| 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 |
4,154.0 |
4,152.5 |
-1.5 |
0.0% |
4,166.5 |
| High |
4,163.0 |
4,192.5 |
29.5 |
0.7% |
4,192.5 |
| Low |
4,127.0 |
4,149.5 |
22.5 |
0.5% |
4,119.0 |
| Close |
4,144.5 |
4,179.5 |
35.0 |
0.8% |
4,179.5 |
| Range |
36.0 |
43.0 |
7.0 |
19.4% |
73.5 |
| ATR |
57.2 |
56.5 |
-0.7 |
-1.1% |
0.0 |
| Volume |
572,628 |
661,581 |
88,953 |
15.5% |
2,751,213 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,302.8 |
4,284.2 |
4,203.2 |
|
| R3 |
4,259.8 |
4,241.2 |
4,191.3 |
|
| R2 |
4,216.8 |
4,216.8 |
4,187.4 |
|
| R1 |
4,198.2 |
4,198.2 |
4,183.4 |
4,207.5 |
| PP |
4,173.8 |
4,173.8 |
4,173.8 |
4,178.5 |
| S1 |
4,155.2 |
4,155.2 |
4,175.6 |
4,164.5 |
| S2 |
4,130.8 |
4,130.8 |
4,171.6 |
|
| S3 |
4,087.8 |
4,112.2 |
4,167.7 |
|
| S4 |
4,044.8 |
4,069.2 |
4,155.9 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,384.2 |
4,355.3 |
4,219.9 |
|
| R3 |
4,310.7 |
4,281.8 |
4,199.7 |
|
| R2 |
4,237.2 |
4,237.2 |
4,193.0 |
|
| R1 |
4,208.3 |
4,208.3 |
4,186.2 |
4,222.8 |
| PP |
4,163.7 |
4,163.7 |
4,163.7 |
4,170.9 |
| S1 |
4,134.8 |
4,134.8 |
4,172.8 |
4,149.3 |
| S2 |
4,090.2 |
4,090.2 |
4,166.0 |
|
| S3 |
4,016.7 |
4,061.3 |
4,159.3 |
|
| S4 |
3,943.2 |
3,987.8 |
4,139.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,192.5 |
4,119.0 |
73.5 |
1.8% |
38.3 |
0.9% |
82% |
True |
False |
550,242 |
| 10 |
4,192.5 |
4,004.0 |
188.5 |
4.5% |
43.8 |
1.0% |
93% |
True |
False |
589,776 |
| 20 |
4,192.5 |
3,949.5 |
243.0 |
5.8% |
59.5 |
1.4% |
95% |
True |
False |
717,672 |
| 40 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
58.2 |
1.4% |
85% |
False |
False |
632,392 |
| 60 |
4,221.5 |
3,949.5 |
272.0 |
6.5% |
47.2 |
1.1% |
85% |
False |
False |
429,959 |
| 80 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
45.2 |
1.1% |
88% |
False |
False |
323,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,375.3 |
|
2.618 |
4,305.1 |
|
1.618 |
4,262.1 |
|
1.000 |
4,235.5 |
|
0.618 |
4,219.1 |
|
HIGH |
4,192.5 |
|
0.618 |
4,176.1 |
|
0.500 |
4,171.0 |
|
0.382 |
4,165.9 |
|
LOW |
4,149.5 |
|
0.618 |
4,122.9 |
|
1.000 |
4,106.5 |
|
1.618 |
4,079.9 |
|
2.618 |
4,036.9 |
|
4.250 |
3,966.8 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,176.7 |
4,172.9 |
| PP |
4,173.8 |
4,166.3 |
| S1 |
4,171.0 |
4,159.8 |
|