| 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 |
2,274.6 |
2,266.0 |
-8.6 |
-0.4% |
2,230.1 |
| High |
2,298.2 |
2,298.2 |
0.0 |
0.0% |
2,298.2 |
| Low |
2,262.6 |
2,247.7 |
-14.9 |
-0.7% |
2,193.6 |
| Close |
2,265.0 |
2,264.7 |
-0.3 |
0.0% |
2,265.0 |
| Range |
35.6 |
50.5 |
14.9 |
41.9% |
104.6 |
| ATR |
43.0 |
43.5 |
0.5 |
1.2% |
0.0 |
| Volume |
175,391 |
141,240 |
-34,151 |
-19.5% |
758,652 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.7 |
2,393.7 |
2,292.5 |
|
| R3 |
2,371.2 |
2,343.2 |
2,278.6 |
|
| R2 |
2,320.7 |
2,320.7 |
2,274.0 |
|
| R1 |
2,292.7 |
2,292.7 |
2,269.3 |
2,281.5 |
| PP |
2,270.2 |
2,270.2 |
2,270.2 |
2,264.6 |
| S1 |
2,242.2 |
2,242.2 |
2,260.1 |
2,231.0 |
| S2 |
2,219.7 |
2,219.7 |
2,255.4 |
|
| S3 |
2,169.2 |
2,191.7 |
2,250.8 |
|
| S4 |
2,118.7 |
2,141.2 |
2,236.9 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.1 |
2,520.1 |
2,322.5 |
|
| R3 |
2,461.5 |
2,415.5 |
2,293.8 |
|
| R2 |
2,356.9 |
2,356.9 |
2,284.2 |
|
| R1 |
2,310.9 |
2,310.9 |
2,274.6 |
2,333.9 |
| PP |
2,252.3 |
2,252.3 |
2,252.3 |
2,263.8 |
| S1 |
2,206.3 |
2,206.3 |
2,255.4 |
2,229.3 |
| S2 |
2,147.7 |
2,147.7 |
2,245.8 |
|
| S3 |
2,043.1 |
2,101.7 |
2,236.2 |
|
| S4 |
1,938.5 |
1,997.1 |
2,207.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.2 |
2,193.6 |
104.6 |
4.6% |
39.8 |
1.8% |
68% |
True |
False |
154,287 |
| 10 |
2,298.2 |
2,180.2 |
118.0 |
5.2% |
40.9 |
1.8% |
72% |
True |
False |
168,370 |
| 20 |
2,298.2 |
2,163.0 |
135.2 |
6.0% |
46.1 |
2.0% |
75% |
True |
False |
192,214 |
| 40 |
2,307.0 |
2,146.9 |
160.1 |
7.1% |
42.3 |
1.9% |
74% |
False |
False |
140,328 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.9% |
41.4 |
1.8% |
79% |
False |
False |
93,636 |
| 80 |
2,341.0 |
2,096.4 |
244.6 |
10.8% |
42.2 |
1.9% |
69% |
False |
False |
70,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.8 |
|
2.618 |
2,430.4 |
|
1.618 |
2,379.9 |
|
1.000 |
2,348.7 |
|
0.618 |
2,329.4 |
|
HIGH |
2,298.2 |
|
0.618 |
2,278.9 |
|
0.500 |
2,273.0 |
|
0.382 |
2,267.0 |
|
LOW |
2,247.7 |
|
0.618 |
2,216.5 |
|
1.000 |
2,197.2 |
|
1.618 |
2,166.0 |
|
2.618 |
2,115.5 |
|
4.250 |
2,033.1 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.0 |
2,268.4 |
| PP |
2,270.2 |
2,267.2 |
| S1 |
2,267.5 |
2,265.9 |
|