Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,475.75 |
4,516.00 |
40.25 |
0.9% |
4,381.00 |
High |
4,517.50 |
4,532.25 |
14.75 |
0.3% |
4,467.50 |
Low |
4,471.75 |
4,504.00 |
32.25 |
0.7% |
4,317.25 |
Close |
4,511.25 |
4,528.00 |
16.75 |
0.4% |
4,462.50 |
Range |
45.75 |
28.25 |
-17.50 |
-38.3% |
150.25 |
ATR |
59.53 |
57.30 |
-2.23 |
-3.8% |
0.00 |
Volume |
1,018,177 |
1,006,857 |
-11,320 |
-1.1% |
6,363,439 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.25 |
4,595.25 |
4,543.50 |
|
R3 |
4,578.00 |
4,567.00 |
4,535.75 |
|
R2 |
4,549.75 |
4,549.75 |
4,533.25 |
|
R1 |
4,538.75 |
4,538.75 |
4,530.50 |
4,544.25 |
PP |
4,521.50 |
4,521.50 |
4,521.50 |
4,524.00 |
S1 |
4,510.50 |
4,510.50 |
4,525.50 |
4,516.00 |
S2 |
4,493.25 |
4,493.25 |
4,522.75 |
|
S3 |
4,465.00 |
4,482.25 |
4,520.25 |
|
S4 |
4,436.75 |
4,454.00 |
4,512.50 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.50 |
4,814.75 |
4,545.25 |
|
R3 |
4,716.25 |
4,664.50 |
4,503.75 |
|
R2 |
4,566.00 |
4,566.00 |
4,490.00 |
|
R1 |
4,514.25 |
4,514.25 |
4,476.25 |
4,540.00 |
PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,428.75 |
S1 |
4,364.00 |
4,364.00 |
4,448.75 |
4,390.00 |
S2 |
4,265.50 |
4,265.50 |
4,435.00 |
|
S3 |
4,115.25 |
4,213.75 |
4,421.25 |
|
S4 |
3,965.00 |
4,063.50 |
4,379.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,532.25 |
4,354.00 |
178.25 |
3.9% |
48.50 |
1.1% |
98% |
True |
False |
1,113,963 |
10 |
4,532.25 |
4,317.25 |
215.00 |
4.7% |
49.75 |
1.1% |
98% |
True |
False |
1,231,865 |
20 |
4,532.25 |
4,260.00 |
272.25 |
6.0% |
63.25 |
1.4% |
98% |
True |
False |
1,550,425 |
40 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
55.50 |
1.2% |
96% |
False |
False |
1,245,048 |
60 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
49.25 |
1.1% |
96% |
False |
False |
831,572 |
80 |
4,539.50 |
4,214.25 |
325.25 |
7.2% |
48.00 |
1.1% |
96% |
False |
False |
624,048 |
100 |
4,539.50 |
4,117.00 |
422.50 |
9.3% |
45.50 |
1.0% |
97% |
False |
False |
499,365 |
120 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
47.00 |
1.0% |
98% |
False |
False |
416,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,652.25 |
2.618 |
4,606.25 |
1.618 |
4,578.00 |
1.000 |
4,560.50 |
0.618 |
4,549.75 |
HIGH |
4,532.25 |
0.618 |
4,521.50 |
0.500 |
4,518.00 |
0.382 |
4,514.75 |
LOW |
4,504.00 |
0.618 |
4,486.50 |
1.000 |
4,475.75 |
1.618 |
4,458.25 |
2.618 |
4,430.00 |
4.250 |
4,384.00 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,524.75 |
4,513.50 |
PP |
4,521.50 |
4,498.75 |
S1 |
4,518.00 |
4,484.25 |
|