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 |
1,810.8 |
1,796.5 |
-14.3 |
-0.8% |
1,769.5 |
High |
1,811.4 |
1,802.7 |
-8.7 |
-0.5% |
1,817.5 |
Low |
1,784.9 |
1,786.7 |
1.8 |
0.1% |
1,762.7 |
Close |
1,795.4 |
1,800.8 |
5.4 |
0.3% |
1,798.3 |
Range |
26.5 |
16.0 |
-10.5 |
-39.6% |
54.8 |
ATR |
22.4 |
21.9 |
-0.5 |
-2.0% |
0.0 |
Volume |
3,370 |
2,793 |
-577 |
-17.1% |
21,201 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.7 |
1,838.8 |
1,809.6 |
|
R3 |
1,828.7 |
1,822.8 |
1,805.2 |
|
R2 |
1,812.7 |
1,812.7 |
1,803.7 |
|
R1 |
1,806.8 |
1,806.8 |
1,802.3 |
1,809.8 |
PP |
1,796.7 |
1,796.7 |
1,796.7 |
1,798.2 |
S1 |
1,790.8 |
1,790.8 |
1,799.3 |
1,793.8 |
S2 |
1,780.7 |
1,780.7 |
1,797.9 |
|
S3 |
1,764.7 |
1,774.8 |
1,796.4 |
|
S4 |
1,748.7 |
1,758.8 |
1,792.0 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.2 |
1,932.6 |
1,828.4 |
|
R3 |
1,902.4 |
1,877.8 |
1,813.4 |
|
R2 |
1,847.6 |
1,847.6 |
1,808.3 |
|
R1 |
1,823.0 |
1,823.0 |
1,803.3 |
1,835.3 |
PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,799.0 |
S1 |
1,768.2 |
1,768.2 |
1,793.3 |
1,780.5 |
S2 |
1,738.0 |
1,738.0 |
1,788.3 |
|
S3 |
1,683.2 |
1,713.4 |
1,783.2 |
|
S4 |
1,628.4 |
1,658.6 |
1,768.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.5 |
1,778.9 |
38.6 |
2.1% |
21.0 |
1.2% |
57% |
False |
False |
5,221 |
10 |
1,817.5 |
1,762.7 |
54.8 |
3.0% |
20.5 |
1.1% |
70% |
False |
False |
4,131 |
20 |
1,817.5 |
1,724.5 |
93.0 |
5.2% |
21.8 |
1.2% |
82% |
False |
False |
5,088 |
40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.4 |
1.2% |
67% |
False |
False |
3,850 |
60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
23.0 |
1.3% |
76% |
False |
False |
3,106 |
80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.6 |
1.2% |
75% |
False |
False |
2,962 |
100 |
1,910.8 |
1,680.0 |
230.8 |
12.8% |
22.5 |
1.2% |
52% |
False |
False |
2,522 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.7 |
1.2% |
50% |
False |
False |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,870.7 |
2.618 |
1,844.6 |
1.618 |
1,828.6 |
1.000 |
1,818.7 |
0.618 |
1,812.6 |
HIGH |
1,802.7 |
0.618 |
1,796.6 |
0.500 |
1,794.7 |
0.382 |
1,792.8 |
LOW |
1,786.7 |
0.618 |
1,776.8 |
1.000 |
1,770.7 |
1.618 |
1,760.8 |
2.618 |
1,744.8 |
4.250 |
1,718.7 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,798.8 |
1,800.2 |
PP |
1,796.7 |
1,799.7 |
S1 |
1,794.7 |
1,799.1 |
|