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 |
1,810.6 |
1,797.6 |
-13.0 |
-0.7% |
1,771.0 |
High |
1,811.4 |
1,804.0 |
-7.4 |
-0.4% |
1,818.6 |
Low |
1,788.0 |
1,788.6 |
0.6 |
0.0% |
1,763.9 |
Close |
1,797.1 |
1,802.6 |
5.5 |
0.3% |
1,800.0 |
Range |
23.4 |
15.4 |
-8.0 |
-34.2% |
54.7 |
ATR |
21.3 |
20.9 |
-0.4 |
-2.0% |
0.0 |
Volume |
734 |
835 |
101 |
13.8% |
5,905 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.6 |
1,839.0 |
1,811.1 |
|
R3 |
1,829.2 |
1,823.6 |
1,806.8 |
|
R2 |
1,813.8 |
1,813.8 |
1,805.4 |
|
R1 |
1,808.2 |
1,808.2 |
1,804.0 |
1,811.0 |
PP |
1,798.4 |
1,798.4 |
1,798.4 |
1,799.8 |
S1 |
1,792.8 |
1,792.8 |
1,801.2 |
1,795.6 |
S2 |
1,783.0 |
1,783.0 |
1,799.8 |
|
S3 |
1,767.6 |
1,777.4 |
1,798.4 |
|
S4 |
1,752.2 |
1,762.0 |
1,794.1 |
|
|
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 |
1,780.4 |
38.2 |
2.1% |
19.7 |
1.1% |
58% |
False |
False |
873 |
10 |
1,818.6 |
1,763.9 |
54.7 |
3.0% |
19.2 |
1.1% |
71% |
False |
False |
1,031 |
20 |
1,818.6 |
1,726.8 |
91.8 |
5.1% |
20.5 |
1.1% |
83% |
False |
False |
1,697 |
40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
21.3 |
1.2% |
67% |
False |
False |
1,439 |
60 |
1,840.4 |
1,682.4 |
158.0 |
8.8% |
21.9 |
1.2% |
76% |
False |
False |
1,313 |
80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
19.5 |
1.1% |
76% |
False |
False |
1,159 |
100 |
1,911.7 |
1,682.4 |
229.3 |
12.7% |
19.2 |
1.1% |
52% |
False |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.5 |
2.618 |
1,844.3 |
1.618 |
1,828.9 |
1.000 |
1,819.4 |
0.618 |
1,813.5 |
HIGH |
1,804.0 |
0.618 |
1,798.1 |
0.500 |
1,796.3 |
0.382 |
1,794.5 |
LOW |
1,788.6 |
0.618 |
1,779.1 |
1.000 |
1,773.2 |
1.618 |
1,763.7 |
2.618 |
1,748.3 |
4.250 |
1,723.2 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
1,800.5 |
1,802.2 |
PP |
1,798.4 |
1,801.8 |
S1 |
1,796.3 |
1,801.4 |
|