Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,185.5 |
4,210.5 |
25.0 |
0.6% |
4,166.5 |
High |
4,221.0 |
4,220.0 |
-1.0 |
0.0% |
4,192.5 |
Low |
4,180.0 |
4,193.0 |
13.0 |
0.3% |
4,119.0 |
Close |
4,220.0 |
4,207.5 |
-12.5 |
-0.3% |
4,179.5 |
Range |
41.0 |
27.0 |
-14.0 |
-34.1% |
73.5 |
ATR |
52.9 |
51.1 |
-1.9 |
-3.5% |
0.0 |
Volume |
603,463 |
524,793 |
-78,670 |
-13.0% |
2,751,213 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.8 |
4,274.7 |
4,222.4 |
|
R3 |
4,260.8 |
4,247.7 |
4,214.9 |
|
R2 |
4,233.8 |
4,233.8 |
4,212.5 |
|
R1 |
4,220.7 |
4,220.7 |
4,210.0 |
4,213.8 |
PP |
4,206.8 |
4,206.8 |
4,206.8 |
4,203.4 |
S1 |
4,193.7 |
4,193.7 |
4,205.0 |
4,186.8 |
S2 |
4,179.8 |
4,179.8 |
4,202.6 |
|
S3 |
4,152.8 |
4,166.7 |
4,200.1 |
|
S4 |
4,125.8 |
4,139.7 |
4,192.7 |
|
|
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% |
33.1 |
0.8% |
86% |
False |
False |
558,498 |
10 |
4,221.0 |
4,085.5 |
135.5 |
3.2% |
37.6 |
0.9% |
90% |
False |
False |
576,034 |
20 |
4,221.0 |
3,949.5 |
271.5 |
6.5% |
52.5 |
1.2% |
95% |
False |
False |
679,585 |
40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
58.0 |
1.4% |
95% |
False |
False |
667,497 |
60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
47.4 |
1.1% |
95% |
False |
False |
454,926 |
80 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
45.2 |
1.1% |
96% |
False |
False |
342,576 |
100 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
42.1 |
1.0% |
96% |
False |
False |
274,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,334.8 |
2.618 |
4,290.7 |
1.618 |
4,263.7 |
1.000 |
4,247.0 |
0.618 |
4,236.7 |
HIGH |
4,220.0 |
0.618 |
4,209.7 |
0.500 |
4,206.5 |
0.382 |
4,203.3 |
LOW |
4,193.0 |
0.618 |
4,176.3 |
1.000 |
4,166.0 |
1.618 |
4,149.3 |
2.618 |
4,122.3 |
4.250 |
4,078.3 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,207.2 |
4,204.0 |
PP |
4,206.8 |
4,200.5 |
S1 |
4,206.5 |
4,197.0 |
|