| 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 |
2,286.3 |
2,294.9 |
8.6 |
0.4% |
2,266.0 |
| High |
2,304.5 |
2,305.3 |
0.8 |
0.0% |
2,305.3 |
| Low |
2,274.7 |
2,270.8 |
-3.9 |
-0.2% |
2,247.7 |
| Close |
2,294.1 |
2,288.8 |
-5.3 |
-0.2% |
2,288.8 |
| Range |
29.8 |
34.5 |
4.7 |
15.8% |
57.6 |
| ATR |
40.6 |
40.1 |
-0.4 |
-1.1% |
0.0 |
| Volume |
147,010 |
166,429 |
19,419 |
13.2% |
710,515 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.8 |
2,374.8 |
2,307.8 |
|
| R3 |
2,357.3 |
2,340.3 |
2,298.3 |
|
| R2 |
2,322.8 |
2,322.8 |
2,295.1 |
|
| R1 |
2,305.8 |
2,305.8 |
2,292.0 |
2,297.1 |
| PP |
2,288.3 |
2,288.3 |
2,288.3 |
2,283.9 |
| S1 |
2,271.3 |
2,271.3 |
2,285.6 |
2,262.6 |
| S2 |
2,253.8 |
2,253.8 |
2,282.5 |
|
| S3 |
2,219.3 |
2,236.8 |
2,279.3 |
|
| S4 |
2,184.8 |
2,202.3 |
2,269.8 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.4 |
2,428.7 |
2,320.5 |
|
| R3 |
2,395.8 |
2,371.1 |
2,304.6 |
|
| R2 |
2,338.2 |
2,338.2 |
2,299.4 |
|
| R1 |
2,313.5 |
2,313.5 |
2,294.1 |
2,325.9 |
| PP |
2,280.6 |
2,280.6 |
2,280.6 |
2,286.8 |
| S1 |
2,255.9 |
2,255.9 |
2,283.5 |
2,268.3 |
| S2 |
2,223.0 |
2,223.0 |
2,278.2 |
|
| S3 |
2,165.4 |
2,198.3 |
2,273.0 |
|
| S4 |
2,107.8 |
2,140.7 |
2,257.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,305.3 |
2,247.7 |
57.6 |
2.5% |
34.2 |
1.5% |
71% |
True |
False |
142,103 |
| 10 |
2,305.3 |
2,193.6 |
111.7 |
4.9% |
35.9 |
1.6% |
85% |
True |
False |
146,916 |
| 20 |
2,305.3 |
2,171.3 |
134.0 |
5.9% |
42.6 |
1.9% |
88% |
True |
False |
183,088 |
| 40 |
2,307.0 |
2,146.9 |
160.1 |
7.0% |
42.0 |
1.8% |
89% |
False |
False |
154,504 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.8% |
40.3 |
1.8% |
91% |
False |
False |
103,116 |
| 80 |
2,330.8 |
2,096.4 |
234.4 |
10.2% |
42.4 |
1.9% |
82% |
False |
False |
77,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.9 |
|
2.618 |
2,395.6 |
|
1.618 |
2,361.1 |
|
1.000 |
2,339.8 |
|
0.618 |
2,326.6 |
|
HIGH |
2,305.3 |
|
0.618 |
2,292.1 |
|
0.500 |
2,288.1 |
|
0.382 |
2,284.0 |
|
LOW |
2,270.8 |
|
0.618 |
2,249.5 |
|
1.000 |
2,236.3 |
|
1.618 |
2,215.0 |
|
2.618 |
2,180.5 |
|
4.250 |
2,124.2 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.6 |
2,287.6 |
| PP |
2,288.3 |
2,286.3 |
| S1 |
2,288.1 |
2,285.1 |
|