Trading Metrics calculated at close of trading on 25-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,523.25 |
4,520.50 |
-2.75 |
-0.1% |
4,460.00 |
High |
4,544.25 |
4,559.00 |
14.75 |
0.3% |
4,544.25 |
Low |
4,509.00 |
4,516.25 |
7.25 |
0.2% |
4,429.50 |
Close |
4,529.75 |
4,551.25 |
21.50 |
0.5% |
4,529.75 |
Range |
35.25 |
42.75 |
7.50 |
21.3% |
114.75 |
ATR |
53.15 |
52.41 |
-0.74 |
-1.4% |
0.00 |
Volume |
5,884 |
1,665 |
-4,219 |
-71.7% |
17,101 |
|
Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,670.50 |
4,653.50 |
4,574.75 |
|
R3 |
4,627.75 |
4,610.75 |
4,563.00 |
|
R2 |
4,585.00 |
4,585.00 |
4,559.00 |
|
R1 |
4,568.00 |
4,568.00 |
4,555.25 |
4,576.50 |
PP |
4,542.25 |
4,542.25 |
4,542.25 |
4,546.50 |
S1 |
4,525.25 |
4,525.25 |
4,547.25 |
4,533.75 |
S2 |
4,499.50 |
4,499.50 |
4,543.50 |
|
S3 |
4,456.75 |
4,482.50 |
4,539.50 |
|
S4 |
4,414.00 |
4,439.75 |
4,527.75 |
|
|
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 |
4,559.00 |
4,464.75 |
94.25 |
2.1% |
36.75 |
0.8% |
92% |
True |
False |
3,492 |
10 |
4,559.00 |
4,311.00 |
248.00 |
5.4% |
43.50 |
1.0% |
97% |
True |
False |
2,628 |
20 |
4,559.00 |
4,252.75 |
306.25 |
6.7% |
59.75 |
1.3% |
97% |
True |
False |
2,318 |
40 |
4,559.00 |
4,252.75 |
306.25 |
6.7% |
55.00 |
1.2% |
97% |
True |
False |
1,858 |
60 |
4,559.00 |
4,252.75 |
306.25 |
6.7% |
48.25 |
1.1% |
97% |
True |
False |
1,293 |
80 |
4,559.00 |
4,206.75 |
352.25 |
7.7% |
47.50 |
1.0% |
98% |
True |
False |
983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,740.75 |
2.618 |
4,671.00 |
1.618 |
4,628.25 |
1.000 |
4,601.75 |
0.618 |
4,585.50 |
HIGH |
4,559.00 |
0.618 |
4,542.75 |
0.500 |
4,537.50 |
0.382 |
4,532.50 |
LOW |
4,516.25 |
0.618 |
4,489.75 |
1.000 |
4,473.50 |
1.618 |
4,447.00 |
2.618 |
4,404.25 |
4.250 |
4,334.50 |
|
|
Fisher Pivots for day following 25-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,546.75 |
4,544.50 |
PP |
4,542.25 |
4,538.00 |
S1 |
4,537.50 |
4,531.50 |
|