Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,178.0 |
4,185.5 |
7.5 |
0.2% |
4,166.5 |
High |
4,191.5 |
4,221.0 |
29.5 |
0.7% |
4,192.5 |
Low |
4,173.0 |
4,180.0 |
7.0 |
0.2% |
4,119.0 |
Close |
4,184.5 |
4,220.0 |
35.5 |
0.8% |
4,179.5 |
Range |
18.5 |
41.0 |
22.5 |
121.6% |
73.5 |
ATR |
53.8 |
52.9 |
-0.9 |
-1.7% |
0.0 |
Volume |
430,029 |
603,463 |
173,434 |
40.3% |
2,751,213 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.0 |
4,316.0 |
4,242.6 |
|
R3 |
4,289.0 |
4,275.0 |
4,231.3 |
|
R2 |
4,248.0 |
4,248.0 |
4,227.5 |
|
R1 |
4,234.0 |
4,234.0 |
4,223.8 |
4,241.0 |
PP |
4,207.0 |
4,207.0 |
4,207.0 |
4,210.5 |
S1 |
4,193.0 |
4,193.0 |
4,216.2 |
4,200.0 |
S2 |
4,166.0 |
4,166.0 |
4,212.5 |
|
S3 |
4,125.0 |
4,152.0 |
4,208.7 |
|
S4 |
4,084.0 |
4,111.0 |
4,197.5 |
|
|
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 |
4,221.0 |
4,127.0 |
94.0 |
2.2% |
35.0 |
0.8% |
99% |
True |
False |
547,052 |
10 |
4,221.0 |
4,026.0 |
195.0 |
4.6% |
40.8 |
1.0% |
99% |
True |
False |
587,591 |
20 |
4,221.0 |
3,949.5 |
271.5 |
6.4% |
53.8 |
1.3% |
100% |
True |
False |
692,367 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.4% |
58.5 |
1.4% |
99% |
False |
False |
656,118 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.4% |
47.3 |
1.1% |
99% |
False |
False |
447,172 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.0% |
45.4 |
1.1% |
100% |
False |
False |
336,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,395.3 |
2.618 |
4,328.3 |
1.618 |
4,287.3 |
1.000 |
4,262.0 |
0.618 |
4,246.3 |
HIGH |
4,221.0 |
0.618 |
4,205.3 |
0.500 |
4,200.5 |
0.382 |
4,195.7 |
LOW |
4,180.0 |
0.618 |
4,154.7 |
1.000 |
4,139.0 |
1.618 |
4,113.7 |
2.618 |
4,072.7 |
4.250 |
4,005.8 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,213.5 |
4,208.4 |
PP |
4,207.0 |
4,196.8 |
S1 |
4,200.5 |
4,185.3 |
|