Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,525.00 |
4,530.00 |
5.00 |
0.1% |
4,465.50 |
High |
4,543.25 |
4,551.50 |
8.25 |
0.2% |
4,551.50 |
Low |
4,510.25 |
4,515.25 |
5.00 |
0.1% |
4,436.25 |
Close |
4,541.75 |
4,536.50 |
-5.25 |
-0.1% |
4,536.50 |
Range |
33.00 |
36.25 |
3.25 |
9.8% |
115.25 |
ATR |
55.56 |
54.18 |
-1.38 |
-2.5% |
0.00 |
Volume |
938,565 |
1,315,668 |
377,103 |
40.2% |
5,374,483 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,643.25 |
4,626.00 |
4,556.50 |
|
R3 |
4,607.00 |
4,589.75 |
4,546.50 |
|
R2 |
4,570.75 |
4,570.75 |
4,543.25 |
|
R1 |
4,553.50 |
4,553.50 |
4,539.75 |
4,562.00 |
PP |
4,534.50 |
4,534.50 |
4,534.50 |
4,538.75 |
S1 |
4,517.25 |
4,517.25 |
4,533.25 |
4,526.00 |
S2 |
4,498.25 |
4,498.25 |
4,529.75 |
|
S3 |
4,462.00 |
4,481.00 |
4,526.50 |
|
S4 |
4,425.75 |
4,444.75 |
4,516.50 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,853.75 |
4,810.50 |
4,600.00 |
|
R3 |
4,738.50 |
4,695.25 |
4,568.25 |
|
R2 |
4,623.25 |
4,623.25 |
4,557.75 |
|
R1 |
4,580.00 |
4,580.00 |
4,547.00 |
4,601.50 |
PP |
4,508.00 |
4,508.00 |
4,508.00 |
4,519.00 |
S1 |
4,464.75 |
4,464.75 |
4,526.00 |
4,486.50 |
S2 |
4,392.75 |
4,392.75 |
4,515.25 |
|
S3 |
4,277.50 |
4,349.50 |
4,504.75 |
|
S4 |
4,162.25 |
4,234.25 |
4,473.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,551.50 |
4,436.25 |
115.25 |
2.5% |
37.25 |
0.8% |
87% |
True |
False |
1,074,896 |
10 |
4,551.50 |
4,317.25 |
234.25 |
5.2% |
46.75 |
1.0% |
94% |
True |
False |
1,173,792 |
20 |
4,551.50 |
4,260.00 |
291.50 |
6.4% |
61.25 |
1.3% |
95% |
True |
False |
1,531,665 |
40 |
4,551.50 |
4,260.00 |
291.50 |
6.4% |
56.00 |
1.2% |
95% |
True |
False |
1,300,986 |
60 |
4,551.50 |
4,260.00 |
291.50 |
6.4% |
49.25 |
1.1% |
95% |
True |
False |
869,039 |
80 |
4,551.50 |
4,214.25 |
337.25 |
7.4% |
48.25 |
1.1% |
96% |
True |
False |
652,202 |
100 |
4,551.50 |
4,117.00 |
434.50 |
9.6% |
45.75 |
1.0% |
97% |
True |
False |
521,896 |
120 |
4,551.50 |
4,011.25 |
540.25 |
11.9% |
46.75 |
1.0% |
97% |
True |
False |
434,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,705.50 |
2.618 |
4,646.50 |
1.618 |
4,610.25 |
1.000 |
4,587.75 |
0.618 |
4,574.00 |
HIGH |
4,551.50 |
0.618 |
4,537.75 |
0.500 |
4,533.50 |
0.382 |
4,529.00 |
LOW |
4,515.25 |
0.618 |
4,492.75 |
1.000 |
4,479.00 |
1.618 |
4,456.50 |
2.618 |
4,420.25 |
4.250 |
4,361.25 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,535.50 |
4,533.50 |
PP |
4,534.50 |
4,530.75 |
S1 |
4,533.50 |
4,527.75 |
|