| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1,790.5 |
1,798.7 |
8.2 |
0.5% |
1,771.0 |
| High |
1,818.6 |
1,814.8 |
-3.8 |
-0.2% |
1,818.6 |
| Low |
1,787.8 |
1,798.2 |
10.4 |
0.6% |
1,763.9 |
| Close |
1,800.0 |
1,810.4 |
10.4 |
0.6% |
1,800.0 |
| Range |
30.8 |
16.6 |
-14.2 |
-46.1% |
54.7 |
| ATR |
21.5 |
21.1 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,386 |
951 |
-435 |
-31.4% |
5,905 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,857.6 |
1,850.6 |
1,819.5 |
|
| R3 |
1,841.0 |
1,834.0 |
1,815.0 |
|
| R2 |
1,824.4 |
1,824.4 |
1,813.4 |
|
| R1 |
1,817.4 |
1,817.4 |
1,811.9 |
1,820.9 |
| PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,809.6 |
| S1 |
1,800.8 |
1,800.8 |
1,808.9 |
1,804.3 |
| S2 |
1,791.2 |
1,791.2 |
1,807.4 |
|
| S3 |
1,774.6 |
1,784.2 |
1,805.8 |
|
| S4 |
1,758.0 |
1,767.6 |
1,801.3 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,958.3 |
1,933.8 |
1,830.1 |
|
| R3 |
1,903.6 |
1,879.1 |
1,815.0 |
|
| R2 |
1,848.9 |
1,848.9 |
1,810.0 |
|
| R1 |
1,824.4 |
1,824.4 |
1,805.0 |
1,836.7 |
| PP |
1,794.2 |
1,794.2 |
1,794.2 |
1,800.3 |
| S1 |
1,769.7 |
1,769.7 |
1,795.0 |
1,782.0 |
| S2 |
1,739.5 |
1,739.5 |
1,790.0 |
|
| S3 |
1,684.8 |
1,715.0 |
1,785.0 |
|
| S4 |
1,630.1 |
1,660.3 |
1,769.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,818.6 |
1,767.7 |
50.9 |
2.8% |
20.1 |
1.1% |
84% |
False |
False |
1,122 |
| 10 |
1,818.6 |
1,755.2 |
63.4 |
3.5% |
21.0 |
1.2% |
87% |
False |
False |
1,595 |
| 20 |
1,818.6 |
1,725.0 |
93.6 |
5.2% |
21.0 |
1.2% |
91% |
False |
False |
1,707 |
| 40 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
21.0 |
1.2% |
74% |
False |
False |
1,412 |
| 60 |
1,840.4 |
1,682.4 |
158.0 |
8.7% |
21.6 |
1.2% |
81% |
False |
False |
1,303 |
| 80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
19.5 |
1.1% |
81% |
False |
False |
1,154 |
| 100 |
1,911.7 |
1,682.4 |
229.3 |
12.7% |
19.1 |
1.1% |
56% |
False |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.4 |
|
2.618 |
1,858.3 |
|
1.618 |
1,841.7 |
|
1.000 |
1,831.4 |
|
0.618 |
1,825.1 |
|
HIGH |
1,814.8 |
|
0.618 |
1,808.5 |
|
0.500 |
1,806.5 |
|
0.382 |
1,804.5 |
|
LOW |
1,798.2 |
|
0.618 |
1,787.9 |
|
1.000 |
1,781.6 |
|
1.618 |
1,771.3 |
|
2.618 |
1,754.7 |
|
4.250 |
1,727.7 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,809.1 |
1,806.8 |
| PP |
1,807.8 |
1,803.1 |
| S1 |
1,806.5 |
1,799.5 |
|