Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,516.00 |
4,525.00 |
9.00 |
0.2% |
4,381.00 |
High |
4,532.25 |
4,543.25 |
11.00 |
0.2% |
4,467.50 |
Low |
4,504.00 |
4,510.25 |
6.25 |
0.1% |
4,317.25 |
Close |
4,528.00 |
4,541.75 |
13.75 |
0.3% |
4,462.50 |
Range |
28.25 |
33.00 |
4.75 |
16.8% |
150.25 |
ATR |
57.30 |
55.56 |
-1.74 |
-3.0% |
0.00 |
Volume |
1,006,857 |
938,565 |
-68,292 |
-6.8% |
6,363,439 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.75 |
4,619.25 |
4,560.00 |
|
R3 |
4,597.75 |
4,586.25 |
4,550.75 |
|
R2 |
4,564.75 |
4,564.75 |
4,547.75 |
|
R1 |
4,553.25 |
4,553.25 |
4,544.75 |
4,559.00 |
PP |
4,531.75 |
4,531.75 |
4,531.75 |
4,534.50 |
S1 |
4,520.25 |
4,520.25 |
4,538.75 |
4,526.00 |
S2 |
4,498.75 |
4,498.75 |
4,535.75 |
|
S3 |
4,465.75 |
4,487.25 |
4,532.75 |
|
S4 |
4,432.75 |
4,454.25 |
4,523.50 |
|
|
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 |
4,543.25 |
4,426.25 |
117.00 |
2.6% |
38.25 |
0.8% |
99% |
True |
False |
1,048,784 |
10 |
4,543.25 |
4,317.25 |
226.00 |
5.0% |
46.50 |
1.0% |
99% |
True |
False |
1,185,041 |
20 |
4,543.25 |
4,260.00 |
283.25 |
6.2% |
61.50 |
1.4% |
99% |
True |
False |
1,524,984 |
40 |
4,543.25 |
4,260.00 |
283.25 |
6.2% |
55.75 |
1.2% |
99% |
True |
False |
1,268,337 |
60 |
4,543.25 |
4,260.00 |
283.25 |
6.2% |
49.25 |
1.1% |
99% |
True |
False |
847,161 |
80 |
4,543.25 |
4,214.25 |
329.00 |
7.2% |
48.25 |
1.1% |
100% |
True |
False |
635,772 |
100 |
4,543.25 |
4,117.00 |
426.25 |
9.4% |
45.50 |
1.0% |
100% |
True |
False |
508,750 |
120 |
4,543.25 |
4,011.25 |
532.00 |
11.7% |
47.00 |
1.0% |
100% |
True |
False |
423,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,683.50 |
2.618 |
4,629.75 |
1.618 |
4,596.75 |
1.000 |
4,576.25 |
0.618 |
4,563.75 |
HIGH |
4,543.25 |
0.618 |
4,530.75 |
0.500 |
4,526.75 |
0.382 |
4,522.75 |
LOW |
4,510.25 |
0.618 |
4,489.75 |
1.000 |
4,477.25 |
1.618 |
4,456.75 |
2.618 |
4,423.75 |
4.250 |
4,370.00 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,536.75 |
4,530.25 |
PP |
4,531.75 |
4,519.00 |
S1 |
4,526.75 |
4,507.50 |
|