| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,771.0 |
1,767.7 |
-3.3 |
-0.2% |
1,757.4 |
| High |
1,775.0 |
1,789.4 |
14.4 |
0.8% |
1,804.5 |
| Low |
1,763.9 |
1,767.7 |
3.8 |
0.2% |
1,753.7 |
| Close |
1,769.3 |
1,774.1 |
4.8 |
0.3% |
1,771.9 |
| Range |
11.1 |
21.7 |
10.6 |
95.5% |
50.8 |
| ATR |
21.4 |
21.4 |
0.0 |
0.1% |
0.0 |
| Volume |
1,242 |
626 |
-616 |
-49.6% |
11,709 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,842.2 |
1,829.8 |
1,786.0 |
|
| R3 |
1,820.5 |
1,808.1 |
1,780.1 |
|
| R2 |
1,798.8 |
1,798.8 |
1,778.1 |
|
| R1 |
1,786.4 |
1,786.4 |
1,776.1 |
1,792.6 |
| PP |
1,777.1 |
1,777.1 |
1,777.1 |
1,780.2 |
| S1 |
1,764.7 |
1,764.7 |
1,772.1 |
1,770.9 |
| S2 |
1,755.4 |
1,755.4 |
1,770.1 |
|
| S3 |
1,733.7 |
1,743.0 |
1,768.1 |
|
| S4 |
1,712.0 |
1,721.3 |
1,762.2 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.1 |
1,901.3 |
1,799.8 |
|
| R3 |
1,878.3 |
1,850.5 |
1,785.9 |
|
| R2 |
1,827.5 |
1,827.5 |
1,781.2 |
|
| R1 |
1,799.7 |
1,799.7 |
1,776.6 |
1,813.6 |
| PP |
1,776.7 |
1,776.7 |
1,776.7 |
1,783.7 |
| S1 |
1,748.9 |
1,748.9 |
1,767.2 |
1,762.8 |
| S2 |
1,725.9 |
1,725.9 |
1,762.6 |
|
| S3 |
1,675.1 |
1,698.1 |
1,757.9 |
|
| S4 |
1,624.3 |
1,647.3 |
1,744.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.5 |
1,761.6 |
42.9 |
2.4% |
22.7 |
1.3% |
29% |
False |
False |
1,542 |
| 10 |
1,804.5 |
1,749.5 |
55.0 |
3.1% |
20.2 |
1.1% |
45% |
False |
False |
2,061 |
| 20 |
1,804.5 |
1,725.0 |
79.5 |
4.5% |
21.5 |
1.2% |
62% |
False |
False |
1,633 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.5% |
20.9 |
1.2% |
43% |
False |
False |
1,330 |
| 60 |
1,840.7 |
1,682.4 |
158.3 |
8.9% |
21.2 |
1.2% |
58% |
False |
False |
1,303 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
8.9% |
19.1 |
1.1% |
58% |
False |
False |
1,105 |
| 100 |
1,919.3 |
1,682.4 |
236.9 |
13.4% |
19.0 |
1.1% |
39% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.6 |
|
2.618 |
1,846.2 |
|
1.618 |
1,824.5 |
|
1.000 |
1,811.1 |
|
0.618 |
1,802.8 |
|
HIGH |
1,789.4 |
|
0.618 |
1,781.1 |
|
0.500 |
1,778.6 |
|
0.382 |
1,776.0 |
|
LOW |
1,767.7 |
|
0.618 |
1,754.3 |
|
1.000 |
1,746.0 |
|
1.618 |
1,732.6 |
|
2.618 |
1,710.9 |
|
4.250 |
1,675.5 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,778.6 |
1,782.3 |
| PP |
1,777.1 |
1,779.6 |
| S1 |
1,775.6 |
1,776.8 |
|