| 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 |
2,310.7 |
2,293.3 |
-17.4 |
-0.8% |
2,266.0 |
| High |
2,321.9 |
2,296.5 |
-25.4 |
-1.1% |
2,305.3 |
| Low |
2,290.2 |
2,248.8 |
-41.4 |
-1.8% |
2,247.7 |
| Close |
2,293.9 |
2,249.5 |
-44.4 |
-1.9% |
2,288.8 |
| Range |
31.7 |
47.7 |
16.0 |
50.5% |
57.6 |
| ATR |
39.8 |
40.3 |
0.6 |
1.4% |
0.0 |
| Volume |
177,171 |
192,455 |
15,284 |
8.6% |
710,515 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.0 |
2,376.5 |
2,275.7 |
|
| R3 |
2,360.3 |
2,328.8 |
2,262.6 |
|
| R2 |
2,312.6 |
2,312.6 |
2,258.2 |
|
| R1 |
2,281.1 |
2,281.1 |
2,253.9 |
2,273.0 |
| PP |
2,264.9 |
2,264.9 |
2,264.9 |
2,260.9 |
| S1 |
2,233.4 |
2,233.4 |
2,245.1 |
2,225.3 |
| S2 |
2,217.2 |
2,217.2 |
2,240.8 |
|
| S3 |
2,169.5 |
2,185.7 |
2,236.4 |
|
| S4 |
2,121.8 |
2,138.0 |
2,223.3 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.4 |
2,428.7 |
2,320.5 |
|
| R3 |
2,395.8 |
2,371.1 |
2,304.6 |
|
| R2 |
2,338.2 |
2,338.2 |
2,299.4 |
|
| R1 |
2,313.5 |
2,313.5 |
2,294.1 |
2,325.9 |
| PP |
2,280.6 |
2,280.6 |
2,280.6 |
2,286.8 |
| S1 |
2,255.9 |
2,255.9 |
2,283.5 |
2,268.3 |
| S2 |
2,223.0 |
2,223.0 |
2,278.2 |
|
| S3 |
2,165.4 |
2,198.3 |
2,273.0 |
|
| S4 |
2,107.8 |
2,140.7 |
2,257.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,321.9 |
2,248.8 |
73.1 |
3.2% |
37.5 |
1.7% |
1% |
False |
True |
165,361 |
| 10 |
2,321.9 |
2,238.6 |
83.3 |
3.7% |
36.7 |
1.6% |
13% |
False |
False |
153,026 |
| 20 |
2,321.9 |
2,171.3 |
150.6 |
6.7% |
41.4 |
1.8% |
52% |
False |
False |
176,333 |
| 40 |
2,321.9 |
2,146.9 |
175.0 |
7.8% |
42.0 |
1.9% |
59% |
False |
False |
167,288 |
| 60 |
2,321.9 |
2,104.7 |
217.2 |
9.7% |
40.1 |
1.8% |
67% |
False |
False |
111,667 |
| 80 |
2,321.9 |
2,096.4 |
225.5 |
10.0% |
42.5 |
1.9% |
68% |
False |
False |
83,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.2 |
|
2.618 |
2,421.4 |
|
1.618 |
2,373.7 |
|
1.000 |
2,344.2 |
|
0.618 |
2,326.0 |
|
HIGH |
2,296.5 |
|
0.618 |
2,278.3 |
|
0.500 |
2,272.7 |
|
0.382 |
2,267.0 |
|
LOW |
2,248.8 |
|
0.618 |
2,219.3 |
|
1.000 |
2,201.1 |
|
1.618 |
2,171.6 |
|
2.618 |
2,123.9 |
|
4.250 |
2,046.1 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,272.7 |
2,285.4 |
| PP |
2,264.9 |
2,273.4 |
| S1 |
2,257.2 |
2,261.5 |
|