| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,764.8 |
1,769.4 |
4.6 |
0.3% |
1,757.4 |
| High |
1,786.0 |
1,789.6 |
3.6 |
0.2% |
1,801.9 |
| Low |
1,763.4 |
1,767.1 |
3.7 |
0.2% |
1,749.9 |
| Close |
1,770.5 |
1,784.9 |
14.4 |
0.8% |
1,768.3 |
| Range |
22.6 |
22.5 |
-0.1 |
-0.4% |
52.0 |
| ATR |
23.2 |
23.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
166,972 |
174,076 |
7,104 |
4.3% |
949,204 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.0 |
1,839.0 |
1,797.3 |
|
| R3 |
1,825.5 |
1,816.5 |
1,791.1 |
|
| R2 |
1,803.0 |
1,803.0 |
1,789.0 |
|
| R1 |
1,794.0 |
1,794.0 |
1,787.0 |
1,798.5 |
| PP |
1,780.5 |
1,780.5 |
1,780.5 |
1,782.8 |
| S1 |
1,771.5 |
1,771.5 |
1,782.8 |
1,776.0 |
| S2 |
1,758.0 |
1,758.0 |
1,780.8 |
|
| S3 |
1,735.5 |
1,749.0 |
1,778.7 |
|
| S4 |
1,713.0 |
1,726.5 |
1,772.5 |
|
|
| 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 |
1,760.3 |
41.6 |
2.3% |
20.8 |
1.2% |
59% |
False |
False |
172,214 |
| 10 |
1,801.9 |
1,749.9 |
52.0 |
2.9% |
21.9 |
1.2% |
67% |
False |
False |
182,977 |
| 20 |
1,801.9 |
1,721.1 |
80.8 |
4.5% |
23.5 |
1.3% |
79% |
False |
False |
180,598 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.5 |
1.3% |
55% |
False |
False |
172,189 |
| 60 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
23.9 |
1.3% |
67% |
False |
False |
172,354 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
23.0 |
1.3% |
67% |
False |
False |
139,154 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.9 |
1.3% |
44% |
False |
False |
112,119 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.9 |
1.3% |
44% |
False |
False |
94,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.2 |
|
2.618 |
1,848.5 |
|
1.618 |
1,826.0 |
|
1.000 |
1,812.1 |
|
0.618 |
1,803.5 |
|
HIGH |
1,789.6 |
|
0.618 |
1,781.0 |
|
0.500 |
1,778.4 |
|
0.382 |
1,775.7 |
|
LOW |
1,767.1 |
|
0.618 |
1,753.2 |
|
1.000 |
1,744.6 |
|
1.618 |
1,730.7 |
|
2.618 |
1,708.2 |
|
4.250 |
1,671.5 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,782.7 |
1,781.6 |
| PP |
1,780.5 |
1,778.3 |
| S1 |
1,778.4 |
1,775.0 |
|