Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,767.7 |
1,776.3 |
8.6 |
0.5% |
1,757.4 |
High |
1,789.4 |
1,791.7 |
2.3 |
0.1% |
1,804.5 |
Low |
1,767.7 |
1,772.4 |
4.7 |
0.3% |
1,753.7 |
Close |
1,774.1 |
1,788.4 |
14.3 |
0.8% |
1,771.9 |
Range |
21.7 |
19.3 |
-2.4 |
-11.1% |
50.8 |
ATR |
21.4 |
21.2 |
-0.1 |
-0.7% |
0.0 |
Volume |
626 |
2,191 |
1,565 |
250.0% |
11,709 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.1 |
1,834.5 |
1,799.0 |
|
R3 |
1,822.8 |
1,815.2 |
1,793.7 |
|
R2 |
1,803.5 |
1,803.5 |
1,791.9 |
|
R1 |
1,795.9 |
1,795.9 |
1,790.2 |
1,799.7 |
PP |
1,784.2 |
1,784.2 |
1,784.2 |
1,786.1 |
S1 |
1,776.6 |
1,776.6 |
1,786.6 |
1,780.4 |
S2 |
1,764.9 |
1,764.9 |
1,784.9 |
|
S3 |
1,745.6 |
1,757.3 |
1,783.1 |
|
S4 |
1,726.3 |
1,738.0 |
1,777.8 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.1 |
1,901.3 |
1,799.8 |
|
R3 |
1,878.3 |
1,850.5 |
1,785.9 |
|
R2 |
1,827.5 |
1,827.5 |
1,781.2 |
|
R1 |
1,799.7 |
1,799.7 |
1,776.6 |
1,813.6 |
PP |
1,776.7 |
1,776.7 |
1,776.7 |
1,783.7 |
S1 |
1,748.9 |
1,748.9 |
1,767.2 |
1,762.8 |
S2 |
1,725.9 |
1,725.9 |
1,762.6 |
|
S3 |
1,675.1 |
1,698.1 |
1,757.9 |
|
S4 |
1,624.3 |
1,647.3 |
1,744.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,804.5 |
1,763.9 |
40.6 |
2.3% |
18.8 |
1.1% |
60% |
False |
False |
1,190 |
10 |
1,804.5 |
1,753.7 |
50.8 |
2.8% |
20.2 |
1.1% |
68% |
False |
False |
2,173 |
20 |
1,804.5 |
1,725.0 |
79.5 |
4.4% |
21.4 |
1.2% |
80% |
False |
False |
1,719 |
40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
21.2 |
1.2% |
55% |
False |
False |
1,367 |
60 |
1,840.7 |
1,682.4 |
158.3 |
8.9% |
21.4 |
1.2% |
67% |
False |
False |
1,324 |
80 |
1,841.1 |
1,682.4 |
158.7 |
8.9% |
19.3 |
1.1% |
67% |
False |
False |
1,132 |
100 |
1,919.3 |
1,682.4 |
236.9 |
13.2% |
19.0 |
1.1% |
45% |
False |
False |
934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,873.7 |
2.618 |
1,842.2 |
1.618 |
1,822.9 |
1.000 |
1,811.0 |
0.618 |
1,803.6 |
HIGH |
1,791.7 |
0.618 |
1,784.3 |
0.500 |
1,782.1 |
0.382 |
1,779.8 |
LOW |
1,772.4 |
0.618 |
1,760.5 |
1.000 |
1,753.1 |
1.618 |
1,741.2 |
2.618 |
1,721.9 |
4.250 |
1,690.4 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,786.3 |
1,784.9 |
PP |
1,784.2 |
1,781.3 |
S1 |
1,782.1 |
1,777.8 |
|