Trading Metrics calculated at close of trading on 29-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,548.75 |
4,577.00 |
28.25 |
0.6% |
4,528.75 |
High |
4,589.75 |
4,603.50 |
13.75 |
0.3% |
4,603.50 |
Low |
4,545.25 |
4,559.25 |
14.00 |
0.3% |
4,522.50 |
Close |
4,587.50 |
4,597.00 |
9.50 |
0.2% |
4,597.00 |
Range |
44.50 |
44.25 |
-0.25 |
-0.6% |
81.00 |
ATR |
50.18 |
49.75 |
-0.42 |
-0.8% |
0.00 |
Volume |
1,195,785 |
1,418,280 |
222,495 |
18.6% |
6,166,023 |
|
Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.25 |
4,702.50 |
4,621.25 |
|
R3 |
4,675.00 |
4,658.25 |
4,609.25 |
|
R2 |
4,630.75 |
4,630.75 |
4,605.00 |
|
R1 |
4,614.00 |
4,614.00 |
4,601.00 |
4,622.50 |
PP |
4,586.50 |
4,586.50 |
4,586.50 |
4,590.75 |
S1 |
4,569.75 |
4,569.75 |
4,593.00 |
4,578.00 |
S2 |
4,542.25 |
4,542.25 |
4,589.00 |
|
S3 |
4,498.00 |
4,525.50 |
4,584.75 |
|
S4 |
4,453.75 |
4,481.25 |
4,572.75 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.25 |
4,788.25 |
4,641.50 |
|
R3 |
4,736.25 |
4,707.25 |
4,619.25 |
|
R2 |
4,655.25 |
4,655.25 |
4,611.75 |
|
R1 |
4,626.25 |
4,626.25 |
4,604.50 |
4,640.75 |
PP |
4,574.25 |
4,574.25 |
4,574.25 |
4,581.50 |
S1 |
4,545.25 |
4,545.25 |
4,589.50 |
4,559.75 |
S2 |
4,493.25 |
4,493.25 |
4,582.25 |
|
S3 |
4,412.25 |
4,464.25 |
4,574.75 |
|
S4 |
4,331.25 |
4,383.25 |
4,552.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,603.50 |
4,522.50 |
81.00 |
1.8% |
39.00 |
0.8% |
92% |
True |
False |
1,233,204 |
10 |
4,603.50 |
4,436.25 |
167.25 |
3.6% |
38.25 |
0.8% |
96% |
True |
False |
1,154,050 |
20 |
4,603.50 |
4,267.50 |
336.00 |
7.3% |
51.50 |
1.1% |
98% |
True |
False |
1,336,363 |
40 |
4,603.50 |
4,260.00 |
343.50 |
7.5% |
57.00 |
1.2% |
98% |
True |
False |
1,453,265 |
60 |
4,603.50 |
4,260.00 |
343.50 |
7.5% |
49.50 |
1.1% |
98% |
True |
False |
971,632 |
80 |
4,603.50 |
4,214.25 |
389.25 |
8.5% |
48.25 |
1.0% |
98% |
True |
False |
729,168 |
100 |
4,603.50 |
4,117.00 |
486.50 |
10.6% |
46.00 |
1.0% |
99% |
True |
False |
583,550 |
120 |
4,603.50 |
4,011.25 |
592.25 |
12.9% |
46.25 |
1.0% |
99% |
True |
False |
486,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.50 |
2.618 |
4,719.25 |
1.618 |
4,675.00 |
1.000 |
4,647.75 |
0.618 |
4,630.75 |
HIGH |
4,603.50 |
0.618 |
4,586.50 |
0.500 |
4,581.50 |
0.382 |
4,576.25 |
LOW |
4,559.25 |
0.618 |
4,532.00 |
1.000 |
4,515.00 |
1.618 |
4,487.75 |
2.618 |
4,443.50 |
4.250 |
4,371.25 |
|
|
Fisher Pivots for day following 29-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,591.75 |
4,589.25 |
PP |
4,586.50 |
4,581.50 |
S1 |
4,581.50 |
4,573.50 |
|