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 |
15,543.00 |
15,532.25 |
-10.75 |
-0.1% |
15,145.00 |
High |
15,701.00 |
15,717.50 |
16.50 |
0.1% |
15,483.75 |
Low |
15,503.00 |
15,507.25 |
4.25 |
0.0% |
15,020.75 |
Close |
15,545.00 |
15,587.25 |
42.25 |
0.3% |
15,341.00 |
Range |
198.00 |
210.25 |
12.25 |
6.2% |
463.00 |
ATR |
226.59 |
225.42 |
-1.17 |
-0.5% |
0.00 |
Volume |
586,099 |
534,474 |
-51,625 |
-8.8% |
2,241,985 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,234.75 |
16,121.25 |
15,703.00 |
|
R3 |
16,024.50 |
15,911.00 |
15,645.00 |
|
R2 |
15,814.25 |
15,814.25 |
15,625.75 |
|
R1 |
15,700.75 |
15,700.75 |
15,606.50 |
15,757.50 |
PP |
15,604.00 |
15,604.00 |
15,604.00 |
15,632.50 |
S1 |
15,490.50 |
15,490.50 |
15,568.00 |
15,547.25 |
S2 |
15,393.75 |
15,393.75 |
15,548.75 |
|
S3 |
15,183.50 |
15,280.25 |
15,529.50 |
|
S4 |
14,973.25 |
15,070.00 |
15,471.50 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,670.75 |
16,469.00 |
15,595.75 |
|
R3 |
16,207.75 |
16,006.00 |
15,468.25 |
|
R2 |
15,744.75 |
15,744.75 |
15,426.00 |
|
R1 |
15,543.00 |
15,543.00 |
15,383.50 |
15,644.00 |
PP |
15,281.75 |
15,281.75 |
15,281.75 |
15,332.25 |
S1 |
15,080.00 |
15,080.00 |
15,298.50 |
15,181.00 |
S2 |
14,818.75 |
14,818.75 |
15,256.00 |
|
S3 |
14,355.75 |
14,617.00 |
15,213.75 |
|
S4 |
13,892.75 |
14,154.00 |
15,086.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,717.50 |
15,273.75 |
443.75 |
2.8% |
210.50 |
1.4% |
71% |
True |
False |
511,723 |
10 |
15,717.50 |
14,767.50 |
950.00 |
6.1% |
204.50 |
1.3% |
86% |
True |
False |
468,651 |
20 |
15,717.50 |
14,367.75 |
1,349.75 |
8.7% |
238.00 |
1.5% |
90% |
True |
False |
544,647 |
40 |
15,717.50 |
14,367.75 |
1,349.75 |
8.7% |
228.00 |
1.5% |
90% |
True |
False |
480,406 |
60 |
15,717.50 |
14,367.75 |
1,349.75 |
8.7% |
206.00 |
1.3% |
90% |
True |
False |
320,614 |
80 |
15,717.50 |
14,367.75 |
1,349.75 |
8.7% |
202.25 |
1.3% |
90% |
True |
False |
240,688 |
100 |
15,717.50 |
13,712.75 |
2,004.75 |
12.9% |
194.00 |
1.2% |
94% |
True |
False |
192,631 |
120 |
15,717.50 |
12,897.75 |
2,819.75 |
18.1% |
198.75 |
1.3% |
95% |
True |
False |
160,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,611.00 |
2.618 |
16,268.00 |
1.618 |
16,057.75 |
1.000 |
15,927.75 |
0.618 |
15,847.50 |
HIGH |
15,717.50 |
0.618 |
15,637.25 |
0.500 |
15,612.50 |
0.382 |
15,587.50 |
LOW |
15,507.25 |
0.618 |
15,377.25 |
1.000 |
15,297.00 |
1.618 |
15,167.00 |
2.618 |
14,956.75 |
4.250 |
14,613.75 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,612.50 |
15,556.75 |
PP |
15,604.00 |
15,526.25 |
S1 |
15,595.50 |
15,495.50 |
|