.9 |
HIGH |
4,191.5 |
0.618 |
4,184.4 |
0.500 |
4,182.3 |
0.382 |
4,180.1 |
LOW |
4,173.0 |
0.618 |
4,161.6 |
1.000 |
4,154.5 |
1.618 |
4,143.1 |
2.618 |
4,124.6 |
4.250 |
4,094.4 |
|
|
Fisher Pivots for day following 25-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,183.8 |
4,176.3 |
PP |
4,183.0 |
4,168.0 |
S1 |
4,182.3 |
4,159.8 |
|