| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,294.9 |
2,284.7 |
-10.2 |
-0.4% |
2,266.0 |
| High |
2,305.3 |
2,314.6 |
9.3 |
0.4% |
2,305.3 |
| Low |
2,270.8 |
2,270.8 |
0.0 |
0.0% |
2,247.7 |
| Close |
2,288.8 |
2,310.3 |
21.5 |
0.9% |
2,288.8 |
| Range |
34.5 |
43.8 |
9.3 |
27.0% |
57.6 |
| ATR |
40.1 |
40.4 |
0.3 |
0.7% |
0.0 |
| Volume |
166,429 |
143,744 |
-22,685 |
-13.6% |
710,515 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.0 |
2,413.9 |
2,334.4 |
|
| R3 |
2,386.2 |
2,370.1 |
2,322.3 |
|
| R2 |
2,342.4 |
2,342.4 |
2,318.3 |
|
| R1 |
2,326.3 |
2,326.3 |
2,314.3 |
2,334.4 |
| PP |
2,298.6 |
2,298.6 |
2,298.6 |
2,302.6 |
| S1 |
2,282.5 |
2,282.5 |
2,306.3 |
2,290.6 |
| S2 |
2,254.8 |
2,254.8 |
2,302.3 |
|
| S3 |
2,211.0 |
2,238.7 |
2,298.3 |
|
| S4 |
2,167.2 |
2,194.9 |
2,286.2 |
|
|
| 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 |
2,314.6 |
2,258.9 |
55.7 |
2.4% |
32.8 |
1.4% |
92% |
True |
False |
142,603 |
| 10 |
2,314.6 |
2,193.6 |
121.0 |
5.2% |
36.3 |
1.6% |
96% |
True |
False |
148,445 |
| 20 |
2,314.6 |
2,171.3 |
143.3 |
6.2% |
42.3 |
1.8% |
97% |
True |
False |
181,153 |
| 40 |
2,314.6 |
2,146.9 |
167.7 |
7.3% |
41.3 |
1.8% |
97% |
True |
False |
158,077 |
| 60 |
2,314.6 |
2,104.7 |
209.9 |
9.1% |
40.4 |
1.7% |
98% |
True |
False |
105,510 |
| 80 |
2,330.8 |
2,096.4 |
234.4 |
10.1% |
42.7 |
1.8% |
91% |
False |
False |
79,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.8 |
|
2.618 |
2,429.3 |
|
1.618 |
2,385.5 |
|
1.000 |
2,358.4 |
|
0.618 |
2,341.7 |
|
HIGH |
2,314.6 |
|
0.618 |
2,297.9 |
|
0.500 |
2,292.7 |
|
0.382 |
2,287.5 |
|
LOW |
2,270.8 |
|
0.618 |
2,243.7 |
|
1.000 |
2,227.0 |
|
1.618 |
2,199.9 |
|
2.618 |
2,156.1 |
|
4.250 |
2,084.7 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,304.4 |
2,304.4 |
| PP |
2,298.6 |
2,298.6 |
| S1 |
2,292.7 |
2,292.7 |
|