Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,771.5 |
1,784.5 |
13.0 |
0.7% |
1,760.3 |
High |
1,791.1 |
1,791.6 |
0.5 |
0.0% |
1,803.6 |
Low |
1,770.3 |
1,778.9 |
8.6 |
0.5% |
1,752.1 |
Close |
1,786.8 |
1,783.8 |
-3.0 |
-0.2% |
1,770.2 |
Range |
20.8 |
12.7 |
-8.1 |
-38.9% |
51.5 |
ATR |
22.2 |
21.5 |
-0.7 |
-3.1% |
0.0 |
Volume |
4,208 |
1,015 |
-3,193 |
-75.9% |
22,633 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.9 |
1,816.0 |
1,790.8 |
|
R3 |
1,810.2 |
1,803.3 |
1,787.3 |
|
R2 |
1,797.5 |
1,797.5 |
1,786.1 |
|
R1 |
1,790.6 |
1,790.6 |
1,785.0 |
1,787.7 |
PP |
1,784.8 |
1,784.8 |
1,784.8 |
1,783.3 |
S1 |
1,777.9 |
1,777.9 |
1,782.6 |
1,775.0 |
S2 |
1,772.1 |
1,772.1 |
1,781.5 |
|
S3 |
1,759.4 |
1,765.2 |
1,780.3 |
|
S4 |
1,746.7 |
1,752.5 |
1,776.8 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.8 |
1,901.5 |
1,798.5 |
|
R3 |
1,878.3 |
1,850.0 |
1,784.4 |
|
R2 |
1,826.8 |
1,826.8 |
1,779.6 |
|
R1 |
1,798.5 |
1,798.5 |
1,774.9 |
1,812.7 |
PP |
1,775.3 |
1,775.3 |
1,775.3 |
1,782.4 |
S1 |
1,747.0 |
1,747.0 |
1,765.5 |
1,761.2 |
S2 |
1,723.8 |
1,723.8 |
1,760.8 |
|
S3 |
1,672.3 |
1,695.5 |
1,756.0 |
|
S4 |
1,620.8 |
1,644.0 |
1,741.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,799.4 |
1,762.7 |
36.7 |
2.1% |
19.8 |
1.1% |
57% |
False |
False |
2,429 |
10 |
1,803.6 |
1,752.1 |
51.5 |
2.9% |
20.7 |
1.2% |
62% |
False |
False |
3,852 |
20 |
1,803.6 |
1,723.7 |
79.9 |
4.5% |
21.2 |
1.2% |
75% |
False |
False |
4,244 |
40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.2 |
1.2% |
52% |
False |
False |
3,299 |
60 |
1,838.7 |
1,680.0 |
158.7 |
8.9% |
22.6 |
1.3% |
65% |
False |
False |
2,823 |
80 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.5 |
1.2% |
65% |
False |
False |
2,679 |
100 |
1,916.4 |
1,680.0 |
236.4 |
13.3% |
22.7 |
1.3% |
44% |
False |
False |
2,296 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
21.5 |
1.2% |
43% |
False |
False |
2,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,845.6 |
2.618 |
1,824.8 |
1.618 |
1,812.1 |
1.000 |
1,804.3 |
0.618 |
1,799.4 |
HIGH |
1,791.6 |
0.618 |
1,786.7 |
0.500 |
1,785.3 |
0.382 |
1,783.8 |
LOW |
1,778.9 |
0.618 |
1,771.1 |
1.000 |
1,766.2 |
1.618 |
1,758.4 |
2.618 |
1,745.7 |
4.250 |
1,724.9 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,785.3 |
1,782.1 |
PP |
1,784.8 |
1,780.3 |
S1 |
1,784.3 |
1,778.6 |
|