Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,528.75 |
4,564.75 |
36.00 |
0.8% |
4,465.50 |
High |
4,566.25 |
4,590.00 |
23.75 |
0.5% |
4,551.50 |
Low |
4,522.50 |
4,560.75 |
38.25 |
0.8% |
4,436.25 |
Close |
4,558.00 |
4,565.25 |
7.25 |
0.2% |
4,536.50 |
Range |
43.75 |
29.25 |
-14.50 |
-33.1% |
115.25 |
ATR |
53.44 |
51.91 |
-1.53 |
-2.9% |
0.00 |
Volume |
1,031,431 |
1,257,346 |
225,915 |
21.9% |
5,374,483 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,659.75 |
4,641.75 |
4,581.25 |
|
R3 |
4,630.50 |
4,612.50 |
4,573.25 |
|
R2 |
4,601.25 |
4,601.25 |
4,570.50 |
|
R1 |
4,583.25 |
4,583.25 |
4,568.00 |
4,592.25 |
PP |
4,572.00 |
4,572.00 |
4,572.00 |
4,576.50 |
S1 |
4,554.00 |
4,554.00 |
4,562.50 |
4,563.00 |
S2 |
4,542.75 |
4,542.75 |
4,560.00 |
|
S3 |
4,513.50 |
4,524.75 |
4,557.25 |
|
S4 |
4,484.25 |
4,495.50 |
4,549.25 |
|
|
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 |
4,590.00 |
4,504.00 |
86.00 |
1.9% |
34.00 |
0.7% |
71% |
True |
False |
1,109,973 |
10 |
4,590.00 |
4,318.75 |
271.25 |
5.9% |
43.00 |
0.9% |
91% |
True |
False |
1,148,530 |
20 |
4,590.00 |
4,260.00 |
330.00 |
7.2% |
57.25 |
1.3% |
93% |
True |
False |
1,465,443 |
40 |
4,590.00 |
4,260.00 |
330.00 |
7.2% |
55.75 |
1.2% |
93% |
True |
False |
1,357,787 |
60 |
4,590.00 |
4,260.00 |
330.00 |
7.2% |
49.25 |
1.1% |
93% |
True |
False |
907,110 |
80 |
4,590.00 |
4,214.25 |
375.75 |
8.2% |
48.50 |
1.1% |
93% |
True |
False |
680,768 |
100 |
4,590.00 |
4,117.00 |
473.00 |
10.4% |
45.50 |
1.0% |
95% |
True |
False |
544,782 |
120 |
4,590.00 |
4,011.25 |
578.75 |
12.7% |
46.75 |
1.0% |
96% |
True |
False |
454,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,714.25 |
2.618 |
4,666.50 |
1.618 |
4,637.25 |
1.000 |
4,619.25 |
0.618 |
4,608.00 |
HIGH |
4,590.00 |
0.618 |
4,578.75 |
0.500 |
4,575.50 |
0.382 |
4,572.00 |
LOW |
4,560.75 |
0.618 |
4,542.75 |
1.000 |
4,531.50 |
1.618 |
4,513.50 |
2.618 |
4,484.25 |
4.250 |
4,436.50 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,575.50 |
4,561.00 |
PP |
4,572.00 |
4,556.75 |
S1 |
4,568.50 |
4,552.50 |
|