| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,796.63 |
1,798.62 |
1.99 |
0.1% |
1,792.21 |
| High |
1,804.80 |
1,800.68 |
-4.12 |
-0.2% |
1,808.71 |
| Low |
1,794.36 |
1,773.12 |
-21.24 |
-1.2% |
1,773.12 |
| Close |
1,798.60 |
1,782.81 |
-15.79 |
-0.9% |
1,782.81 |
| Range |
10.44 |
27.56 |
17.12 |
164.0% |
35.59 |
| ATR |
19.34 |
19.93 |
0.59 |
3.0% |
0.00 |
| Volume |
5,504 |
6,568 |
1,064 |
19.3% |
29,726 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.22 |
1,853.07 |
1,797.97 |
|
| R3 |
1,840.66 |
1,825.51 |
1,790.39 |
|
| R2 |
1,813.10 |
1,813.10 |
1,787.86 |
|
| R1 |
1,797.95 |
1,797.95 |
1,785.34 |
1,791.75 |
| PP |
1,785.54 |
1,785.54 |
1,785.54 |
1,782.43 |
| S1 |
1,770.39 |
1,770.39 |
1,780.28 |
1,764.19 |
| S2 |
1,757.98 |
1,757.98 |
1,777.76 |
|
| S3 |
1,730.42 |
1,742.83 |
1,775.23 |
|
| S4 |
1,702.86 |
1,715.27 |
1,767.65 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.98 |
1,874.49 |
1,802.38 |
|
| R3 |
1,859.39 |
1,838.90 |
1,792.60 |
|
| R2 |
1,823.80 |
1,823.80 |
1,789.33 |
|
| R1 |
1,803.31 |
1,803.31 |
1,786.07 |
1,795.76 |
| PP |
1,788.21 |
1,788.21 |
1,788.21 |
1,784.44 |
| S1 |
1,767.72 |
1,767.72 |
1,779.55 |
1,760.17 |
| S2 |
1,752.62 |
1,752.62 |
1,776.29 |
|
| S3 |
1,717.03 |
1,732.13 |
1,773.02 |
|
| S4 |
1,681.44 |
1,696.54 |
1,763.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.71 |
1,773.12 |
35.59 |
2.0% |
18.62 |
1.0% |
27% |
False |
True |
5,945 |
| 10 |
1,812.24 |
1,760.48 |
51.76 |
2.9% |
18.57 |
1.0% |
43% |
False |
False |
6,271 |
| 20 |
1,812.24 |
1,746.60 |
65.64 |
3.7% |
19.44 |
1.1% |
55% |
False |
False |
6,153 |
| 40 |
1,833.19 |
1,722.02 |
111.17 |
6.2% |
20.86 |
1.2% |
55% |
False |
False |
6,146 |
| 60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
20.90 |
1.2% |
64% |
False |
False |
6,245 |
| 80 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.80 |
1.1% |
64% |
False |
False |
6,303 |
| 100 |
1,902.25 |
1,693.69 |
208.56 |
11.7% |
20.61 |
1.2% |
43% |
False |
False |
6,293 |
| 120 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.04 |
1.2% |
40% |
False |
False |
6,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.81 |
|
2.618 |
1,872.83 |
|
1.618 |
1,845.27 |
|
1.000 |
1,828.24 |
|
0.618 |
1,817.71 |
|
HIGH |
1,800.68 |
|
0.618 |
1,790.15 |
|
0.500 |
1,786.90 |
|
0.382 |
1,783.65 |
|
LOW |
1,773.12 |
|
0.618 |
1,756.09 |
|
1.000 |
1,745.56 |
|
1.618 |
1,728.53 |
|
2.618 |
1,700.97 |
|
4.250 |
1,655.99 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,786.90 |
1,788.96 |
| PP |
1,785.54 |
1,786.91 |
| S1 |
1,784.17 |
1,784.86 |
|