| 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 |
451.13 |
451.77 |
0.64 |
0.1% |
437.16 |
| High |
452.73 |
453.83 |
1.10 |
0.2% |
446.26 |
| Low |
451.01 |
451.31 |
0.30 |
0.1% |
431.54 |
| Close |
452.41 |
453.59 |
1.18 |
0.3% |
445.87 |
| Range |
1.72 |
2.52 |
0.80 |
46.3% |
14.72 |
| ATR |
4.94 |
4.77 |
-0.17 |
-3.5% |
0.00 |
| Volume |
49,571,500 |
41,305,400 |
-8,266,100 |
-16.7% |
345,885,200 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460.47 |
459.55 |
454.98 |
|
| R3 |
457.95 |
457.03 |
454.28 |
|
| R2 |
455.43 |
455.43 |
454.05 |
|
| R1 |
454.51 |
454.51 |
453.82 |
454.97 |
| PP |
452.91 |
452.91 |
452.91 |
453.14 |
| S1 |
451.99 |
451.99 |
453.36 |
452.45 |
| S2 |
450.39 |
450.39 |
453.13 |
|
| S3 |
447.87 |
449.47 |
452.90 |
|
| S4 |
445.35 |
446.95 |
452.20 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
485.38 |
480.35 |
453.97 |
|
| R3 |
470.66 |
465.63 |
449.92 |
|
| R2 |
455.94 |
455.94 |
448.57 |
|
| R1 |
450.91 |
450.91 |
447.22 |
453.43 |
| PP |
441.22 |
441.22 |
441.22 |
442.48 |
| S1 |
436.19 |
436.19 |
444.52 |
438.71 |
| S2 |
426.50 |
426.50 |
443.17 |
|
| S3 |
411.78 |
421.47 |
441.82 |
|
| S4 |
397.06 |
406.75 |
437.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
453.83 |
443.27 |
10.56 |
2.3% |
2.63 |
0.6% |
98% |
True |
False |
53,269,420 |
| 10 |
453.83 |
431.54 |
22.29 |
4.9% |
3.34 |
0.7% |
99% |
True |
False |
62,052,950 |
| 20 |
453.83 |
426.36 |
27.47 |
6.1% |
4.54 |
1.0% |
99% |
True |
False |
81,561,450 |
| 40 |
454.05 |
426.36 |
27.69 |
6.1% |
4.24 |
0.9% |
98% |
False |
False |
78,579,165 |
| 60 |
454.05 |
426.36 |
27.69 |
6.1% |
3.78 |
0.8% |
98% |
False |
False |
71,184,256 |
| 80 |
454.05 |
421.97 |
32.08 |
7.1% |
3.76 |
0.8% |
99% |
False |
False |
70,520,004 |
| 100 |
454.05 |
414.70 |
39.35 |
8.7% |
3.54 |
0.8% |
99% |
False |
False |
68,047,073 |
| 120 |
454.05 |
404.00 |
50.05 |
11.0% |
3.63 |
0.8% |
99% |
False |
False |
69,484,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
464.53 |
|
2.618 |
460.42 |
|
1.618 |
457.90 |
|
1.000 |
456.35 |
|
0.618 |
455.39 |
|
HIGH |
453.83 |
|
0.618 |
452.87 |
|
0.500 |
452.57 |
|
0.382 |
452.27 |
|
LOW |
451.31 |
|
0.618 |
449.75 |
|
1.000 |
448.79 |
|
1.618 |
447.23 |
|
2.618 |
444.72 |
|
4.250 |
440.60 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
453.25 |
452.74 |
| PP |
452.91 |
451.90 |
| S1 |
452.57 |
451.05 |
|