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 |
15,635.0 |
15,740.0 |
105.0 |
0.7% |
15,559.0 |
High |
15,768.0 |
15,740.0 |
-28.0 |
-0.2% |
15,598.0 |
Low |
15,619.0 |
15,654.0 |
35.0 |
0.2% |
15,380.0 |
Close |
15,761.0 |
15,687.0 |
-74.0 |
-0.5% |
15,539.0 |
Range |
149.0 |
86.0 |
-63.0 |
-42.3% |
218.0 |
ATR |
196.7 |
190.3 |
-6.4 |
-3.3% |
0.0 |
Volume |
68,438 |
64,391 |
-4,047 |
-5.9% |
287,159 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,951.7 |
15,905.3 |
15,734.3 |
|
R3 |
15,865.7 |
15,819.3 |
15,710.7 |
|
R2 |
15,779.7 |
15,779.7 |
15,702.8 |
|
R1 |
15,733.3 |
15,733.3 |
15,694.9 |
15,713.5 |
PP |
15,693.7 |
15,693.7 |
15,693.7 |
15,683.8 |
S1 |
15,647.3 |
15,647.3 |
15,679.1 |
15,627.5 |
S2 |
15,607.7 |
15,607.7 |
15,671.2 |
|
S3 |
15,521.7 |
15,561.3 |
15,663.4 |
|
S4 |
15,435.7 |
15,475.3 |
15,639.7 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,159.7 |
16,067.3 |
15,658.9 |
|
R3 |
15,941.7 |
15,849.3 |
15,599.0 |
|
R2 |
15,723.7 |
15,723.7 |
15,579.0 |
|
R1 |
15,631.3 |
15,631.3 |
15,559.0 |
15,568.5 |
PP |
15,505.7 |
15,505.7 |
15,505.7 |
15,474.3 |
S1 |
15,413.3 |
15,413.3 |
15,519.0 |
15,350.5 |
S2 |
15,287.7 |
15,287.7 |
15,499.0 |
|
S3 |
15,069.7 |
15,195.3 |
15,479.1 |
|
S4 |
14,851.7 |
14,977.3 |
15,419.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,768.0 |
15,380.0 |
388.0 |
2.5% |
122.6 |
0.8% |
79% |
False |
False |
60,467 |
10 |
15,768.0 |
15,280.0 |
488.0 |
3.1% |
133.3 |
0.8% |
83% |
False |
False |
59,819 |
20 |
15,768.0 |
14,795.0 |
973.0 |
6.2% |
161.7 |
1.0% |
92% |
False |
False |
62,662 |
40 |
15,945.0 |
14,795.0 |
1,150.0 |
7.3% |
191.2 |
1.2% |
78% |
False |
False |
53,896 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
157.3 |
1.0% |
75% |
False |
False |
35,937 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
158.7 |
1.0% |
75% |
False |
False |
26,961 |
100 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
147.5 |
0.9% |
75% |
False |
False |
21,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,105.5 |
2.618 |
15,965.1 |
1.618 |
15,879.1 |
1.000 |
15,826.0 |
0.618 |
15,793.1 |
HIGH |
15,740.0 |
0.618 |
15,707.1 |
0.500 |
15,697.0 |
0.382 |
15,686.9 |
LOW |
15,654.0 |
0.618 |
15,600.9 |
1.000 |
15,568.0 |
1.618 |
15,514.9 |
2.618 |
15,428.9 |
4.250 |
15,288.5 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,697.0 |
15,671.5 |
PP |
15,693.7 |
15,656.0 |
S1 |
15,690.3 |
15,640.5 |
|