Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
1,798.7 |
1,810.6 |
11.9 |
0.7% |
1,771.0 |
High |
1,814.8 |
1,811.4 |
-3.4 |
-0.2% |
1,818.6 |
Low |
1,798.2 |
1,788.0 |
-10.2 |
-0.6% |
1,763.9 |
Close |
1,810.4 |
1,797.1 |
-13.3 |
-0.7% |
1,800.0 |
Range |
16.6 |
23.4 |
6.8 |
41.0% |
54.7 |
ATR |
21.1 |
21.3 |
0.2 |
0.8% |
0.0 |
Volume |
951 |
734 |
-217 |
-22.8% |
5,905 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.0 |
1,856.5 |
1,810.0 |
|
R3 |
1,845.6 |
1,833.1 |
1,803.5 |
|
R2 |
1,822.2 |
1,822.2 |
1,801.4 |
|
R1 |
1,809.7 |
1,809.7 |
1,799.2 |
1,804.3 |
PP |
1,798.8 |
1,798.8 |
1,798.8 |
1,796.1 |
S1 |
1,786.3 |
1,786.3 |
1,795.0 |
1,780.9 |
S2 |
1,775.4 |
1,775.4 |
1,792.8 |
|
S3 |
1,752.0 |
1,762.9 |
1,790.7 |
|
S4 |
1,728.6 |
1,739.5 |
1,784.2 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,958.3 |
1,933.8 |
1,830.1 |
|
R3 |
1,903.6 |
1,879.1 |
1,815.0 |
|
R2 |
1,848.9 |
1,848.9 |
1,810.0 |
|
R1 |
1,824.4 |
1,824.4 |
1,805.0 |
1,836.7 |
PP |
1,794.2 |
1,794.2 |
1,794.2 |
1,800.3 |
S1 |
1,769.7 |
1,769.7 |
1,795.0 |
1,782.0 |
S2 |
1,739.5 |
1,739.5 |
1,790.0 |
|
S3 |
1,684.8 |
1,715.0 |
1,785.0 |
|
S4 |
1,630.1 |
1,660.3 |
1,769.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.6 |
1,772.4 |
46.2 |
2.6% |
20.4 |
1.1% |
53% |
False |
False |
1,144 |
10 |
1,818.6 |
1,761.6 |
57.0 |
3.2% |
21.6 |
1.2% |
62% |
False |
False |
1,343 |
20 |
1,818.6 |
1,725.0 |
93.6 |
5.2% |
21.0 |
1.2% |
77% |
False |
False |
1,704 |
40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
21.3 |
1.2% |
62% |
False |
False |
1,428 |
60 |
1,840.4 |
1,682.4 |
158.0 |
8.8% |
21.7 |
1.2% |
73% |
False |
False |
1,305 |
80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
19.7 |
1.1% |
72% |
False |
False |
1,154 |
100 |
1,911.7 |
1,682.4 |
229.3 |
12.8% |
19.2 |
1.1% |
50% |
False |
False |
960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.9 |
2.618 |
1,872.7 |
1.618 |
1,849.3 |
1.000 |
1,834.8 |
0.618 |
1,825.9 |
HIGH |
1,811.4 |
0.618 |
1,802.5 |
0.500 |
1,799.7 |
0.382 |
1,796.9 |
LOW |
1,788.0 |
0.618 |
1,773.5 |
1.000 |
1,764.6 |
1.618 |
1,750.1 |
2.618 |
1,726.7 |
4.250 |
1,688.6 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,799.7 |
1,803.2 |
PP |
1,798.8 |
1,801.2 |
S1 |
1,798.0 |
1,799.1 |
|