| 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 |
1,785.8 |
1,790.5 |
4.7 |
0.3% |
1,771.0 |
| High |
1,792.5 |
1,818.6 |
26.1 |
1.5% |
1,818.6 |
| Low |
1,780.4 |
1,787.8 |
7.4 |
0.4% |
1,763.9 |
| Close |
1,785.4 |
1,800.0 |
14.6 |
0.8% |
1,800.0 |
| Range |
12.1 |
30.8 |
18.7 |
154.5% |
54.7 |
| ATR |
20.6 |
21.5 |
0.9 |
4.4% |
0.0 |
| Volume |
460 |
1,386 |
926 |
201.3% |
5,905 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.5 |
1,878.1 |
1,816.9 |
|
| R3 |
1,863.7 |
1,847.3 |
1,808.5 |
|
| R2 |
1,832.9 |
1,832.9 |
1,805.6 |
|
| R1 |
1,816.5 |
1,816.5 |
1,802.8 |
1,824.7 |
| PP |
1,802.1 |
1,802.1 |
1,802.1 |
1,806.3 |
| S1 |
1,785.7 |
1,785.7 |
1,797.2 |
1,793.9 |
| S2 |
1,771.3 |
1,771.3 |
1,794.4 |
|
| S3 |
1,740.5 |
1,754.9 |
1,791.5 |
|
| S4 |
1,709.7 |
1,724.1 |
1,783.1 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,958.3 |
1,933.8 |
1,830.1 |
|
| R3 |
1,903.6 |
1,879.1 |
1,815.0 |
|
| R2 |
1,848.9 |
1,848.9 |
1,810.0 |
|
| R1 |
1,824.4 |
1,824.4 |
1,805.0 |
1,836.7 |
| PP |
1,794.2 |
1,794.2 |
1,794.2 |
1,800.3 |
| S1 |
1,769.7 |
1,769.7 |
1,795.0 |
1,782.0 |
| S2 |
1,739.5 |
1,739.5 |
1,790.0 |
|
| S3 |
1,684.8 |
1,715.0 |
1,785.0 |
|
| S4 |
1,630.1 |
1,660.3 |
1,769.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,818.6 |
1,763.9 |
54.7 |
3.0% |
19.0 |
1.1% |
66% |
True |
False |
1,181 |
| 10 |
1,818.6 |
1,753.7 |
64.9 |
3.6% |
20.4 |
1.1% |
71% |
True |
False |
1,761 |
| 20 |
1,818.6 |
1,725.0 |
93.6 |
5.2% |
20.9 |
1.2% |
80% |
True |
False |
1,709 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
21.4 |
1.2% |
65% |
False |
False |
1,399 |
| 60 |
1,840.4 |
1,682.4 |
158.0 |
8.8% |
21.6 |
1.2% |
74% |
False |
False |
1,302 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
19.4 |
1.1% |
74% |
False |
False |
1,148 |
| 100 |
1,913.7 |
1,682.4 |
231.3 |
12.9% |
19.3 |
1.1% |
51% |
False |
False |
947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.5 |
|
2.618 |
1,899.2 |
|
1.618 |
1,868.4 |
|
1.000 |
1,849.4 |
|
0.618 |
1,837.6 |
|
HIGH |
1,818.6 |
|
0.618 |
1,806.8 |
|
0.500 |
1,803.2 |
|
0.382 |
1,799.6 |
|
LOW |
1,787.8 |
|
0.618 |
1,768.8 |
|
1.000 |
1,757.0 |
|
1.618 |
1,738.0 |
|
2.618 |
1,707.2 |
|
4.250 |
1,656.9 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,803.2 |
1,798.5 |
| PP |
1,802.1 |
1,797.0 |
| S1 |
1,801.1 |
1,795.5 |
|