| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,783.7 |
1,794.2 |
10.5 |
0.6% |
1,767.5 |
| High |
1,815.5 |
1,811.5 |
-4.0 |
-0.2% |
1,815.5 |
| Low |
1,783.4 |
1,793.0 |
9.6 |
0.5% |
1,760.3 |
| Close |
1,796.3 |
1,806.8 |
10.5 |
0.6% |
1,796.3 |
| Range |
32.1 |
18.5 |
-13.6 |
-42.4% |
55.2 |
| ATR |
23.3 |
22.9 |
-0.3 |
-1.5% |
0.0 |
| Volume |
312,812 |
153,589 |
-159,223 |
-50.9% |
945,330 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,859.3 |
1,851.5 |
1,817.0 |
|
| R3 |
1,840.8 |
1,833.0 |
1,811.9 |
|
| R2 |
1,822.3 |
1,822.3 |
1,810.2 |
|
| R1 |
1,814.5 |
1,814.5 |
1,808.5 |
1,818.4 |
| PP |
1,803.8 |
1,803.8 |
1,803.8 |
1,805.7 |
| S1 |
1,796.0 |
1,796.0 |
1,805.1 |
1,799.9 |
| S2 |
1,785.3 |
1,785.3 |
1,803.4 |
|
| S3 |
1,766.8 |
1,777.5 |
1,801.7 |
|
| S4 |
1,748.3 |
1,759.0 |
1,796.6 |
|
|
| 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 |
1,763.4 |
52.1 |
2.9% |
21.8 |
1.2% |
83% |
False |
False |
189,235 |
| 10 |
1,815.5 |
1,750.5 |
65.0 |
3.6% |
22.7 |
1.3% |
87% |
False |
False |
193,335 |
| 20 |
1,815.5 |
1,721.1 |
94.4 |
5.2% |
23.0 |
1.3% |
91% |
False |
False |
185,125 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
23.2 |
1.3% |
74% |
False |
False |
174,777 |
| 60 |
1,836.9 |
1,675.9 |
161.0 |
8.9% |
23.9 |
1.3% |
81% |
False |
False |
172,977 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
23.0 |
1.3% |
80% |
False |
False |
146,495 |
| 100 |
1,910.1 |
1,675.9 |
234.2 |
13.0% |
23.7 |
1.3% |
56% |
False |
False |
118,033 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.8 |
1.3% |
53% |
False |
False |
99,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.1 |
|
2.618 |
1,859.9 |
|
1.618 |
1,841.4 |
|
1.000 |
1,830.0 |
|
0.618 |
1,822.9 |
|
HIGH |
1,811.5 |
|
0.618 |
1,804.4 |
|
0.500 |
1,802.3 |
|
0.382 |
1,800.1 |
|
LOW |
1,793.0 |
|
0.618 |
1,781.6 |
|
1.000 |
1,774.5 |
|
1.618 |
1,763.1 |
|
2.618 |
1,744.6 |
|
4.250 |
1,714.4 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,805.3 |
1,803.3 |
| PP |
1,803.8 |
1,799.7 |
| S1 |
1,802.3 |
1,796.2 |
|