| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
2,293.3 |
2,254.0 |
-39.3 |
-1.7% |
2,266.0 |
| High |
2,296.5 |
2,302.9 |
6.4 |
0.3% |
2,305.3 |
| Low |
2,248.8 |
2,249.5 |
0.7 |
0.0% |
2,247.7 |
| Close |
2,249.5 |
2,295.1 |
45.6 |
2.0% |
2,288.8 |
| Range |
47.7 |
53.4 |
5.7 |
11.9% |
57.6 |
| ATR |
40.3 |
41.3 |
0.9 |
2.3% |
0.0 |
| Volume |
192,455 |
165,467 |
-26,988 |
-14.0% |
710,515 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.7 |
2,422.3 |
2,324.5 |
|
| R3 |
2,389.3 |
2,368.9 |
2,309.8 |
|
| R2 |
2,335.9 |
2,335.9 |
2,304.9 |
|
| R1 |
2,315.5 |
2,315.5 |
2,300.0 |
2,325.7 |
| PP |
2,282.5 |
2,282.5 |
2,282.5 |
2,287.6 |
| S1 |
2,262.1 |
2,262.1 |
2,290.2 |
2,272.3 |
| S2 |
2,229.1 |
2,229.1 |
2,285.3 |
|
| S3 |
2,175.7 |
2,208.7 |
2,280.4 |
|
| S4 |
2,122.3 |
2,155.3 |
2,265.7 |
|
|
| 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 |
2,248.8 |
73.1 |
3.2% |
42.2 |
1.8% |
63% |
False |
False |
169,053 |
| 10 |
2,321.9 |
2,247.7 |
74.2 |
3.2% |
38.3 |
1.7% |
64% |
False |
False |
156,474 |
| 20 |
2,321.9 |
2,171.3 |
150.6 |
6.6% |
41.4 |
1.8% |
82% |
False |
False |
170,986 |
| 40 |
2,321.9 |
2,146.9 |
175.0 |
7.6% |
42.5 |
1.9% |
85% |
False |
False |
171,404 |
| 60 |
2,321.9 |
2,104.7 |
217.2 |
9.5% |
40.5 |
1.8% |
88% |
False |
False |
114,423 |
| 80 |
2,321.9 |
2,096.4 |
225.5 |
9.8% |
42.5 |
1.9% |
88% |
False |
False |
85,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.9 |
|
2.618 |
2,442.7 |
|
1.618 |
2,389.3 |
|
1.000 |
2,356.3 |
|
0.618 |
2,335.9 |
|
HIGH |
2,302.9 |
|
0.618 |
2,282.5 |
|
0.500 |
2,276.2 |
|
0.382 |
2,269.9 |
|
LOW |
2,249.5 |
|
0.618 |
2,216.5 |
|
1.000 |
2,196.1 |
|
1.618 |
2,163.1 |
|
2.618 |
2,109.7 |
|
4.250 |
2,022.6 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,288.8 |
2,291.9 |
| PP |
2,282.5 |
2,288.6 |
| S1 |
2,276.2 |
2,285.4 |
|