Trading Metrics calculated at close of trading on 15-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,286.0 |
15,483.0 |
197.0 |
1.3% |
15,139.0 |
High |
15,485.0 |
15,598.0 |
113.0 |
0.7% |
15,598.0 |
Low |
15,280.0 |
15,447.0 |
167.0 |
1.1% |
14,992.0 |
Close |
15,442.0 |
15,569.0 |
127.0 |
0.8% |
15,569.0 |
Range |
205.0 |
151.0 |
-54.0 |
-26.3% |
606.0 |
ATR |
247.6 |
241.1 |
-6.5 |
-2.6% |
0.0 |
Volume |
65,360 |
61,391 |
-3,969 |
-6.1% |
318,105 |
|
Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,991.0 |
15,931.0 |
15,652.1 |
|
R3 |
15,840.0 |
15,780.0 |
15,610.5 |
|
R2 |
15,689.0 |
15,689.0 |
15,596.7 |
|
R1 |
15,629.0 |
15,629.0 |
15,582.8 |
15,659.0 |
PP |
15,538.0 |
15,538.0 |
15,538.0 |
15,553.0 |
S1 |
15,478.0 |
15,478.0 |
15,555.2 |
15,508.0 |
S2 |
15,387.0 |
15,387.0 |
15,541.3 |
|
S3 |
15,236.0 |
15,327.0 |
15,527.5 |
|
S4 |
15,085.0 |
15,176.0 |
15,486.0 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,204.3 |
16,992.7 |
15,902.3 |
|
R3 |
16,598.3 |
16,386.7 |
15,735.7 |
|
R2 |
15,992.3 |
15,992.3 |
15,680.1 |
|
R1 |
15,780.7 |
15,780.7 |
15,624.6 |
15,886.5 |
PP |
15,386.3 |
15,386.3 |
15,386.3 |
15,439.3 |
S1 |
15,174.7 |
15,174.7 |
15,513.5 |
15,280.5 |
S2 |
14,780.3 |
14,780.3 |
15,457.9 |
|
S3 |
14,174.3 |
14,568.7 |
15,402.4 |
|
S4 |
13,568.3 |
13,962.7 |
15,235.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,598.0 |
14,992.0 |
606.0 |
3.9% |
174.2 |
1.1% |
95% |
True |
False |
63,621 |
10 |
15,598.0 |
14,795.0 |
803.0 |
5.2% |
198.6 |
1.3% |
96% |
True |
False |
70,120 |
20 |
15,749.0 |
14,795.0 |
954.0 |
6.1% |
225.3 |
1.4% |
81% |
False |
False |
71,883 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.5% |
185.0 |
1.2% |
66% |
False |
False |
42,114 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
155.5 |
1.0% |
65% |
False |
False |
28,082 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
159.7 |
1.0% |
65% |
False |
False |
21,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,239.8 |
2.618 |
15,993.3 |
1.618 |
15,842.3 |
1.000 |
15,749.0 |
0.618 |
15,691.3 |
HIGH |
15,598.0 |
0.618 |
15,540.3 |
0.500 |
15,522.5 |
0.382 |
15,504.7 |
LOW |
15,447.0 |
0.618 |
15,353.7 |
1.000 |
15,296.0 |
1.618 |
15,202.7 |
2.618 |
15,051.7 |
4.250 |
14,805.3 |
|
|
Fisher Pivots for day following 15-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,553.5 |
15,494.3 |
PP |
15,538.0 |
15,419.7 |
S1 |
15,522.5 |
15,345.0 |
|