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 |
35,791.05 |
35,835.43 |
44.38 |
0.1% |
35,221.02 |
High |
35,892.92 |
35,835.43 |
-57.49 |
-0.2% |
35,765.02 |
Low |
35,734.73 |
35,490.43 |
-244.30 |
-0.7% |
35,035.94 |
Close |
35,756.88 |
35,490.69 |
-266.19 |
-0.7% |
35,677.02 |
Range |
158.19 |
345.00 |
186.81 |
118.1% |
729.08 |
ATR |
335.24 |
335.94 |
0.70 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,640.52 |
36,410.60 |
35,680.44 |
|
R3 |
36,295.52 |
36,065.60 |
35,585.57 |
|
R2 |
35,950.52 |
35,950.52 |
35,553.94 |
|
R1 |
35,720.60 |
35,720.60 |
35,522.32 |
35,663.06 |
PP |
35,605.52 |
35,605.52 |
35,605.52 |
35,576.75 |
S1 |
35,375.60 |
35,375.60 |
35,459.07 |
35,318.06 |
S2 |
35,260.52 |
35,260.52 |
35,427.44 |
|
S3 |
34,915.52 |
35,030.60 |
35,395.82 |
|
S4 |
34,570.52 |
34,685.60 |
35,300.94 |
|
|
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% |
212.35 |
0.6% |
11% |
False |
False |
60,424,409 |
10 |
35,892.92 |
34,443.22 |
1,449.70 |
4.1% |
250.78 |
0.7% |
72% |
False |
False |
64,065,922 |
20 |
35,892.92 |
33,785.54 |
2,107.38 |
5.9% |
363.44 |
1.0% |
81% |
False |
False |
45,885,300 |
40 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
361.70 |
1.0% |
82% |
False |
False |
22,942,650 |
60 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
320.51 |
0.9% |
82% |
False |
False |
15,295,100 |
80 |
35,892.92 |
33,613.03 |
2,279.89 |
6.4% |
321.00 |
0.9% |
82% |
False |
False |
11,471,325 |
100 |
35,892.92 |
33,271.93 |
2,620.99 |
7.4% |
314.76 |
0.9% |
85% |
False |
False |
9,177,060 |
120 |
35,892.92 |
33,271.93 |
2,620.99 |
7.4% |
314.70 |
0.9% |
85% |
False |
False |
7,647,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,301.68 |
2.618 |
36,738.64 |
1.618 |
36,393.64 |
1.000 |
36,180.43 |
0.618 |
36,048.64 |
HIGH |
35,835.43 |
0.618 |
35,703.64 |
0.500 |
35,662.93 |
0.382 |
35,622.22 |
LOW |
35,490.43 |
0.618 |
35,277.22 |
1.000 |
35,145.43 |
1.618 |
34,932.22 |
2.618 |
34,587.22 |
4.250 |
34,024.18 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
35,662.93 |
35,691.68 |
PP |
35,605.52 |
35,624.68 |
S1 |
35,548.10 |
35,557.69 |
|