Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,564.75 |
4,563.75 |
-1.00 |
0.0% |
4,465.50 |
High |
4,590.00 |
4,576.75 |
-13.25 |
-0.3% |
4,551.50 |
Low |
4,560.75 |
4,543.75 |
-17.00 |
-0.4% |
4,436.25 |
Close |
4,565.25 |
4,544.50 |
-20.75 |
-0.5% |
4,536.50 |
Range |
29.25 |
33.00 |
3.75 |
12.8% |
115.25 |
ATR |
51.91 |
50.56 |
-1.35 |
-2.6% |
0.00 |
Volume |
1,257,346 |
1,263,181 |
5,835 |
0.5% |
5,374,483 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.00 |
4,632.25 |
4,562.75 |
|
R3 |
4,621.00 |
4,599.25 |
4,553.50 |
|
R2 |
4,588.00 |
4,588.00 |
4,550.50 |
|
R1 |
4,566.25 |
4,566.25 |
4,547.50 |
4,560.50 |
PP |
4,555.00 |
4,555.00 |
4,555.00 |
4,552.25 |
S1 |
4,533.25 |
4,533.25 |
4,541.50 |
4,527.50 |
S2 |
4,522.00 |
4,522.00 |
4,538.50 |
|
S3 |
4,489.00 |
4,500.25 |
4,535.50 |
|
S4 |
4,456.00 |
4,467.25 |
4,526.25 |
|
|
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 |
4,510.25 |
79.75 |
1.8% |
35.00 |
0.8% |
43% |
False |
False |
1,161,238 |
10 |
4,590.00 |
4,354.00 |
236.00 |
5.2% |
41.75 |
0.9% |
81% |
False |
False |
1,137,600 |
20 |
4,590.00 |
4,260.00 |
330.00 |
7.3% |
57.00 |
1.3% |
86% |
False |
False |
1,437,816 |
40 |
4,590.00 |
4,260.00 |
330.00 |
7.3% |
56.00 |
1.2% |
86% |
False |
False |
1,389,002 |
60 |
4,590.00 |
4,260.00 |
330.00 |
7.3% |
49.00 |
1.1% |
86% |
False |
False |
928,141 |
80 |
4,590.00 |
4,214.25 |
375.75 |
8.3% |
48.25 |
1.1% |
88% |
False |
False |
696,526 |
100 |
4,590.00 |
4,117.00 |
473.00 |
10.4% |
45.50 |
1.0% |
90% |
False |
False |
557,412 |
120 |
4,590.00 |
4,011.25 |
578.75 |
12.7% |
46.75 |
1.0% |
92% |
False |
False |
464,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.00 |
2.618 |
4,663.25 |
1.618 |
4,630.25 |
1.000 |
4,609.75 |
0.618 |
4,597.25 |
HIGH |
4,576.75 |
0.618 |
4,564.25 |
0.500 |
4,560.25 |
0.382 |
4,556.25 |
LOW |
4,543.75 |
0.618 |
4,523.25 |
1.000 |
4,510.75 |
1.618 |
4,490.25 |
2.618 |
4,457.25 |
4.250 |
4,403.50 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,560.25 |
4,556.25 |
PP |
4,555.00 |
4,552.25 |
S1 |
4,549.75 |
4,548.50 |
|