| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,769.4 |
1,782.5 |
13.1 |
0.7% |
1,757.4 |
| High |
1,789.6 |
1,790.3 |
0.7 |
0.0% |
1,801.9 |
| Low |
1,767.1 |
1,776.8 |
9.7 |
0.5% |
1,749.9 |
| Close |
1,784.9 |
1,781.9 |
-3.0 |
-0.2% |
1,768.3 |
| Range |
22.5 |
13.5 |
-9.0 |
-40.0% |
52.0 |
| ATR |
23.2 |
22.5 |
-0.7 |
-3.0% |
0.0 |
| Volume |
174,076 |
138,729 |
-35,347 |
-20.3% |
949,204 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.5 |
1,816.2 |
1,789.3 |
|
| R3 |
1,810.0 |
1,802.7 |
1,785.6 |
|
| R2 |
1,796.5 |
1,796.5 |
1,784.4 |
|
| R1 |
1,789.2 |
1,789.2 |
1,783.1 |
1,786.1 |
| PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,781.5 |
| S1 |
1,775.7 |
1,775.7 |
1,780.7 |
1,772.6 |
| S2 |
1,769.5 |
1,769.5 |
1,779.4 |
|
| S3 |
1,756.0 |
1,762.2 |
1,778.2 |
|
| S4 |
1,742.5 |
1,748.7 |
1,774.5 |
|
|
| 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 |
1,797.7 |
1,760.3 |
37.4 |
2.1% |
20.7 |
1.2% |
58% |
False |
False |
167,029 |
| 10 |
1,801.9 |
1,749.9 |
52.0 |
2.9% |
21.7 |
1.2% |
62% |
False |
False |
182,209 |
| 20 |
1,801.9 |
1,721.1 |
80.8 |
4.5% |
22.2 |
1.2% |
75% |
False |
False |
176,261 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
23.3 |
1.3% |
53% |
False |
False |
171,571 |
| 60 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
23.9 |
1.3% |
66% |
False |
False |
171,357 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
22.8 |
1.3% |
65% |
False |
False |
140,794 |
| 100 |
1,915.7 |
1,675.9 |
239.8 |
13.5% |
23.8 |
1.3% |
44% |
False |
False |
113,465 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.7 |
1.3% |
43% |
False |
False |
95,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,847.7 |
|
2.618 |
1,825.6 |
|
1.618 |
1,812.1 |
|
1.000 |
1,803.8 |
|
0.618 |
1,798.6 |
|
HIGH |
1,790.3 |
|
0.618 |
1,785.1 |
|
0.500 |
1,783.6 |
|
0.382 |
1,782.0 |
|
LOW |
1,776.8 |
|
0.618 |
1,768.5 |
|
1.000 |
1,763.3 |
|
1.618 |
1,755.0 |
|
2.618 |
1,741.5 |
|
4.250 |
1,719.4 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,783.6 |
1,780.2 |
| PP |
1,783.0 |
1,778.5 |
| S1 |
1,782.5 |
1,776.9 |
|