| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
4,465.50 |
4,475.75 |
10.25 |
0.2% |
4,381.00 |
| High |
4,479.75 |
4,517.50 |
37.75 |
0.8% |
4,467.50 |
| Low |
4,436.25 |
4,471.75 |
35.50 |
0.8% |
4,317.25 |
| Close |
4,477.50 |
4,511.25 |
33.75 |
0.8% |
4,462.50 |
| Range |
43.50 |
45.75 |
2.25 |
5.2% |
150.25 |
| ATR |
60.59 |
59.53 |
-1.06 |
-1.7% |
0.00 |
| Volume |
1,095,216 |
1,018,177 |
-77,039 |
-7.0% |
6,363,439 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,637.50 |
4,620.00 |
4,536.50 |
|
| R3 |
4,591.75 |
4,574.25 |
4,523.75 |
|
| R2 |
4,546.00 |
4,546.00 |
4,519.75 |
|
| R1 |
4,528.50 |
4,528.50 |
4,515.50 |
4,537.25 |
| PP |
4,500.25 |
4,500.25 |
4,500.25 |
4,504.50 |
| S1 |
4,482.75 |
4,482.75 |
4,507.00 |
4,491.50 |
| S2 |
4,454.50 |
4,454.50 |
4,502.75 |
|
| S3 |
4,408.75 |
4,437.00 |
4,498.75 |
|
| S4 |
4,363.00 |
4,391.25 |
4,486.00 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,866.50 |
4,814.75 |
4,545.25 |
|
| R3 |
4,716.25 |
4,664.50 |
4,503.75 |
|
| R2 |
4,566.00 |
4,566.00 |
4,490.00 |
|
| R1 |
4,514.25 |
4,514.25 |
4,476.25 |
4,540.00 |
| PP |
4,415.75 |
4,415.75 |
4,415.75 |
4,428.75 |
| S1 |
4,364.00 |
4,364.00 |
4,448.75 |
4,390.00 |
| S2 |
4,265.50 |
4,265.50 |
4,435.00 |
|
| S3 |
4,115.25 |
4,213.75 |
4,421.25 |
|
| S4 |
3,965.00 |
4,063.50 |
4,379.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,517.50 |
4,318.75 |
198.75 |
4.4% |
52.00 |
1.2% |
97% |
True |
False |
1,187,088 |
| 10 |
4,517.50 |
4,273.75 |
243.75 |
5.4% |
55.25 |
1.2% |
97% |
True |
False |
1,351,460 |
| 20 |
4,517.50 |
4,260.00 |
257.50 |
5.7% |
66.25 |
1.5% |
98% |
True |
False |
1,588,475 |
| 40 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
55.25 |
1.2% |
90% |
False |
False |
1,220,205 |
| 60 |
4,539.50 |
4,260.00 |
279.50 |
6.2% |
49.75 |
1.1% |
90% |
False |
False |
814,817 |
| 80 |
4,539.50 |
4,214.25 |
325.25 |
7.2% |
48.00 |
1.1% |
91% |
False |
False |
611,467 |
| 100 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
45.50 |
1.0% |
93% |
False |
False |
489,297 |
| 120 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
46.75 |
1.0% |
95% |
False |
False |
407,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,712.00 |
|
2.618 |
4,637.25 |
|
1.618 |
4,591.50 |
|
1.000 |
4,563.25 |
|
0.618 |
4,545.75 |
|
HIGH |
4,517.50 |
|
0.618 |
4,500.00 |
|
0.500 |
4,494.50 |
|
0.382 |
4,489.25 |
|
LOW |
4,471.75 |
|
0.618 |
4,443.50 |
|
1.000 |
4,426.00 |
|
1.618 |
4,397.75 |
|
2.618 |
4,352.00 |
|
4.250 |
4,277.25 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,505.75 |
4,498.00 |
| PP |
4,500.25 |
4,485.00 |
| S1 |
4,494.50 |
4,472.00 |
|