| 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 |
62,855 |
61,255 |
-1,600 |
-2.5% |
61,120 |
| High |
63,345 |
61,450 |
-1,895 |
-3.0% |
67,680 |
| Low |
61,810 |
57,855 |
-3,955 |
-6.4% |
60,100 |
| Close |
61,975 |
59,065 |
-2,910 |
-4.7% |
61,080 |
| Range |
1,535 |
3,595 |
2,060 |
134.2% |
7,580 |
| ATR |
3,334 |
3,390 |
56 |
1.7% |
0 |
| Volume |
7,404 |
12,927 |
5,523 |
74.6% |
66,237 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70,242 |
68,248 |
61,042 |
|
| R3 |
66,647 |
64,653 |
60,054 |
|
| R2 |
63,052 |
63,052 |
59,724 |
|
| R1 |
61,058 |
61,058 |
59,395 |
60,258 |
| PP |
59,457 |
59,457 |
59,457 |
59,056 |
| S1 |
57,463 |
57,463 |
58,735 |
56,663 |
| S2 |
55,862 |
55,862 |
58,406 |
|
| S3 |
52,267 |
53,868 |
58,076 |
|
| S4 |
48,672 |
50,273 |
57,088 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85,693 |
80,967 |
65,249 |
|
| R3 |
78,113 |
73,387 |
63,165 |
|
| R2 |
70,533 |
70,533 |
62,470 |
|
| R1 |
65,807 |
65,807 |
61,775 |
64,380 |
| PP |
62,953 |
62,953 |
62,953 |
62,240 |
| S1 |
58,227 |
58,227 |
60,385 |
56,800 |
| S2 |
55,373 |
55,373 |
59,690 |
|
| S3 |
47,793 |
50,647 |
58,996 |
|
| S4 |
40,213 |
43,067 |
56,911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66,960 |
57,855 |
9,105 |
15.4% |
3,486 |
5.9% |
13% |
False |
True |
10,649 |
| 10 |
67,680 |
57,190 |
10,490 |
17.8% |
3,557 |
6.0% |
18% |
False |
False |
11,173 |
| 20 |
67,680 |
41,040 |
26,640 |
45.1% |
3,540 |
6.0% |
68% |
False |
False |
8,982 |
| 40 |
67,680 |
40,190 |
27,490 |
46.5% |
3,264 |
5.5% |
69% |
False |
False |
5,679 |
| 60 |
67,680 |
37,445 |
30,235 |
51.2% |
3,048 |
5.2% |
72% |
False |
False |
3,818 |
| 80 |
67,680 |
29,310 |
38,370 |
65.0% |
2,785 |
4.7% |
78% |
False |
False |
2,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76,729 |
|
2.618 |
70,862 |
|
1.618 |
67,267 |
|
1.000 |
65,045 |
|
0.618 |
63,672 |
|
HIGH |
61,450 |
|
0.618 |
60,077 |
|
0.500 |
59,653 |
|
0.382 |
59,228 |
|
LOW |
57,855 |
|
0.618 |
55,633 |
|
1.000 |
54,260 |
|
1.618 |
52,038 |
|
2.618 |
48,443 |
|
4.250 |
42,576 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
59,653 |
60,903 |
| PP |
59,457 |
60,290 |
| S1 |
59,261 |
59,678 |
|