| 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 |
1,784.5 |
1,786.8 |
2.3 |
0.1% |
1,769.5 |
| High |
1,791.6 |
1,817.5 |
25.9 |
1.4% |
1,817.5 |
| Low |
1,778.9 |
1,785.6 |
6.7 |
0.4% |
1,762.7 |
| Close |
1,783.8 |
1,798.3 |
14.5 |
0.8% |
1,798.3 |
| Range |
12.7 |
31.9 |
19.2 |
151.2% |
54.8 |
| ATR |
21.5 |
22.4 |
0.9 |
4.0% |
0.0 |
| Volume |
1,015 |
12,852 |
11,837 |
1,166.2% |
21,201 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.2 |
1,879.1 |
1,815.8 |
|
| R3 |
1,864.3 |
1,847.2 |
1,807.1 |
|
| R2 |
1,832.4 |
1,832.4 |
1,804.1 |
|
| R1 |
1,815.3 |
1,815.3 |
1,801.2 |
1,823.9 |
| PP |
1,800.5 |
1,800.5 |
1,800.5 |
1,804.7 |
| S1 |
1,783.4 |
1,783.4 |
1,795.4 |
1,792.0 |
| S2 |
1,768.6 |
1,768.6 |
1,792.5 |
|
| S3 |
1,736.7 |
1,751.5 |
1,789.5 |
|
| S4 |
1,704.8 |
1,719.6 |
1,780.8 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,957.2 |
1,932.6 |
1,828.4 |
|
| R3 |
1,902.4 |
1,877.8 |
1,813.4 |
|
| R2 |
1,847.6 |
1,847.6 |
1,808.3 |
|
| R1 |
1,823.0 |
1,823.0 |
1,803.3 |
1,835.3 |
| PP |
1,792.8 |
1,792.8 |
1,792.8 |
1,799.0 |
| S1 |
1,768.2 |
1,768.2 |
1,793.3 |
1,780.5 |
| S2 |
1,738.0 |
1,738.0 |
1,788.3 |
|
| S3 |
1,683.2 |
1,713.4 |
1,783.2 |
|
| S4 |
1,628.4 |
1,658.6 |
1,768.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.5 |
1,762.7 |
54.8 |
3.0% |
19.7 |
1.1% |
65% |
True |
False |
4,240 |
| 10 |
1,817.5 |
1,752.1 |
65.4 |
3.6% |
21.1 |
1.2% |
71% |
True |
False |
4,383 |
| 20 |
1,817.5 |
1,723.7 |
93.8 |
5.2% |
22.0 |
1.2% |
80% |
True |
False |
4,798 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.5 |
1.3% |
65% |
False |
False |
3,596 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.7 |
1.3% |
75% |
False |
False |
2,965 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.7 |
1.2% |
74% |
False |
False |
2,833 |
| 100 |
1,916.4 |
1,680.0 |
236.4 |
13.1% |
22.9 |
1.3% |
50% |
False |
False |
2,419 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.6 |
1.2% |
49% |
False |
False |
2,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,953.1 |
|
2.618 |
1,901.0 |
|
1.618 |
1,869.1 |
|
1.000 |
1,849.4 |
|
0.618 |
1,837.2 |
|
HIGH |
1,817.5 |
|
0.618 |
1,805.3 |
|
0.500 |
1,801.6 |
|
0.382 |
1,797.8 |
|
LOW |
1,785.6 |
|
0.618 |
1,765.9 |
|
1.000 |
1,753.7 |
|
1.618 |
1,734.0 |
|
2.618 |
1,702.1 |
|
4.250 |
1,650.0 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.6 |
1,796.8 |
| PP |
1,800.5 |
1,795.4 |
| S1 |
1,799.4 |
1,793.9 |
|