Trading Metrics calculated at close of trading on 20-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,489.0 |
15,503.0 |
14.0 |
0.1% |
15,139.0 |
High |
15,512.0 |
15,556.0 |
44.0 |
0.3% |
15,598.0 |
Low |
15,438.0 |
15,445.0 |
7.0 |
0.0% |
14,992.0 |
Close |
15,506.0 |
15,508.0 |
2.0 |
0.0% |
15,569.0 |
Range |
74.0 |
111.0 |
37.0 |
50.0% |
606.0 |
ATR |
225.0 |
216.9 |
-8.1 |
-3.6% |
0.0 |
Volume |
49,225 |
54,540 |
5,315 |
10.8% |
318,105 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,836.0 |
15,783.0 |
15,569.1 |
|
R3 |
15,725.0 |
15,672.0 |
15,538.5 |
|
R2 |
15,614.0 |
15,614.0 |
15,528.4 |
|
R1 |
15,561.0 |
15,561.0 |
15,518.2 |
15,587.5 |
PP |
15,503.0 |
15,503.0 |
15,503.0 |
15,516.3 |
S1 |
15,450.0 |
15,450.0 |
15,497.8 |
15,476.5 |
S2 |
15,392.0 |
15,392.0 |
15,487.7 |
|
S3 |
15,281.0 |
15,339.0 |
15,477.5 |
|
S4 |
15,170.0 |
15,228.0 |
15,447.0 |
|
|
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 |
15,280.0 |
318.0 |
2.1% |
144.0 |
0.9% |
72% |
False |
False |
59,171 |
10 |
15,598.0 |
14,992.0 |
606.0 |
3.9% |
149.8 |
1.0% |
85% |
False |
False |
60,256 |
20 |
15,749.0 |
14,795.0 |
954.0 |
6.2% |
190.4 |
1.2% |
75% |
False |
False |
65,885 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.6% |
187.6 |
1.2% |
61% |
False |
False |
46,341 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
156.2 |
1.0% |
60% |
False |
False |
30,900 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
159.6 |
1.0% |
60% |
False |
False |
23,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,027.8 |
2.618 |
15,846.6 |
1.618 |
15,735.6 |
1.000 |
15,667.0 |
0.618 |
15,624.6 |
HIGH |
15,556.0 |
0.618 |
15,513.6 |
0.500 |
15,500.5 |
0.382 |
15,487.4 |
LOW |
15,445.0 |
0.618 |
15,376.4 |
1.000 |
15,334.0 |
1.618 |
15,265.4 |
2.618 |
15,154.4 |
4.250 |
14,973.3 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,505.5 |
15,502.2 |
PP |
15,503.0 |
15,496.3 |
S1 |
15,500.5 |
15,490.5 |
|