| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,796.5 |
1,799.9 |
3.4 |
0.2% |
1,769.5 |
| High |
1,802.7 |
1,814.6 |
11.9 |
0.7% |
1,817.5 |
| Low |
1,786.7 |
1,795.2 |
8.5 |
0.5% |
1,762.7 |
| Close |
1,800.8 |
1,804.7 |
3.9 |
0.2% |
1,798.3 |
| Range |
16.0 |
19.4 |
3.4 |
21.3% |
54.8 |
| ATR |
21.9 |
21.8 |
-0.2 |
-0.8% |
0.0 |
| Volume |
2,793 |
12,552 |
9,759 |
349.4% |
21,201 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.0 |
1,853.3 |
1,815.4 |
|
| R3 |
1,843.6 |
1,833.9 |
1,810.0 |
|
| R2 |
1,824.2 |
1,824.2 |
1,808.3 |
|
| R1 |
1,814.5 |
1,814.5 |
1,806.5 |
1,819.4 |
| PP |
1,804.8 |
1,804.8 |
1,804.8 |
1,807.3 |
| S1 |
1,795.1 |
1,795.1 |
1,802.9 |
1,800.0 |
| S2 |
1,785.4 |
1,785.4 |
1,801.1 |
|
| S3 |
1,766.0 |
1,775.7 |
1,799.4 |
|
| S4 |
1,746.6 |
1,756.3 |
1,794.0 |
|
|
| 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 |
1,784.9 |
32.6 |
1.8% |
22.4 |
1.2% |
61% |
False |
False |
7,528 |
| 10 |
1,817.5 |
1,762.7 |
54.8 |
3.0% |
21.1 |
1.2% |
77% |
False |
False |
4,979 |
| 20 |
1,817.5 |
1,747.9 |
69.6 |
3.9% |
20.6 |
1.1% |
82% |
False |
False |
4,922 |
| 40 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
22.6 |
1.3% |
70% |
False |
False |
4,099 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.9 |
1.3% |
79% |
False |
False |
3,289 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.7 |
1.2% |
78% |
False |
False |
3,102 |
| 100 |
1,910.5 |
1,680.0 |
230.5 |
12.8% |
22.5 |
1.2% |
54% |
False |
False |
2,639 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.8 |
1.2% |
51% |
False |
False |
2,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,897.1 |
|
2.618 |
1,865.4 |
|
1.618 |
1,846.0 |
|
1.000 |
1,834.0 |
|
0.618 |
1,826.6 |
|
HIGH |
1,814.6 |
|
0.618 |
1,807.2 |
|
0.500 |
1,804.9 |
|
0.382 |
1,802.6 |
|
LOW |
1,795.2 |
|
0.618 |
1,783.2 |
|
1.000 |
1,775.8 |
|
1.618 |
1,763.8 |
|
2.618 |
1,744.4 |
|
4.250 |
1,712.8 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.9 |
1,803.1 |
| PP |
1,804.8 |
1,801.4 |
| S1 |
1,804.8 |
1,799.8 |
|