| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,766.8 |
1,771.5 |
4.7 |
0.3% |
1,760.3 |
| High |
1,787.7 |
1,791.1 |
3.4 |
0.2% |
1,803.6 |
| Low |
1,765.6 |
1,770.3 |
4.7 |
0.3% |
1,752.1 |
| Close |
1,772.4 |
1,786.8 |
14.4 |
0.8% |
1,770.2 |
| Range |
22.1 |
20.8 |
-1.3 |
-5.9% |
51.5 |
| ATR |
22.3 |
22.2 |
-0.1 |
-0.5% |
0.0 |
| Volume |
1,556 |
4,208 |
2,652 |
170.4% |
22,633 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,845.1 |
1,836.8 |
1,798.2 |
|
| R3 |
1,824.3 |
1,816.0 |
1,792.5 |
|
| R2 |
1,803.5 |
1,803.5 |
1,790.6 |
|
| R1 |
1,795.2 |
1,795.2 |
1,788.7 |
1,799.4 |
| PP |
1,782.7 |
1,782.7 |
1,782.7 |
1,784.8 |
| S1 |
1,774.4 |
1,774.4 |
1,784.9 |
1,778.6 |
| S2 |
1,761.9 |
1,761.9 |
1,783.0 |
|
| S3 |
1,741.1 |
1,753.6 |
1,781.1 |
|
| S4 |
1,720.3 |
1,732.8 |
1,775.4 |
|
|
| 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 |
1,762.7 |
40.9 |
2.3% |
20.0 |
1.1% |
59% |
False |
False |
3,041 |
| 10 |
1,803.6 |
1,752.1 |
51.5 |
2.9% |
20.9 |
1.2% |
67% |
False |
False |
4,287 |
| 20 |
1,803.6 |
1,723.7 |
79.9 |
4.5% |
22.5 |
1.3% |
79% |
False |
False |
4,300 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.4 |
1.3% |
55% |
False |
False |
3,285 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.9% |
22.7 |
1.3% |
67% |
False |
False |
2,906 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.7 |
1.2% |
67% |
False |
False |
2,677 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
22.8 |
1.3% |
44% |
False |
False |
2,293 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
21.5 |
1.2% |
44% |
False |
False |
2,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,879.5 |
|
2.618 |
1,845.6 |
|
1.618 |
1,824.8 |
|
1.000 |
1,811.9 |
|
0.618 |
1,804.0 |
|
HIGH |
1,791.1 |
|
0.618 |
1,783.2 |
|
0.500 |
1,780.7 |
|
0.382 |
1,778.2 |
|
LOW |
1,770.3 |
|
0.618 |
1,757.4 |
|
1.000 |
1,749.5 |
|
1.618 |
1,736.6 |
|
2.618 |
1,715.8 |
|
4.250 |
1,681.9 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.8 |
1,783.5 |
| PP |
1,782.7 |
1,780.2 |
| S1 |
1,780.7 |
1,776.9 |
|