| 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 |
1,786.8 |
1,796.4 |
9.6 |
0.5% |
1,769.5 |
| High |
1,817.5 |
1,813.3 |
-4.2 |
-0.2% |
1,817.5 |
| Low |
1,785.6 |
1,795.3 |
9.7 |
0.5% |
1,762.7 |
| Close |
1,798.3 |
1,808.8 |
10.5 |
0.6% |
1,798.3 |
| Range |
31.9 |
18.0 |
-13.9 |
-43.6% |
54.8 |
| ATR |
22.4 |
22.1 |
-0.3 |
-1.4% |
0.0 |
| Volume |
12,852 |
6,075 |
-6,777 |
-52.7% |
21,201 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,859.8 |
1,852.3 |
1,818.7 |
|
| R3 |
1,841.8 |
1,834.3 |
1,813.8 |
|
| R2 |
1,823.8 |
1,823.8 |
1,812.1 |
|
| R1 |
1,816.3 |
1,816.3 |
1,810.5 |
1,820.1 |
| PP |
1,805.8 |
1,805.8 |
1,805.8 |
1,807.7 |
| S1 |
1,798.3 |
1,798.3 |
1,807.2 |
1,802.1 |
| S2 |
1,787.8 |
1,787.8 |
1,805.5 |
|
| S3 |
1,769.8 |
1,780.3 |
1,803.9 |
|
| S4 |
1,751.8 |
1,762.3 |
1,798.9 |
|
|
| 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 |
1,765.6 |
51.9 |
2.9% |
21.1 |
1.2% |
83% |
False |
False |
5,141 |
| 10 |
1,817.5 |
1,753.8 |
63.7 |
3.5% |
21.9 |
1.2% |
86% |
False |
False |
4,563 |
| 20 |
1,817.5 |
1,723.7 |
93.8 |
5.2% |
22.1 |
1.2% |
91% |
False |
False |
5,011 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.1 |
1.2% |
74% |
False |
False |
3,726 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.7 |
1.3% |
81% |
False |
False |
3,049 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.7 |
1.2% |
80% |
False |
False |
2,904 |
| 100 |
1,910.8 |
1,680.0 |
230.8 |
12.8% |
22.6 |
1.3% |
56% |
False |
False |
2,473 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
21.7 |
1.2% |
53% |
False |
False |
2,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,889.8 |
|
2.618 |
1,860.4 |
|
1.618 |
1,842.4 |
|
1.000 |
1,831.3 |
|
0.618 |
1,824.4 |
|
HIGH |
1,813.3 |
|
0.618 |
1,806.4 |
|
0.500 |
1,804.3 |
|
0.382 |
1,802.2 |
|
LOW |
1,795.3 |
|
0.618 |
1,784.2 |
|
1.000 |
1,777.3 |
|
1.618 |
1,766.2 |
|
2.618 |
1,748.2 |
|
4.250 |
1,718.8 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,807.3 |
1,805.3 |
| PP |
1,805.8 |
1,801.7 |
| S1 |
1,804.3 |
1,798.2 |
|