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 |
15,740.0 |
15,694.0 |
-46.0 |
-0.3% |
15,559.0 |
High |
15,740.0 |
15,704.0 |
-36.0 |
-0.2% |
15,598.0 |
Low |
15,654.0 |
15,614.0 |
-40.0 |
-0.3% |
15,380.0 |
Close |
15,687.0 |
15,669.0 |
-18.0 |
-0.1% |
15,539.0 |
Range |
86.0 |
90.0 |
4.0 |
4.7% |
218.0 |
ATR |
190.3 |
183.2 |
-7.2 |
-3.8% |
0.0 |
Volume |
64,391 |
62,990 |
-1,401 |
-2.2% |
287,159 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,932.3 |
15,890.7 |
15,718.5 |
|
R3 |
15,842.3 |
15,800.7 |
15,693.8 |
|
R2 |
15,752.3 |
15,752.3 |
15,685.5 |
|
R1 |
15,710.7 |
15,710.7 |
15,677.3 |
15,686.5 |
PP |
15,662.3 |
15,662.3 |
15,662.3 |
15,650.3 |
S1 |
15,620.7 |
15,620.7 |
15,660.8 |
15,596.5 |
S2 |
15,572.3 |
15,572.3 |
15,652.5 |
|
S3 |
15,482.3 |
15,530.7 |
15,644.3 |
|
S4 |
15,392.3 |
15,440.7 |
15,619.5 |
|
|
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 |
15,468.0 |
300.0 |
1.9% |
113.2 |
0.7% |
67% |
False |
False |
62,297 |
10 |
15,768.0 |
15,380.0 |
388.0 |
2.5% |
121.8 |
0.8% |
74% |
False |
False |
59,582 |
20 |
15,768.0 |
14,795.0 |
973.0 |
6.2% |
152.7 |
1.0% |
90% |
False |
False |
61,782 |
40 |
15,894.0 |
14,795.0 |
1,099.0 |
7.0% |
188.7 |
1.2% |
80% |
False |
False |
55,465 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
156.9 |
1.0% |
73% |
False |
False |
36,986 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
157.7 |
1.0% |
73% |
False |
False |
27,747 |
100 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
148.1 |
0.9% |
73% |
False |
False |
22,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,086.5 |
2.618 |
15,939.6 |
1.618 |
15,849.6 |
1.000 |
15,794.0 |
0.618 |
15,759.6 |
HIGH |
15,704.0 |
0.618 |
15,669.6 |
0.500 |
15,659.0 |
0.382 |
15,648.4 |
LOW |
15,614.0 |
0.618 |
15,558.4 |
1.000 |
15,524.0 |
1.618 |
15,468.4 |
2.618 |
15,378.4 |
4.250 |
15,231.5 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,665.7 |
15,691.0 |
PP |
15,662.3 |
15,683.7 |
S1 |
15,659.0 |
15,676.3 |
|