| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
7,193.0 |
7,211.0 |
18.0 |
0.3% |
7,200.0 |
| High |
7,226.5 |
7,261.0 |
34.5 |
0.5% |
7,214.5 |
| Low |
7,186.5 |
7,207.0 |
20.5 |
0.3% |
7,157.5 |
| Close |
7,205.5 |
7,255.5 |
50.0 |
0.7% |
7,193.5 |
| Range |
40.0 |
54.0 |
14.0 |
35.0% |
57.0 |
| ATR |
68.9 |
67.9 |
-1.0 |
-1.4% |
0.0 |
| Volume |
55,590 |
78,464 |
22,874 |
41.1% |
353,126 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,403.0 |
7,383.5 |
7,285.0 |
|
| R3 |
7,349.0 |
7,329.5 |
7,270.5 |
|
| R2 |
7,295.0 |
7,295.0 |
7,265.5 |
|
| R1 |
7,275.5 |
7,275.5 |
7,260.5 |
7,285.0 |
| PP |
7,241.0 |
7,241.0 |
7,241.0 |
7,246.0 |
| S1 |
7,221.5 |
7,221.5 |
7,250.5 |
7,231.0 |
| S2 |
7,187.0 |
7,187.0 |
7,245.5 |
|
| S3 |
7,133.0 |
7,167.5 |
7,240.5 |
|
| S4 |
7,079.0 |
7,113.5 |
7,226.0 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,359.5 |
7,333.5 |
7,225.0 |
|
| R3 |
7,302.5 |
7,276.5 |
7,209.0 |
|
| R2 |
7,245.5 |
7,245.5 |
7,204.0 |
|
| R1 |
7,219.5 |
7,219.5 |
7,198.5 |
7,204.0 |
| PP |
7,188.5 |
7,188.5 |
7,188.5 |
7,181.0 |
| S1 |
7,162.5 |
7,162.5 |
7,188.5 |
7,147.0 |
| S2 |
7,131.5 |
7,131.5 |
7,183.0 |
|
| S3 |
7,074.5 |
7,105.5 |
7,178.0 |
|
| S4 |
7,017.5 |
7,048.5 |
7,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,261.0 |
7,157.5 |
103.5 |
1.4% |
44.5 |
0.6% |
95% |
True |
False |
68,008 |
| 10 |
7,261.0 |
7,059.0 |
202.0 |
2.8% |
49.5 |
0.7% |
97% |
True |
False |
72,360 |
| 20 |
7,261.0 |
6,916.0 |
345.0 |
4.8% |
69.5 |
1.0% |
98% |
True |
False |
84,130 |
| 40 |
7,261.0 |
6,791.5 |
469.5 |
6.5% |
73.5 |
1.0% |
99% |
True |
False |
95,650 |
| 60 |
7,261.0 |
6,791.5 |
469.5 |
6.5% |
55.0 |
0.8% |
99% |
True |
False |
63,830 |
| 80 |
7,261.0 |
6,730.0 |
531.0 |
7.3% |
48.0 |
0.7% |
99% |
True |
False |
47,904 |
| 100 |
7,261.0 |
6,730.0 |
531.0 |
7.3% |
43.5 |
0.6% |
99% |
True |
False |
38,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,490.5 |
|
2.618 |
7,402.5 |
|
1.618 |
7,348.5 |
|
1.000 |
7,315.0 |
|
0.618 |
7,294.5 |
|
HIGH |
7,261.0 |
|
0.618 |
7,240.5 |
|
0.500 |
7,234.0 |
|
0.382 |
7,227.5 |
|
LOW |
7,207.0 |
|
0.618 |
7,173.5 |
|
1.000 |
7,153.0 |
|
1.618 |
7,119.5 |
|
2.618 |
7,065.5 |
|
4.250 |
6,977.5 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,248.5 |
7,242.0 |
| PP |
7,241.0 |
7,228.0 |
| S1 |
7,234.0 |
7,214.0 |
|