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 |
15,619.31 |
15,618.27 |
-1.04 |
0.0% |
15,095.74 |
High |
15,710.79 |
15,729.75 |
18.96 |
0.1% |
15,497.58 |
Low |
15,518.59 |
15,578.68 |
60.09 |
0.4% |
15,074.71 |
Close |
15,559.49 |
15,598.39 |
38.90 |
0.3% |
15,355.07 |
Range |
192.20 |
151.07 |
-41.13 |
-21.4% |
422.87 |
ATR |
195.91 |
194.08 |
-1.83 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,088.82 |
15,994.67 |
15,681.48 |
|
R3 |
15,937.75 |
15,843.60 |
15,639.93 |
|
R2 |
15,786.68 |
15,786.68 |
15,626.09 |
|
R1 |
15,692.53 |
15,692.53 |
15,612.24 |
15,664.07 |
PP |
15,635.61 |
15,635.61 |
15,635.61 |
15,621.38 |
S1 |
15,541.46 |
15,541.46 |
15,584.54 |
15,513.00 |
S2 |
15,484.54 |
15,484.54 |
15,570.69 |
|
S3 |
15,333.47 |
15,390.39 |
15,556.85 |
|
S4 |
15,182.40 |
15,239.32 |
15,515.30 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,577.73 |
16,389.27 |
15,587.65 |
|
R3 |
16,154.86 |
15,966.40 |
15,471.36 |
|
R2 |
15,731.99 |
15,731.99 |
15,432.60 |
|
R1 |
15,543.53 |
15,543.53 |
15,393.83 |
15,637.76 |
PP |
15,309.12 |
15,309.12 |
15,309.12 |
15,356.24 |
S1 |
15,120.66 |
15,120.66 |
15,316.31 |
15,214.89 |
S2 |
14,886.25 |
14,886.25 |
15,277.54 |
|
S3 |
14,463.38 |
14,697.79 |
15,238.78 |
|
S4 |
14,040.51 |
14,274.92 |
15,122.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,729.75 |
15,291.95 |
437.80 |
2.8% |
177.49 |
1.1% |
70% |
True |
False |
|
10 |
15,729.75 |
14,901.59 |
828.16 |
5.3% |
158.01 |
1.0% |
84% |
True |
False |
|
20 |
15,729.75 |
14,384.93 |
1,344.82 |
8.6% |
183.26 |
1.2% |
90% |
True |
False |
|
40 |
15,729.75 |
14,384.93 |
1,344.82 |
8.6% |
177.83 |
1.1% |
90% |
True |
False |
|
60 |
15,729.75 |
14,384.93 |
1,344.82 |
8.6% |
162.46 |
1.0% |
90% |
True |
False |
|
80 |
15,729.75 |
14,384.93 |
1,344.82 |
8.6% |
160.97 |
1.0% |
90% |
True |
False |
|
100 |
15,729.75 |
13,746.42 |
1,983.33 |
12.7% |
154.64 |
1.0% |
93% |
True |
False |
|
120 |
15,729.75 |
12,967.18 |
2,762.57 |
17.7% |
157.74 |
1.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,371.80 |
2.618 |
16,125.25 |
1.618 |
15,974.18 |
1.000 |
15,880.82 |
0.618 |
15,823.11 |
HIGH |
15,729.75 |
0.618 |
15,672.04 |
0.500 |
15,654.22 |
0.382 |
15,636.39 |
LOW |
15,578.68 |
0.618 |
15,485.32 |
1.000 |
15,427.61 |
1.618 |
15,334.25 |
2.618 |
15,183.18 |
4.250 |
14,936.63 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,654.22 |
15,576.97 |
PP |
15,635.61 |
15,555.54 |
S1 |
15,617.00 |
15,534.12 |
|