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 |
63,535 |
61,895 |
-1,640 |
-2.6% |
61,580 |
High |
64,015 |
61,895 |
-2,120 |
-3.3% |
68,515 |
Low |
62,460 |
58,310 |
-4,150 |
-6.6% |
60,610 |
Close |
62,580 |
59,415 |
-3,165 |
-5.1% |
61,680 |
Range |
1,555 |
3,585 |
2,030 |
130.5% |
7,905 |
ATR |
3,317 |
3,385 |
68 |
2.1% |
0 |
Volume |
3,857 |
8,286 |
4,429 |
114.8% |
18,400 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70,628 |
68,607 |
61,387 |
|
R3 |
67,043 |
65,022 |
60,401 |
|
R2 |
63,458 |
63,458 |
60,072 |
|
R1 |
61,437 |
61,437 |
59,744 |
60,655 |
PP |
59,873 |
59,873 |
59,873 |
59,483 |
S1 |
57,852 |
57,852 |
59,086 |
57,070 |
S2 |
56,288 |
56,288 |
58,758 |
|
S3 |
52,703 |
54,267 |
58,429 |
|
S4 |
49,118 |
50,682 |
57,443 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87,317 |
82,403 |
66,028 |
|
R3 |
79,412 |
74,498 |
63,854 |
|
R2 |
71,507 |
71,507 |
63,129 |
|
R1 |
66,593 |
66,593 |
62,405 |
69,050 |
PP |
63,602 |
63,602 |
63,602 |
64,830 |
S1 |
58,688 |
58,688 |
60,955 |
61,145 |
S2 |
55,697 |
55,697 |
60,231 |
|
S3 |
47,792 |
50,783 |
59,506 |
|
S4 |
39,887 |
42,878 |
57,332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67,945 |
58,310 |
9,635 |
16.2% |
3,573 |
6.0% |
11% |
False |
True |
4,749 |
10 |
68,515 |
57,760 |
10,755 |
18.1% |
3,594 |
6.0% |
15% |
False |
False |
3,687 |
20 |
68,515 |
41,145 |
27,370 |
46.1% |
3,471 |
5.8% |
67% |
False |
False |
2,444 |
40 |
68,515 |
40,400 |
28,115 |
47.3% |
3,192 |
5.4% |
68% |
False |
False |
1,367 |
60 |
68,515 |
37,595 |
30,920 |
52.0% |
2,952 |
5.0% |
71% |
False |
False |
924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77,131 |
2.618 |
71,281 |
1.618 |
67,696 |
1.000 |
65,480 |
0.618 |
64,111 |
HIGH |
61,895 |
0.618 |
60,526 |
0.500 |
60,103 |
0.382 |
59,679 |
LOW |
58,310 |
0.618 |
56,094 |
1.000 |
54,725 |
1.618 |
52,509 |
2.618 |
48,924 |
4.250 |
43,074 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
60,103 |
61,593 |
PP |
59,873 |
60,867 |
S1 |
59,644 |
60,141 |
|