| 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 |
2,266.0 |
2,262.7 |
-3.3 |
-0.1% |
2,230.1 |
| High |
2,298.2 |
2,285.7 |
-12.5 |
-0.5% |
2,298.2 |
| Low |
2,247.7 |
2,258.9 |
11.2 |
0.5% |
2,193.6 |
| Close |
2,264.7 |
2,272.8 |
8.1 |
0.4% |
2,265.0 |
| Range |
50.5 |
26.8 |
-23.7 |
-46.9% |
104.6 |
| ATR |
43.5 |
42.3 |
-1.2 |
-2.7% |
0.0 |
| Volume |
141,240 |
123,137 |
-18,103 |
-12.8% |
758,652 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.9 |
2,339.6 |
2,287.5 |
|
| R3 |
2,326.1 |
2,312.8 |
2,280.2 |
|
| R2 |
2,299.3 |
2,299.3 |
2,277.7 |
|
| R1 |
2,286.0 |
2,286.0 |
2,275.3 |
2,292.7 |
| PP |
2,272.5 |
2,272.5 |
2,272.5 |
2,275.8 |
| S1 |
2,259.2 |
2,259.2 |
2,270.3 |
2,265.9 |
| S2 |
2,245.7 |
2,245.7 |
2,267.9 |
|
| S3 |
2,218.9 |
2,232.4 |
2,265.4 |
|
| S4 |
2,192.1 |
2,205.6 |
2,258.1 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.1 |
2,520.1 |
2,322.5 |
|
| R3 |
2,461.5 |
2,415.5 |
2,293.8 |
|
| R2 |
2,356.9 |
2,356.9 |
2,284.2 |
|
| R1 |
2,310.9 |
2,310.9 |
2,274.6 |
2,333.9 |
| PP |
2,252.3 |
2,252.3 |
2,252.3 |
2,263.8 |
| S1 |
2,206.3 |
2,206.3 |
2,255.4 |
2,229.3 |
| S2 |
2,147.7 |
2,147.7 |
2,245.8 |
|
| S3 |
2,043.1 |
2,101.7 |
2,236.2 |
|
| S4 |
1,938.5 |
1,997.1 |
2,207.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.2 |
2,211.0 |
87.2 |
3.8% |
36.3 |
1.6% |
71% |
False |
False |
147,996 |
| 10 |
2,298.2 |
2,180.2 |
118.0 |
5.2% |
39.2 |
1.7% |
78% |
False |
False |
163,016 |
| 20 |
2,298.2 |
2,167.4 |
130.8 |
5.8% |
45.2 |
2.0% |
81% |
False |
False |
188,074 |
| 40 |
2,307.0 |
2,146.9 |
160.1 |
7.0% |
41.8 |
1.8% |
79% |
False |
False |
143,399 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
41.0 |
1.8% |
83% |
False |
False |
95,687 |
| 80 |
2,332.9 |
2,096.4 |
236.5 |
10.4% |
42.3 |
1.9% |
75% |
False |
False |
71,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.6 |
|
2.618 |
2,355.9 |
|
1.618 |
2,329.1 |
|
1.000 |
2,312.5 |
|
0.618 |
2,302.3 |
|
HIGH |
2,285.7 |
|
0.618 |
2,275.5 |
|
0.500 |
2,272.3 |
|
0.382 |
2,269.1 |
|
LOW |
2,258.9 |
|
0.618 |
2,242.3 |
|
1.000 |
2,232.1 |
|
1.618 |
2,215.5 |
|
2.618 |
2,188.7 |
|
4.250 |
2,145.0 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,272.6 |
2,273.0 |
| PP |
2,272.5 |
2,272.9 |
| S1 |
2,272.3 |
2,272.9 |
|