| 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 |
1,769.5 |
1,766.8 |
-2.7 |
-0.2% |
1,760.3 |
| High |
1,773.9 |
1,787.7 |
13.8 |
0.8% |
1,803.6 |
| Low |
1,762.7 |
1,765.6 |
2.9 |
0.2% |
1,752.1 |
| Close |
1,767.6 |
1,772.4 |
4.8 |
0.3% |
1,770.2 |
| Range |
11.2 |
22.1 |
10.9 |
97.3% |
51.5 |
| ATR |
22.3 |
22.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,570 |
1,556 |
-14 |
-0.9% |
22,633 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.5 |
1,829.1 |
1,784.6 |
|
| R3 |
1,819.4 |
1,807.0 |
1,778.5 |
|
| R2 |
1,797.3 |
1,797.3 |
1,776.5 |
|
| R1 |
1,784.9 |
1,784.9 |
1,774.4 |
1,791.1 |
| PP |
1,775.2 |
1,775.2 |
1,775.2 |
1,778.4 |
| S1 |
1,762.8 |
1,762.8 |
1,770.4 |
1,769.0 |
| S2 |
1,753.1 |
1,753.1 |
1,768.3 |
|
| S3 |
1,731.0 |
1,740.7 |
1,766.3 |
|
| S4 |
1,708.9 |
1,718.6 |
1,760.2 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.8 |
1,901.5 |
1,798.5 |
|
| R3 |
1,878.3 |
1,850.0 |
1,784.4 |
|
| R2 |
1,826.8 |
1,826.8 |
1,779.6 |
|
| R1 |
1,798.5 |
1,798.5 |
1,774.9 |
1,812.7 |
| PP |
1,775.3 |
1,775.3 |
1,775.3 |
1,782.4 |
| S1 |
1,747.0 |
1,747.0 |
1,765.5 |
1,761.2 |
| S2 |
1,723.8 |
1,723.8 |
1,760.8 |
|
| S3 |
1,672.3 |
1,695.5 |
1,756.0 |
|
| S4 |
1,620.8 |
1,644.0 |
1,741.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,803.6 |
1,760.0 |
43.6 |
2.5% |
23.6 |
1.3% |
28% |
False |
False |
3,333 |
| 10 |
1,803.6 |
1,747.9 |
55.7 |
3.1% |
20.8 |
1.2% |
44% |
False |
False |
4,227 |
| 20 |
1,803.6 |
1,723.7 |
79.9 |
4.5% |
22.6 |
1.3% |
61% |
False |
False |
4,232 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
22.1 |
1.2% |
42% |
False |
False |
3,194 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.5 |
1.3% |
58% |
False |
False |
2,875 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.6 |
1.2% |
58% |
False |
False |
2,631 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
22.8 |
1.3% |
38% |
False |
False |
2,258 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.7% |
21.4 |
1.2% |
38% |
False |
False |
1,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.6 |
|
2.618 |
1,845.6 |
|
1.618 |
1,823.5 |
|
1.000 |
1,809.8 |
|
0.618 |
1,801.4 |
|
HIGH |
1,787.7 |
|
0.618 |
1,779.3 |
|
0.500 |
1,776.7 |
|
0.382 |
1,774.0 |
|
LOW |
1,765.6 |
|
0.618 |
1,751.9 |
|
1.000 |
1,743.5 |
|
1.618 |
1,729.8 |
|
2.618 |
1,707.7 |
|
4.250 |
1,671.7 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,776.7 |
1,781.1 |
| PP |
1,775.2 |
1,778.2 |
| S1 |
1,773.8 |
1,775.3 |
|