Trading Metrics calculated at close of trading on 28-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
4,263.8860 |
3,985.2340 |
-278.6520 |
-6.5% |
3,882.2610 |
High |
4,299.5890 |
4,291.9440 |
-7.6450 |
-0.2% |
4,363.8850 |
Low |
3,945.5320 |
3,896.8760 |
-48.6560 |
-1.2% |
3,680.3850 |
Close |
3,985.2340 |
4,253.8640 |
268.6300 |
6.7% |
3,974.8740 |
Range |
354.0570 |
395.0680 |
41.0110 |
11.6% |
683.5000 |
ATR |
253.4315 |
263.5484 |
10.1169 |
4.0% |
0.0000 |
Volume |
541,821 |
742,975 |
201,154 |
37.1% |
465,740 |
|
Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,332.7653 |
5,188.3827 |
4,471.1514 |
|
R3 |
4,937.6973 |
4,793.3147 |
4,362.5077 |
|
R2 |
4,542.6293 |
4,542.6293 |
4,326.2931 |
|
R1 |
4,398.2467 |
4,398.2467 |
4,290.0786 |
4,470.4380 |
PP |
4,147.5613 |
4,147.5613 |
4,147.5613 |
4,183.6570 |
S1 |
4,003.1787 |
4,003.1787 |
4,217.6494 |
4,075.3700 |
S2 |
3,752.4933 |
3,752.4933 |
4,181.4349 |
|
S3 |
3,357.4253 |
3,608.1107 |
4,145.2203 |
|
S4 |
2,962.3573 |
3,213.0427 |
4,036.5766 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,056.8813 |
5,699.3777 |
4,350.7990 |
|
R3 |
5,373.3813 |
5,015.8777 |
4,162.8365 |
|
R2 |
4,689.8813 |
4,689.8813 |
4,100.1823 |
|
R1 |
4,332.3777 |
4,332.3777 |
4,037.5282 |
4,511.1295 |
PP |
4,006.3813 |
4,006.3813 |
4,006.3813 |
4,095.7573 |
S1 |
3,648.8777 |
3,648.8777 |
3,912.2198 |
3,827.6295 |
S2 |
3,322.8813 |
3,322.8813 |
3,849.5657 |
|
S3 |
2,639.3813 |
2,965.3777 |
3,786.9115 |
|
S4 |
1,955.8813 |
2,281.8777 |
3,598.9490 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,299.5890 |
3,896.8760 |
402.7130 |
9.5% |
294.9440 |
6.9% |
89% |
False |
True |
258,999 |
10 |
4,363.8850 |
3,680.3850 |
683.5000 |
16.1% |
272.5596 |
6.4% |
84% |
False |
False |
175,969 |
20 |
4,363.8850 |
2,969.1750 |
1,394.7100 |
32.8% |
241.6407 |
5.7% |
92% |
False |
False |
316,855 |
40 |
4,363.8850 |
2,657.0130 |
1,706.8720 |
40.1% |
276.4600 |
6.5% |
94% |
False |
False |
619,537 |
60 |
4,363.8850 |
2,544.1200 |
1,819.7650 |
42.8% |
261.2153 |
6.1% |
94% |
False |
False |
758,943 |
80 |
4,363.8850 |
1,721.5890 |
2,642.2960 |
62.1% |
238.7432 |
5.6% |
96% |
False |
False |
874,736 |
100 |
4,363.8850 |
1,709.6900 |
2,654.1950 |
62.4% |
233.1584 |
5.5% |
96% |
False |
False |
976,981 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
62.6% |
279.5918 |
6.6% |
96% |
False |
False |
1,047,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,970.9830 |
2.618 |
5,326.2320 |
1.618 |
4,931.1640 |
1.000 |
4,687.0120 |
0.618 |
4,536.0960 |
HIGH |
4,291.9440 |
0.618 |
4,141.0280 |
0.500 |
4,094.4100 |
0.382 |
4,047.7920 |
LOW |
3,896.8760 |
0.618 |
3,652.7240 |
1.000 |
3,501.8080 |
1.618 |
3,257.6560 |
2.618 |
2,862.5880 |
4.250 |
2,217.8370 |
|
|
Fisher Pivots for day following 28-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
4,200.7127 |
4,201.9868 |
PP |
4,147.5613 |
4,150.1097 |
S1 |
4,094.4100 |
4,098.2325 |
|