| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,262.7 |
2,273.9 |
11.2 |
0.5% |
2,230.1 |
| High |
2,285.7 |
2,294.1 |
8.4 |
0.4% |
2,298.2 |
| Low |
2,258.9 |
2,264.9 |
6.0 |
0.3% |
2,193.6 |
| Close |
2,272.8 |
2,287.5 |
14.7 |
0.6% |
2,265.0 |
| Range |
26.8 |
29.2 |
2.4 |
9.0% |
104.6 |
| ATR |
42.3 |
41.4 |
-0.9 |
-2.2% |
0.0 |
| Volume |
123,137 |
132,699 |
9,562 |
7.8% |
758,652 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.8 |
2,357.8 |
2,303.6 |
|
| R3 |
2,340.6 |
2,328.6 |
2,295.5 |
|
| R2 |
2,311.4 |
2,311.4 |
2,292.9 |
|
| R1 |
2,299.4 |
2,299.4 |
2,290.2 |
2,305.4 |
| PP |
2,282.2 |
2,282.2 |
2,282.2 |
2,285.2 |
| S1 |
2,270.2 |
2,270.2 |
2,284.8 |
2,276.2 |
| S2 |
2,253.0 |
2,253.0 |
2,282.1 |
|
| S3 |
2,223.8 |
2,241.0 |
2,279.5 |
|
| S4 |
2,194.6 |
2,211.8 |
2,271.4 |
|
|
| 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 |
2,238.6 |
59.6 |
2.6% |
36.0 |
1.6% |
82% |
False |
False |
140,690 |
| 10 |
2,298.2 |
2,193.6 |
104.6 |
4.6% |
37.5 |
1.6% |
90% |
False |
False |
148,195 |
| 20 |
2,298.2 |
2,171.3 |
126.9 |
5.5% |
43.4 |
1.9% |
92% |
False |
False |
184,427 |
| 40 |
2,307.0 |
2,146.9 |
160.1 |
7.0% |
42.0 |
1.8% |
88% |
False |
False |
146,705 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.8% |
40.8 |
1.8% |
90% |
False |
False |
97,896 |
| 80 |
2,330.8 |
2,096.4 |
234.4 |
10.2% |
42.3 |
1.8% |
82% |
False |
False |
73,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.2 |
|
2.618 |
2,370.5 |
|
1.618 |
2,341.3 |
|
1.000 |
2,323.3 |
|
0.618 |
2,312.1 |
|
HIGH |
2,294.1 |
|
0.618 |
2,282.9 |
|
0.500 |
2,279.5 |
|
0.382 |
2,276.1 |
|
LOW |
2,264.9 |
|
0.618 |
2,246.9 |
|
1.000 |
2,235.7 |
|
1.618 |
2,217.7 |
|
2.618 |
2,188.5 |
|
4.250 |
2,140.8 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.8 |
2,282.7 |
| PP |
2,282.2 |
2,277.8 |
| S1 |
2,279.5 |
2,273.0 |
|