Trading Metrics calculated at close of trading on 25-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,530.00 |
4,528.75 |
-1.25 |
0.0% |
4,465.50 |
High |
4,551.50 |
4,566.25 |
14.75 |
0.3% |
4,551.50 |
Low |
4,515.25 |
4,522.50 |
7.25 |
0.2% |
4,436.25 |
Close |
4,536.50 |
4,558.00 |
21.50 |
0.5% |
4,536.50 |
Range |
36.25 |
43.75 |
7.50 |
20.7% |
115.25 |
ATR |
54.18 |
53.44 |
-0.75 |
-1.4% |
0.00 |
Volume |
1,315,668 |
1,031,431 |
-284,237 |
-21.6% |
5,374,483 |
|
Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,680.25 |
4,662.75 |
4,582.00 |
|
R3 |
4,636.50 |
4,619.00 |
4,570.00 |
|
R2 |
4,592.75 |
4,592.75 |
4,566.00 |
|
R1 |
4,575.25 |
4,575.25 |
4,562.00 |
4,584.00 |
PP |
4,549.00 |
4,549.00 |
4,549.00 |
4,553.25 |
S1 |
4,531.50 |
4,531.50 |
4,554.00 |
4,540.25 |
S2 |
4,505.25 |
4,505.25 |
4,550.00 |
|
S3 |
4,461.50 |
4,487.75 |
4,546.00 |
|
S4 |
4,417.75 |
4,444.00 |
4,534.00 |
|
|
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 |
4,566.25 |
4,471.75 |
94.50 |
2.1% |
37.50 |
0.8% |
91% |
True |
False |
1,062,139 |
10 |
4,566.25 |
4,317.25 |
249.00 |
5.5% |
45.00 |
1.0% |
97% |
True |
False |
1,152,364 |
20 |
4,566.25 |
4,260.00 |
306.25 |
6.7% |
61.00 |
1.3% |
97% |
True |
False |
1,517,928 |
40 |
4,566.25 |
4,260.00 |
306.25 |
6.7% |
56.00 |
1.2% |
97% |
True |
False |
1,326,526 |
60 |
4,566.25 |
4,260.00 |
306.25 |
6.7% |
49.50 |
1.1% |
97% |
True |
False |
886,185 |
80 |
4,566.25 |
4,214.25 |
352.00 |
7.7% |
48.50 |
1.1% |
98% |
True |
False |
665,078 |
100 |
4,566.25 |
4,117.00 |
449.25 |
9.9% |
45.75 |
1.0% |
98% |
True |
False |
532,209 |
120 |
4,566.25 |
4,011.25 |
555.00 |
12.2% |
47.00 |
1.0% |
99% |
True |
False |
443,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,752.25 |
2.618 |
4,680.75 |
1.618 |
4,637.00 |
1.000 |
4,610.00 |
0.618 |
4,593.25 |
HIGH |
4,566.25 |
0.618 |
4,549.50 |
0.500 |
4,544.50 |
0.382 |
4,539.25 |
LOW |
4,522.50 |
0.618 |
4,495.50 |
1.000 |
4,478.75 |
1.618 |
4,451.75 |
2.618 |
4,408.00 |
4.250 |
4,336.50 |
|
|
Fisher Pivots for day following 25-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,553.50 |
4,551.50 |
PP |
4,549.00 |
4,544.75 |
S1 |
4,544.50 |
4,538.25 |
|