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 |
35,692.62 |
35,791.05 |
98.43 |
0.3% |
35,221.02 |
High |
35,787.04 |
35,892.92 |
105.88 |
0.3% |
35,765.02 |
Low |
35,629.37 |
35,734.73 |
105.36 |
0.3% |
35,035.94 |
Close |
35,741.15 |
35,756.88 |
15.73 |
0.0% |
35,677.02 |
Range |
157.67 |
158.19 |
0.52 |
0.3% |
729.08 |
ATR |
348.86 |
335.24 |
-13.62 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,269.41 |
36,171.34 |
35,843.88 |
|
R3 |
36,111.22 |
36,013.15 |
35,800.38 |
|
R2 |
35,953.03 |
35,953.03 |
35,785.88 |
|
R1 |
35,854.96 |
35,854.96 |
35,771.38 |
35,824.90 |
PP |
35,794.84 |
35,794.84 |
35,794.84 |
35,779.82 |
S1 |
35,696.77 |
35,696.77 |
35,742.38 |
35,666.71 |
S2 |
35,636.65 |
35,636.65 |
35,727.88 |
|
S3 |
35,478.46 |
35,538.58 |
35,713.38 |
|
S4 |
35,320.27 |
35,380.39 |
35,669.88 |
|
|
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 |
35,892.92 |
35,442.53 |
450.39 |
1.3% |
184.12 |
0.5% |
70% |
True |
False |
60,424,409 |
10 |
35,892.92 |
34,115.10 |
1,777.82 |
5.0% |
249.60 |
0.7% |
92% |
True |
False |
64,065,922 |
20 |
35,892.92 |
33,785.54 |
2,107.38 |
5.9% |
359.91 |
1.0% |
94% |
True |
False |
45,885,300 |
40 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
357.07 |
1.0% |
94% |
True |
False |
22,942,650 |
60 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
321.52 |
0.9% |
94% |
True |
False |
15,295,100 |
80 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
322.35 |
0.9% |
94% |
True |
False |
11,471,325 |
100 |
35,892.92 |
33,271.93 |
2,620.99 |
7.3% |
313.78 |
0.9% |
95% |
True |
False |
9,177,060 |
120 |
35,892.92 |
33,271.93 |
2,620.99 |
7.3% |
314.72 |
0.9% |
95% |
True |
False |
7,647,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,565.23 |
2.618 |
36,307.06 |
1.618 |
36,148.87 |
1.000 |
36,051.11 |
0.618 |
35,990.68 |
HIGH |
35,892.92 |
0.618 |
35,832.49 |
0.500 |
35,813.83 |
0.382 |
35,795.16 |
LOW |
35,734.73 |
0.618 |
35,636.97 |
1.000 |
35,576.54 |
1.618 |
35,478.78 |
2.618 |
35,320.59 |
4.250 |
35,062.42 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
35,813.83 |
35,742.40 |
PP |
35,794.84 |
35,727.92 |
S1 |
35,775.86 |
35,713.44 |
|