| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,795.0 |
1,798.7 |
3.7 |
0.2% |
1,767.5 |
| High |
1,801.0 |
1,812.7 |
11.7 |
0.6% |
1,815.5 |
| Low |
1,784.3 |
1,793.1 |
8.8 |
0.5% |
1,760.3 |
| Close |
1,798.8 |
1,802.6 |
3.8 |
0.2% |
1,796.3 |
| Range |
16.7 |
19.6 |
2.9 |
17.4% |
55.2 |
| ATR |
22.7 |
22.5 |
-0.2 |
-1.0% |
0.0 |
| Volume |
182,801 |
220,876 |
38,075 |
20.8% |
945,330 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.6 |
1,851.7 |
1,813.4 |
|
| R3 |
1,842.0 |
1,832.1 |
1,808.0 |
|
| R2 |
1,822.4 |
1,822.4 |
1,806.2 |
|
| R1 |
1,812.5 |
1,812.5 |
1,804.4 |
1,817.5 |
| PP |
1,802.8 |
1,802.8 |
1,802.8 |
1,805.3 |
| S1 |
1,792.9 |
1,792.9 |
1,800.8 |
1,797.9 |
| S2 |
1,783.2 |
1,783.2 |
1,799.0 |
|
| S3 |
1,763.6 |
1,773.3 |
1,797.2 |
|
| S4 |
1,744.0 |
1,753.7 |
1,791.8 |
|
|
| 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 |
1,783.0 |
32.5 |
1.8% |
22.7 |
1.3% |
60% |
False |
False |
213,601 |
| 10 |
1,815.5 |
1,760.3 |
55.2 |
3.1% |
21.7 |
1.2% |
77% |
False |
False |
190,315 |
| 20 |
1,815.5 |
1,745.4 |
70.1 |
3.9% |
21.4 |
1.2% |
82% |
False |
False |
183,226 |
| 40 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
23.6 |
1.3% |
70% |
False |
False |
179,432 |
| 60 |
1,836.9 |
1,675.9 |
161.0 |
8.9% |
24.1 |
1.3% |
79% |
False |
False |
174,539 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.9 |
1.3% |
78% |
False |
False |
153,678 |
| 100 |
1,910.0 |
1,675.9 |
234.1 |
13.0% |
23.5 |
1.3% |
54% |
False |
False |
123,900 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.6 |
1.3% |
51% |
False |
False |
104,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,896.0 |
|
2.618 |
1,864.0 |
|
1.618 |
1,844.4 |
|
1.000 |
1,832.3 |
|
0.618 |
1,824.8 |
|
HIGH |
1,812.7 |
|
0.618 |
1,805.2 |
|
0.500 |
1,802.9 |
|
0.382 |
1,800.6 |
|
LOW |
1,793.1 |
|
0.618 |
1,781.0 |
|
1.000 |
1,773.5 |
|
1.618 |
1,761.4 |
|
2.618 |
1,741.8 |
|
4.250 |
1,709.8 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,802.9 |
1,801.0 |
| PP |
1,802.8 |
1,799.4 |
| S1 |
1,802.7 |
1,797.9 |
|