Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,513.00 |
4,523.25 |
10.25 |
0.2% |
4,460.00 |
High |
4,535.75 |
4,544.25 |
8.50 |
0.2% |
4,544.25 |
Low |
4,503.75 |
4,509.00 |
5.25 |
0.1% |
4,429.50 |
Close |
4,534.75 |
4,529.75 |
-5.00 |
-0.1% |
4,529.75 |
Range |
32.00 |
35.25 |
3.25 |
10.2% |
114.75 |
ATR |
54.53 |
53.15 |
-1.38 |
-2.5% |
0.00 |
Volume |
5,360 |
5,884 |
524 |
9.8% |
17,101 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,633.50 |
4,616.75 |
4,549.25 |
|
R3 |
4,598.25 |
4,581.50 |
4,539.50 |
|
R2 |
4,563.00 |
4,563.00 |
4,536.25 |
|
R1 |
4,546.25 |
4,546.25 |
4,533.00 |
4,554.50 |
PP |
4,527.75 |
4,527.75 |
4,527.75 |
4,531.75 |
S1 |
4,511.00 |
4,511.00 |
4,526.50 |
4,519.50 |
S2 |
4,492.50 |
4,492.50 |
4,523.25 |
|
S3 |
4,457.25 |
4,475.75 |
4,520.00 |
|
S4 |
4,422.00 |
4,440.50 |
4,510.25 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,845.50 |
4,802.25 |
4,592.75 |
|
R3 |
4,730.75 |
4,687.50 |
4,561.25 |
|
R2 |
4,616.00 |
4,616.00 |
4,550.75 |
|
R1 |
4,572.75 |
4,572.75 |
4,540.25 |
4,594.50 |
PP |
4,501.25 |
4,501.25 |
4,501.25 |
4,512.00 |
S1 |
4,458.00 |
4,458.00 |
4,519.25 |
4,479.50 |
S2 |
4,386.50 |
4,386.50 |
4,508.75 |
|
S3 |
4,271.75 |
4,343.25 |
4,498.25 |
|
S4 |
4,157.00 |
4,228.50 |
4,466.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,544.25 |
4,429.50 |
114.75 |
2.5% |
36.75 |
0.8% |
87% |
True |
False |
3,420 |
10 |
4,544.25 |
4,311.00 |
233.25 |
5.1% |
45.50 |
1.0% |
94% |
True |
False |
2,550 |
20 |
4,544.25 |
4,252.75 |
291.50 |
6.4% |
60.00 |
1.3% |
95% |
True |
False |
2,331 |
40 |
4,544.25 |
4,252.75 |
291.50 |
6.4% |
55.00 |
1.2% |
95% |
True |
False |
1,818 |
60 |
4,544.25 |
4,252.75 |
291.50 |
6.4% |
48.00 |
1.1% |
95% |
True |
False |
1,266 |
80 |
4,544.25 |
4,206.75 |
337.50 |
7.5% |
47.25 |
1.0% |
96% |
True |
False |
962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.00 |
2.618 |
4,636.50 |
1.618 |
4,601.25 |
1.000 |
4,579.50 |
0.618 |
4,566.00 |
HIGH |
4,544.25 |
0.618 |
4,530.75 |
0.500 |
4,526.50 |
0.382 |
4,522.50 |
LOW |
4,509.00 |
0.618 |
4,487.25 |
1.000 |
4,473.75 |
1.618 |
4,452.00 |
2.618 |
4,416.75 |
4.250 |
4,359.25 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,528.75 |
4,526.75 |
PP |
4,527.75 |
4,523.75 |
S1 |
4,526.50 |
4,520.50 |
|