| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,284.7 |
2,310.7 |
26.0 |
1.1% |
2,266.0 |
| High |
2,314.6 |
2,321.9 |
7.3 |
0.3% |
2,305.3 |
| Low |
2,270.8 |
2,290.2 |
19.4 |
0.9% |
2,247.7 |
| Close |
2,310.3 |
2,293.9 |
-16.4 |
-0.7% |
2,288.8 |
| Range |
43.8 |
31.7 |
-12.1 |
-27.6% |
57.6 |
| ATR |
40.4 |
39.8 |
-0.6 |
-1.5% |
0.0 |
| Volume |
143,744 |
177,171 |
33,427 |
23.3% |
710,515 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.1 |
2,377.2 |
2,311.3 |
|
| R3 |
2,365.4 |
2,345.5 |
2,302.6 |
|
| R2 |
2,333.7 |
2,333.7 |
2,299.7 |
|
| R1 |
2,313.8 |
2,313.8 |
2,296.8 |
2,307.9 |
| PP |
2,302.0 |
2,302.0 |
2,302.0 |
2,299.1 |
| S1 |
2,282.1 |
2,282.1 |
2,291.0 |
2,276.2 |
| S2 |
2,270.3 |
2,270.3 |
2,288.1 |
|
| S3 |
2,238.6 |
2,250.4 |
2,285.2 |
|
| S4 |
2,206.9 |
2,218.7 |
2,276.5 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,453.4 |
2,428.7 |
2,320.5 |
|
| R3 |
2,395.8 |
2,371.1 |
2,304.6 |
|
| R2 |
2,338.2 |
2,338.2 |
2,299.4 |
|
| R1 |
2,313.5 |
2,313.5 |
2,294.1 |
2,325.9 |
| PP |
2,280.6 |
2,280.6 |
2,280.6 |
2,286.8 |
| S1 |
2,255.9 |
2,255.9 |
2,283.5 |
2,268.3 |
| S2 |
2,223.0 |
2,223.0 |
2,278.2 |
|
| S3 |
2,165.4 |
2,198.3 |
2,273.0 |
|
| S4 |
2,107.8 |
2,140.7 |
2,257.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,321.9 |
2,264.9 |
57.0 |
2.5% |
33.8 |
1.5% |
51% |
True |
False |
153,410 |
| 10 |
2,321.9 |
2,211.0 |
110.9 |
4.8% |
35.0 |
1.5% |
75% |
True |
False |
150,703 |
| 20 |
2,321.9 |
2,171.3 |
150.6 |
6.6% |
40.6 |
1.8% |
81% |
True |
False |
177,119 |
| 40 |
2,321.9 |
2,146.9 |
175.0 |
7.6% |
41.4 |
1.8% |
84% |
True |
False |
162,488 |
| 60 |
2,321.9 |
2,104.7 |
217.2 |
9.5% |
40.1 |
1.7% |
87% |
True |
False |
108,461 |
| 80 |
2,321.9 |
2,096.4 |
225.5 |
9.8% |
42.6 |
1.9% |
88% |
True |
False |
81,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.6 |
|
2.618 |
2,404.9 |
|
1.618 |
2,373.2 |
|
1.000 |
2,353.6 |
|
0.618 |
2,341.5 |
|
HIGH |
2,321.9 |
|
0.618 |
2,309.8 |
|
0.500 |
2,306.1 |
|
0.382 |
2,302.3 |
|
LOW |
2,290.2 |
|
0.618 |
2,270.6 |
|
1.000 |
2,258.5 |
|
1.618 |
2,238.9 |
|
2.618 |
2,207.2 |
|
4.250 |
2,155.5 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.1 |
2,296.4 |
| PP |
2,302.0 |
2,295.5 |
| S1 |
2,298.0 |
2,294.7 |
|