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 |
4,556.75 |
4,561.00 |
4.25 |
0.1% |
4,460.00 |
High |
4,582.75 |
4,570.00 |
-12.75 |
-0.3% |
4,544.25 |
Low |
4,554.50 |
4,537.50 |
-17.00 |
-0.4% |
4,429.50 |
Close |
4,558.50 |
4,538.00 |
-20.50 |
-0.4% |
4,529.75 |
Range |
28.25 |
32.50 |
4.25 |
15.0% |
114.75 |
ATR |
50.92 |
49.60 |
-1.32 |
-2.6% |
0.00 |
Volume |
3,997 |
6,808 |
2,811 |
70.3% |
17,101 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,646.00 |
4,624.50 |
4,556.00 |
|
R3 |
4,613.50 |
4,592.00 |
4,547.00 |
|
R2 |
4,581.00 |
4,581.00 |
4,544.00 |
|
R1 |
4,559.50 |
4,559.50 |
4,541.00 |
4,554.00 |
PP |
4,548.50 |
4,548.50 |
4,548.50 |
4,545.75 |
S1 |
4,527.00 |
4,527.00 |
4,535.00 |
4,521.50 |
S2 |
4,516.00 |
4,516.00 |
4,532.00 |
|
S3 |
4,483.50 |
4,494.50 |
4,529.00 |
|
S4 |
4,451.00 |
4,462.00 |
4,520.00 |
|
|
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 |
4,582.75 |
4,503.75 |
79.00 |
1.7% |
34.25 |
0.8% |
43% |
False |
False |
4,742 |
10 |
4,582.75 |
4,348.50 |
234.25 |
5.2% |
40.75 |
0.9% |
81% |
False |
False |
3,358 |
20 |
4,582.75 |
4,252.75 |
330.00 |
7.3% |
55.75 |
1.2% |
86% |
False |
False |
2,644 |
40 |
4,582.75 |
4,252.75 |
330.00 |
7.3% |
54.75 |
1.2% |
86% |
False |
False |
2,121 |
60 |
4,582.75 |
4,252.75 |
330.00 |
7.3% |
47.75 |
1.0% |
86% |
False |
False |
1,469 |
80 |
4,582.75 |
4,206.75 |
376.00 |
8.3% |
47.25 |
1.0% |
88% |
False |
False |
1,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,708.00 |
2.618 |
4,655.00 |
1.618 |
4,622.50 |
1.000 |
4,602.50 |
0.618 |
4,590.00 |
HIGH |
4,570.00 |
0.618 |
4,557.50 |
0.500 |
4,553.75 |
0.382 |
4,550.00 |
LOW |
4,537.50 |
0.618 |
4,517.50 |
1.000 |
4,505.00 |
1.618 |
4,485.00 |
2.618 |
4,452.50 |
4.250 |
4,399.50 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,553.75 |
4,549.50 |
PP |
4,548.50 |
4,545.75 |
S1 |
4,543.25 |
4,541.75 |
|