| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,796.4 |
1,810.8 |
14.4 |
0.8% |
1,769.5 |
| High |
1,813.3 |
1,811.4 |
-1.9 |
-0.1% |
1,817.5 |
| Low |
1,795.3 |
1,784.9 |
-10.4 |
-0.6% |
1,762.7 |
| Close |
1,808.8 |
1,795.4 |
-13.4 |
-0.7% |
1,798.3 |
| Range |
18.0 |
26.5 |
8.5 |
47.2% |
54.8 |
| ATR |
22.1 |
22.4 |
0.3 |
1.4% |
0.0 |
| Volume |
6,075 |
3,370 |
-2,705 |
-44.5% |
21,201 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.7 |
1,862.6 |
1,810.0 |
|
| R3 |
1,850.2 |
1,836.1 |
1,802.7 |
|
| R2 |
1,823.7 |
1,823.7 |
1,800.3 |
|
| R1 |
1,809.6 |
1,809.6 |
1,797.8 |
1,803.4 |
| PP |
1,797.2 |
1,797.2 |
1,797.2 |
1,794.2 |
| S1 |
1,783.1 |
1,783.1 |
1,793.0 |
1,776.9 |
| S2 |
1,770.7 |
1,770.7 |
1,790.5 |
|
| S3 |
1,744.2 |
1,756.6 |
1,788.1 |
|
| S4 |
1,717.7 |
1,730.1 |
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 |
1,770.3 |
47.2 |
2.6% |
22.0 |
1.2% |
53% |
False |
False |
5,504 |
| 10 |
1,817.5 |
1,760.0 |
57.5 |
3.2% |
22.8 |
1.3% |
62% |
False |
False |
4,418 |
| 20 |
1,817.5 |
1,723.7 |
93.8 |
5.2% |
22.1 |
1.2% |
76% |
False |
False |
5,050 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.4 |
1.2% |
62% |
False |
False |
3,800 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.9 |
1.3% |
73% |
False |
False |
3,083 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.8 |
1.2% |
72% |
False |
False |
2,940 |
| 100 |
1,910.8 |
1,680.0 |
230.8 |
12.9% |
22.5 |
1.3% |
50% |
False |
False |
2,501 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.8 |
1.2% |
47% |
False |
False |
2,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.0 |
|
2.618 |
1,880.8 |
|
1.618 |
1,854.3 |
|
1.000 |
1,837.9 |
|
0.618 |
1,827.8 |
|
HIGH |
1,811.4 |
|
0.618 |
1,801.3 |
|
0.500 |
1,798.2 |
|
0.382 |
1,795.0 |
|
LOW |
1,784.9 |
|
0.618 |
1,768.5 |
|
1.000 |
1,758.4 |
|
1.618 |
1,742.0 |
|
2.618 |
1,715.5 |
|
4.250 |
1,672.3 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.2 |
1,801.2 |
| PP |
1,797.2 |
1,799.3 |
| S1 |
1,796.3 |
1,797.3 |
|