Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,210.5 |
4,209.0 |
-1.5 |
0.0% |
4,166.5 |
High |
4,220.0 |
4,226.0 |
6.0 |
0.1% |
4,192.5 |
Low |
4,193.0 |
4,199.5 |
6.5 |
0.2% |
4,119.0 |
Close |
4,207.5 |
4,218.0 |
10.5 |
0.2% |
4,179.5 |
Range |
27.0 |
26.5 |
-0.5 |
-1.9% |
73.5 |
ATR |
51.1 |
49.3 |
-1.8 |
-3.4% |
0.0 |
Volume |
524,793 |
646,874 |
122,081 |
23.3% |
2,751,213 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,294.0 |
4,282.5 |
4,232.6 |
|
R3 |
4,267.5 |
4,256.0 |
4,225.3 |
|
R2 |
4,241.0 |
4,241.0 |
4,222.9 |
|
R1 |
4,229.5 |
4,229.5 |
4,220.4 |
4,235.3 |
PP |
4,214.5 |
4,214.5 |
4,214.5 |
4,217.4 |
S1 |
4,203.0 |
4,203.0 |
4,215.6 |
4,208.8 |
S2 |
4,188.0 |
4,188.0 |
4,213.1 |
|
S3 |
4,161.5 |
4,176.5 |
4,210.7 |
|
S4 |
4,135.0 |
4,150.0 |
4,203.4 |
|
|
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 |
4,226.0 |
4,149.5 |
76.5 |
1.8% |
31.2 |
0.7% |
90% |
True |
False |
573,348 |
10 |
4,226.0 |
4,119.0 |
107.0 |
2.5% |
34.2 |
0.8% |
93% |
True |
False |
567,961 |
20 |
4,226.0 |
3,949.5 |
276.5 |
6.6% |
49.3 |
1.2% |
97% |
True |
False |
657,545 |
40 |
4,226.0 |
3,949.5 |
276.5 |
6.6% |
57.4 |
1.4% |
97% |
True |
False |
683,146 |
60 |
4,226.0 |
3,949.5 |
276.5 |
6.6% |
47.6 |
1.1% |
97% |
True |
False |
465,680 |
80 |
4,226.0 |
3,882.0 |
344.0 |
8.2% |
45.3 |
1.1% |
98% |
True |
False |
350,658 |
100 |
4,226.0 |
3,882.0 |
344.0 |
8.2% |
42.2 |
1.0% |
98% |
True |
False |
280,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,338.6 |
2.618 |
4,295.4 |
1.618 |
4,268.9 |
1.000 |
4,252.5 |
0.618 |
4,242.4 |
HIGH |
4,226.0 |
0.618 |
4,215.9 |
0.500 |
4,212.8 |
0.382 |
4,209.6 |
LOW |
4,199.5 |
0.618 |
4,183.1 |
1.000 |
4,173.0 |
1.618 |
4,156.6 |
2.618 |
4,130.1 |
4.250 |
4,086.9 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,216.3 |
4,213.0 |
PP |
4,214.5 |
4,208.0 |
S1 |
4,212.8 |
4,203.0 |
|