| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,800.7 |
1,771.0 |
-29.7 |
-1.6% |
1,757.4 |
| High |
1,800.7 |
1,775.0 |
-25.7 |
-1.4% |
1,804.5 |
| Low |
1,770.1 |
1,763.9 |
-6.2 |
-0.4% |
1,753.7 |
| Close |
1,771.9 |
1,769.3 |
-2.6 |
-0.1% |
1,771.9 |
| Range |
30.6 |
11.1 |
-19.5 |
-63.7% |
50.8 |
| ATR |
22.1 |
21.4 |
-0.8 |
-3.6% |
0.0 |
| Volume |
980 |
1,242 |
262 |
26.7% |
11,709 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,802.7 |
1,797.1 |
1,775.4 |
|
| R3 |
1,791.6 |
1,786.0 |
1,772.4 |
|
| R2 |
1,780.5 |
1,780.5 |
1,771.3 |
|
| R1 |
1,774.9 |
1,774.9 |
1,770.3 |
1,772.2 |
| PP |
1,769.4 |
1,769.4 |
1,769.4 |
1,768.0 |
| S1 |
1,763.8 |
1,763.8 |
1,768.3 |
1,761.1 |
| S2 |
1,758.3 |
1,758.3 |
1,767.3 |
|
| S3 |
1,747.2 |
1,752.7 |
1,766.2 |
|
| S4 |
1,736.1 |
1,741.6 |
1,763.2 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.1 |
1,901.3 |
1,799.8 |
|
| R3 |
1,878.3 |
1,850.5 |
1,785.9 |
|
| R2 |
1,827.5 |
1,827.5 |
1,781.2 |
|
| R1 |
1,799.7 |
1,799.7 |
1,776.6 |
1,813.6 |
| PP |
1,776.7 |
1,776.7 |
1,776.7 |
1,783.7 |
| S1 |
1,748.9 |
1,748.9 |
1,767.2 |
1,762.8 |
| S2 |
1,725.9 |
1,725.9 |
1,762.6 |
|
| S3 |
1,675.1 |
1,698.1 |
1,757.9 |
|
| S4 |
1,624.3 |
1,647.3 |
1,744.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.5 |
1,755.2 |
49.3 |
2.8% |
21.9 |
1.2% |
29% |
False |
False |
2,068 |
| 10 |
1,804.5 |
1,749.5 |
55.0 |
3.1% |
19.7 |
1.1% |
36% |
False |
False |
2,141 |
| 20 |
1,804.5 |
1,725.0 |
79.5 |
4.5% |
21.5 |
1.2% |
56% |
False |
False |
1,634 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
21.1 |
1.2% |
38% |
False |
False |
1,333 |
| 60 |
1,840.7 |
1,682.4 |
158.3 |
8.9% |
21.1 |
1.2% |
55% |
False |
False |
1,294 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
18.9 |
1.1% |
55% |
False |
False |
1,100 |
| 100 |
1,919.3 |
1,682.4 |
236.9 |
13.4% |
18.8 |
1.1% |
37% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,822.2 |
|
2.618 |
1,804.1 |
|
1.618 |
1,793.0 |
|
1.000 |
1,786.1 |
|
0.618 |
1,781.9 |
|
HIGH |
1,775.0 |
|
0.618 |
1,770.8 |
|
0.500 |
1,769.5 |
|
0.382 |
1,768.1 |
|
LOW |
1,763.9 |
|
0.618 |
1,757.0 |
|
1.000 |
1,752.8 |
|
1.618 |
1,745.9 |
|
2.618 |
1,734.8 |
|
4.250 |
1,716.7 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,769.5 |
1,784.2 |
| PP |
1,769.4 |
1,779.2 |
| S1 |
1,769.4 |
1,774.3 |
|