| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,782.5 |
1,783.7 |
1.2 |
0.1% |
1,767.5 |
| High |
1,790.3 |
1,815.5 |
25.2 |
1.4% |
1,815.5 |
| Low |
1,776.8 |
1,783.4 |
6.6 |
0.4% |
1,760.3 |
| Close |
1,781.9 |
1,796.3 |
14.4 |
0.8% |
1,796.3 |
| Range |
13.5 |
32.1 |
18.6 |
137.8% |
55.2 |
| ATR |
22.5 |
23.3 |
0.8 |
3.5% |
0.0 |
| Volume |
138,729 |
312,812 |
174,083 |
125.5% |
945,330 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.7 |
1,877.6 |
1,814.0 |
|
| R3 |
1,862.6 |
1,845.5 |
1,805.1 |
|
| R2 |
1,830.5 |
1,830.5 |
1,802.2 |
|
| R1 |
1,813.4 |
1,813.4 |
1,799.2 |
1,822.0 |
| PP |
1,798.4 |
1,798.4 |
1,798.4 |
1,802.7 |
| S1 |
1,781.3 |
1,781.3 |
1,793.4 |
1,789.9 |
| S2 |
1,766.3 |
1,766.3 |
1,790.4 |
|
| S3 |
1,734.2 |
1,749.2 |
1,787.5 |
|
| S4 |
1,702.1 |
1,717.1 |
1,778.6 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,956.3 |
1,931.5 |
1,826.7 |
|
| R3 |
1,901.1 |
1,876.3 |
1,811.5 |
|
| R2 |
1,845.9 |
1,845.9 |
1,806.4 |
|
| R1 |
1,821.1 |
1,821.1 |
1,801.4 |
1,833.5 |
| PP |
1,790.7 |
1,790.7 |
1,790.7 |
1,796.9 |
| S1 |
1,765.9 |
1,765.9 |
1,791.2 |
1,778.3 |
| S2 |
1,735.5 |
1,735.5 |
1,786.2 |
|
| S3 |
1,680.3 |
1,710.7 |
1,781.1 |
|
| S4 |
1,625.1 |
1,655.5 |
1,765.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,815.5 |
1,760.3 |
55.2 |
3.1% |
20.6 |
1.1% |
65% |
True |
False |
189,066 |
| 10 |
1,815.5 |
1,749.9 |
65.6 |
3.7% |
22.0 |
1.2% |
71% |
True |
False |
189,453 |
| 20 |
1,815.5 |
1,721.1 |
94.4 |
5.3% |
22.9 |
1.3% |
80% |
True |
False |
184,324 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
23.6 |
1.3% |
65% |
False |
False |
176,028 |
| 60 |
1,836.9 |
1,675.9 |
161.0 |
9.0% |
23.9 |
1.3% |
75% |
False |
False |
173,036 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.9 |
1.3% |
74% |
False |
False |
144,651 |
| 100 |
1,915.7 |
1,675.9 |
239.8 |
13.3% |
24.0 |
1.3% |
50% |
False |
False |
116,562 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.7 |
1.3% |
49% |
False |
False |
97,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,951.9 |
|
2.618 |
1,899.5 |
|
1.618 |
1,867.4 |
|
1.000 |
1,847.6 |
|
0.618 |
1,835.3 |
|
HIGH |
1,815.5 |
|
0.618 |
1,803.2 |
|
0.500 |
1,799.5 |
|
0.382 |
1,795.7 |
|
LOW |
1,783.4 |
|
0.618 |
1,763.6 |
|
1.000 |
1,751.3 |
|
1.618 |
1,731.5 |
|
2.618 |
1,699.4 |
|
4.250 |
1,647.0 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,799.5 |
1,794.6 |
| PP |
1,798.4 |
1,793.0 |
| S1 |
1,797.4 |
1,791.3 |
|