Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
35,520.32 |
35,607.72 |
87.40 |
0.2% |
35,221.02 |
High |
35,612.36 |
35,765.02 |
152.66 |
0.4% |
35,765.02 |
Low |
35,442.53 |
35,533.95 |
91.42 |
0.3% |
35,035.94 |
Close |
35,603.08 |
35,677.02 |
73.94 |
0.2% |
35,677.02 |
Range |
169.83 |
231.07 |
61.24 |
36.1% |
729.08 |
ATR |
373.76 |
363.57 |
-10.19 |
-2.7% |
0.00 |
Volume |
302,122,046 |
0 |
-302,122,046 |
-100.0% |
302,122,046 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,351.87 |
36,245.52 |
35,804.11 |
|
R3 |
36,120.80 |
36,014.45 |
35,740.56 |
|
R2 |
35,889.73 |
35,889.73 |
35,719.38 |
|
R1 |
35,783.38 |
35,783.38 |
35,698.20 |
35,836.56 |
PP |
35,658.66 |
35,658.66 |
35,658.66 |
35,685.25 |
S1 |
35,552.31 |
35,552.31 |
35,655.84 |
35,605.49 |
S2 |
35,427.59 |
35,427.59 |
35,634.66 |
|
S3 |
35,196.52 |
35,321.24 |
35,613.48 |
|
S4 |
34,965.45 |
35,090.17 |
35,549.93 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,679.90 |
37,407.54 |
36,078.01 |
|
R3 |
36,950.82 |
36,678.46 |
35,877.52 |
|
R2 |
36,221.74 |
36,221.74 |
35,810.68 |
|
R1 |
35,949.38 |
35,949.38 |
35,743.85 |
36,085.56 |
PP |
35,492.66 |
35,492.66 |
35,492.66 |
35,560.75 |
S1 |
35,220.30 |
35,220.30 |
35,610.19 |
35,356.48 |
S2 |
34,763.58 |
34,763.58 |
35,543.36 |
|
S3 |
34,034.50 |
34,491.22 |
35,476.52 |
|
S4 |
33,305.42 |
33,762.14 |
35,276.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,765.02 |
35,035.94 |
729.08 |
2.0% |
213.79 |
0.6% |
88% |
True |
False |
60,424,409 |
10 |
35,765.02 |
34,115.10 |
1,649.92 |
4.6% |
293.72 |
0.8% |
95% |
True |
False |
64,065,922 |
20 |
35,765.02 |
33,785.54 |
1,979.48 |
5.5% |
387.18 |
1.1% |
96% |
True |
False |
45,885,300 |
40 |
35,765.02 |
33,613.03 |
2,151.99 |
6.0% |
358.78 |
1.0% |
96% |
True |
False |
22,942,650 |
60 |
35,765.02 |
33,613.03 |
2,151.99 |
6.0% |
326.57 |
0.9% |
96% |
True |
False |
15,295,100 |
80 |
35,765.02 |
33,613.03 |
2,151.99 |
6.0% |
322.78 |
0.9% |
96% |
True |
False |
11,471,325 |
100 |
35,765.02 |
33,271.93 |
2,493.09 |
7.0% |
315.48 |
0.9% |
96% |
True |
False |
9,177,060 |
120 |
35,765.02 |
33,271.93 |
2,493.09 |
7.0% |
317.56 |
0.9% |
96% |
True |
False |
7,647,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,747.07 |
2.618 |
36,369.96 |
1.618 |
36,138.89 |
1.000 |
35,996.09 |
0.618 |
35,907.82 |
HIGH |
35,765.02 |
0.618 |
35,676.75 |
0.500 |
35,649.49 |
0.382 |
35,622.22 |
LOW |
35,533.95 |
0.618 |
35,391.15 |
1.000 |
35,302.88 |
1.618 |
35,160.08 |
2.618 |
34,929.01 |
4.250 |
34,551.90 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
35,667.84 |
35,652.61 |
PP |
35,658.66 |
35,628.19 |
S1 |
35,649.49 |
35,603.78 |
|