| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,273.9 |
2,286.3 |
12.4 |
0.5% |
2,230.1 |
| High |
2,294.1 |
2,304.5 |
10.4 |
0.5% |
2,298.2 |
| Low |
2,264.9 |
2,274.7 |
9.8 |
0.4% |
2,193.6 |
| Close |
2,287.5 |
2,294.1 |
6.6 |
0.3% |
2,265.0 |
| Range |
29.2 |
29.8 |
0.6 |
2.1% |
104.6 |
| ATR |
41.4 |
40.6 |
-0.8 |
-2.0% |
0.0 |
| Volume |
132,699 |
147,010 |
14,311 |
10.8% |
758,652 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.5 |
2,367.1 |
2,310.5 |
|
| R3 |
2,350.7 |
2,337.3 |
2,302.3 |
|
| R2 |
2,320.9 |
2,320.9 |
2,299.6 |
|
| R1 |
2,307.5 |
2,307.5 |
2,296.8 |
2,314.2 |
| PP |
2,291.1 |
2,291.1 |
2,291.1 |
2,294.5 |
| S1 |
2,277.7 |
2,277.7 |
2,291.4 |
2,284.4 |
| S2 |
2,261.3 |
2,261.3 |
2,288.6 |
|
| S3 |
2,231.5 |
2,247.9 |
2,285.9 |
|
| S4 |
2,201.7 |
2,218.1 |
2,277.7 |
|
|
| 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 |
2,304.5 |
2,247.7 |
56.8 |
2.5% |
34.4 |
1.5% |
82% |
True |
False |
143,895 |
| 10 |
2,304.5 |
2,193.6 |
110.9 |
4.8% |
35.5 |
1.5% |
91% |
True |
False |
145,599 |
| 20 |
2,304.5 |
2,171.3 |
133.2 |
5.8% |
42.5 |
1.9% |
92% |
True |
False |
182,601 |
| 40 |
2,307.0 |
2,146.9 |
160.1 |
7.0% |
42.0 |
1.8% |
92% |
False |
False |
150,355 |
| 60 |
2,307.0 |
2,104.7 |
202.3 |
8.8% |
40.3 |
1.8% |
94% |
False |
False |
100,344 |
| 80 |
2,330.8 |
2,096.4 |
234.4 |
10.2% |
42.3 |
1.8% |
84% |
False |
False |
75,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.2 |
|
2.618 |
2,382.5 |
|
1.618 |
2,352.7 |
|
1.000 |
2,334.3 |
|
0.618 |
2,322.9 |
|
HIGH |
2,304.5 |
|
0.618 |
2,293.1 |
|
0.500 |
2,289.6 |
|
0.382 |
2,286.1 |
|
LOW |
2,274.7 |
|
0.618 |
2,256.3 |
|
1.000 |
2,244.9 |
|
1.618 |
2,226.5 |
|
2.618 |
2,196.7 |
|
4.250 |
2,148.1 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,292.6 |
2,290.0 |
| PP |
2,291.1 |
2,285.8 |
| S1 |
2,289.6 |
2,281.7 |
|