Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,532.25 |
15,595.00 |
62.75 |
0.4% |
15,145.00 |
High |
15,717.50 |
15,777.00 |
59.50 |
0.4% |
15,483.75 |
Low |
15,507.25 |
15,591.75 |
84.50 |
0.5% |
15,020.75 |
Close |
15,587.25 |
15,764.75 |
177.50 |
1.1% |
15,341.00 |
Range |
210.25 |
185.25 |
-25.00 |
-11.9% |
463.00 |
ATR |
225.42 |
222.87 |
-2.55 |
-1.1% |
0.00 |
Volume |
534,474 |
498,210 |
-36,264 |
-6.8% |
2,241,985 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,267.00 |
16,201.00 |
15,866.75 |
|
R3 |
16,081.75 |
16,015.75 |
15,815.75 |
|
R2 |
15,896.50 |
15,896.50 |
15,798.75 |
|
R1 |
15,830.50 |
15,830.50 |
15,781.75 |
15,863.50 |
PP |
15,711.25 |
15,711.25 |
15,711.25 |
15,727.50 |
S1 |
15,645.25 |
15,645.25 |
15,747.75 |
15,678.25 |
S2 |
15,526.00 |
15,526.00 |
15,730.75 |
|
S3 |
15,340.75 |
15,460.00 |
15,713.75 |
|
S4 |
15,155.50 |
15,274.75 |
15,662.75 |
|
|
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 |
15,777.00 |
15,273.75 |
503.25 |
3.2% |
211.00 |
1.3% |
98% |
True |
False |
524,036 |
10 |
15,777.00 |
15,020.75 |
756.25 |
4.8% |
192.50 |
1.2% |
98% |
True |
False |
475,967 |
20 |
15,777.00 |
14,367.75 |
1,409.25 |
8.9% |
236.50 |
1.5% |
99% |
True |
False |
534,589 |
40 |
15,777.00 |
14,367.75 |
1,409.25 |
8.9% |
229.75 |
1.5% |
99% |
True |
False |
492,810 |
60 |
15,777.00 |
14,367.75 |
1,409.25 |
8.9% |
207.25 |
1.3% |
99% |
True |
False |
328,905 |
80 |
15,777.00 |
14,367.75 |
1,409.25 |
8.9% |
202.50 |
1.3% |
99% |
True |
False |
246,908 |
100 |
15,777.00 |
13,712.75 |
2,064.25 |
13.1% |
194.25 |
1.2% |
99% |
True |
False |
197,612 |
120 |
15,777.00 |
12,897.75 |
2,879.25 |
18.3% |
196.75 |
1.2% |
100% |
True |
False |
164,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,564.25 |
2.618 |
16,262.00 |
1.618 |
16,076.75 |
1.000 |
15,962.25 |
0.618 |
15,891.50 |
HIGH |
15,777.00 |
0.618 |
15,706.25 |
0.500 |
15,684.50 |
0.382 |
15,662.50 |
LOW |
15,591.75 |
0.618 |
15,477.25 |
1.000 |
15,406.50 |
1.618 |
15,292.00 |
2.618 |
15,106.75 |
4.250 |
14,804.50 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,738.00 |
15,723.25 |
PP |
15,711.25 |
15,681.50 |
S1 |
15,684.50 |
15,640.00 |
|