| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,767.5 |
1,764.8 |
-2.7 |
-0.2% |
1,757.4 |
| High |
1,772.5 |
1,786.0 |
13.5 |
0.8% |
1,801.9 |
| Low |
1,760.3 |
1,763.4 |
3.1 |
0.2% |
1,749.9 |
| Close |
1,765.7 |
1,770.5 |
4.8 |
0.3% |
1,768.3 |
| Range |
12.2 |
22.6 |
10.4 |
85.2% |
52.0 |
| ATR |
23.3 |
23.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
152,741 |
166,972 |
14,231 |
9.3% |
949,204 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.1 |
1,828.4 |
1,782.9 |
|
| R3 |
1,818.5 |
1,805.8 |
1,776.7 |
|
| R2 |
1,795.9 |
1,795.9 |
1,774.6 |
|
| R1 |
1,783.2 |
1,783.2 |
1,772.6 |
1,789.6 |
| PP |
1,773.3 |
1,773.3 |
1,773.3 |
1,776.5 |
| S1 |
1,760.6 |
1,760.6 |
1,768.4 |
1,767.0 |
| S2 |
1,750.7 |
1,750.7 |
1,766.4 |
|
| S3 |
1,728.1 |
1,738.0 |
1,764.3 |
|
| S4 |
1,705.5 |
1,715.4 |
1,758.1 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.4 |
1,900.8 |
1,796.9 |
|
| R3 |
1,877.4 |
1,848.8 |
1,782.6 |
|
| R2 |
1,825.4 |
1,825.4 |
1,777.8 |
|
| R1 |
1,796.8 |
1,796.8 |
1,773.1 |
1,811.1 |
| PP |
1,773.4 |
1,773.4 |
1,773.4 |
1,780.5 |
| S1 |
1,744.8 |
1,744.8 |
1,763.5 |
1,759.1 |
| S2 |
1,721.4 |
1,721.4 |
1,758.8 |
|
| S3 |
1,669.4 |
1,692.8 |
1,754.0 |
|
| S4 |
1,617.4 |
1,640.8 |
1,739.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,801.9 |
1,757.9 |
44.0 |
2.5% |
24.2 |
1.4% |
29% |
False |
False |
197,207 |
| 10 |
1,801.9 |
1,745.4 |
56.5 |
3.2% |
21.7 |
1.2% |
44% |
False |
False |
181,491 |
| 20 |
1,801.9 |
1,721.1 |
80.8 |
4.6% |
23.5 |
1.3% |
61% |
False |
False |
180,511 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.2 |
1.3% |
43% |
False |
False |
170,707 |
| 60 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
23.8 |
1.3% |
59% |
False |
False |
170,748 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.9 |
1.3% |
58% |
False |
False |
137,026 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.9 |
1.4% |
38% |
False |
False |
110,416 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.9% |
23.8 |
1.3% |
38% |
False |
False |
92,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,882.1 |
|
2.618 |
1,845.2 |
|
1.618 |
1,822.6 |
|
1.000 |
1,808.6 |
|
0.618 |
1,800.0 |
|
HIGH |
1,786.0 |
|
0.618 |
1,777.4 |
|
0.500 |
1,774.7 |
|
0.382 |
1,772.0 |
|
LOW |
1,763.4 |
|
0.618 |
1,749.4 |
|
1.000 |
1,740.8 |
|
1.618 |
1,726.8 |
|
2.618 |
1,704.2 |
|
4.250 |
1,667.4 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,774.7 |
1,779.0 |
| PP |
1,773.3 |
1,776.2 |
| S1 |
1,771.9 |
1,773.3 |
|