Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,561.00 |
4,543.25 |
-17.75 |
-0.4% |
4,460.00 |
High |
4,570.00 |
4,583.75 |
13.75 |
0.3% |
4,544.25 |
Low |
4,537.50 |
4,539.00 |
1.50 |
0.0% |
4,429.50 |
Close |
4,538.00 |
4,581.25 |
43.25 |
1.0% |
4,529.75 |
Range |
32.50 |
44.75 |
12.25 |
37.7% |
114.75 |
ATR |
49.60 |
49.33 |
-0.28 |
-0.6% |
0.00 |
Volume |
6,808 |
5,948 |
-860 |
-12.6% |
17,101 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,702.25 |
4,686.50 |
4,605.75 |
|
R3 |
4,657.50 |
4,641.75 |
4,593.50 |
|
R2 |
4,612.75 |
4,612.75 |
4,589.50 |
|
R1 |
4,597.00 |
4,597.00 |
4,585.25 |
4,605.00 |
PP |
4,568.00 |
4,568.00 |
4,568.00 |
4,572.00 |
S1 |
4,552.25 |
4,552.25 |
4,577.25 |
4,560.00 |
S2 |
4,523.25 |
4,523.25 |
4,573.00 |
|
S3 |
4,478.50 |
4,507.50 |
4,569.00 |
|
S4 |
4,433.75 |
4,462.75 |
4,556.75 |
|
|
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 |
4,583.75 |
4,509.00 |
74.75 |
1.6% |
36.75 |
0.8% |
97% |
True |
False |
4,860 |
10 |
4,583.75 |
4,419.50 |
164.25 |
3.6% |
37.25 |
0.8% |
98% |
True |
False |
3,760 |
20 |
4,583.75 |
4,252.75 |
331.00 |
7.2% |
53.50 |
1.2% |
99% |
True |
False |
2,724 |
40 |
4,583.75 |
4,252.75 |
331.00 |
7.2% |
55.50 |
1.2% |
99% |
True |
False |
2,262 |
60 |
4,583.75 |
4,252.75 |
331.00 |
7.2% |
48.00 |
1.0% |
99% |
True |
False |
1,567 |
80 |
4,583.75 |
4,206.75 |
377.00 |
8.2% |
47.25 |
1.0% |
99% |
True |
False |
1,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,774.00 |
2.618 |
4,701.00 |
1.618 |
4,656.25 |
1.000 |
4,628.50 |
0.618 |
4,611.50 |
HIGH |
4,583.75 |
0.618 |
4,566.75 |
0.500 |
4,561.50 |
0.382 |
4,556.00 |
LOW |
4,539.00 |
0.618 |
4,511.25 |
1.000 |
4,494.25 |
1.618 |
4,466.50 |
2.618 |
4,421.75 |
4.250 |
4,348.75 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,574.50 |
4,574.50 |
PP |
4,568.00 |
4,567.50 |
S1 |
4,561.50 |
4,560.50 |
|