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 |
15,503.0 |
15,480.0 |
-23.0 |
-0.1% |
15,139.0 |
High |
15,556.0 |
15,517.0 |
-39.0 |
-0.3% |
15,598.0 |
Low |
15,445.0 |
15,380.0 |
-65.0 |
-0.4% |
14,992.0 |
Close |
15,508.0 |
15,463.0 |
-45.0 |
-0.3% |
15,569.0 |
Range |
111.0 |
137.0 |
26.0 |
23.4% |
606.0 |
ATR |
216.9 |
211.2 |
-5.7 |
-2.6% |
0.0 |
Volume |
54,540 |
53,841 |
-699 |
-1.3% |
318,105 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,864.3 |
15,800.7 |
15,538.4 |
|
R3 |
15,727.3 |
15,663.7 |
15,500.7 |
|
R2 |
15,590.3 |
15,590.3 |
15,488.1 |
|
R1 |
15,526.7 |
15,526.7 |
15,475.6 |
15,490.0 |
PP |
15,453.3 |
15,453.3 |
15,453.3 |
15,435.0 |
S1 |
15,389.7 |
15,389.7 |
15,450.4 |
15,353.0 |
S2 |
15,316.3 |
15,316.3 |
15,437.9 |
|
S3 |
15,179.3 |
15,252.7 |
15,425.3 |
|
S4 |
15,042.3 |
15,115.7 |
15,387.7 |
|
|
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 |
15,380.0 |
218.0 |
1.4% |
130.4 |
0.8% |
38% |
False |
True |
56,867 |
10 |
15,598.0 |
14,992.0 |
606.0 |
3.9% |
145.9 |
0.9% |
78% |
False |
False |
59,267 |
20 |
15,749.0 |
14,795.0 |
954.0 |
6.2% |
189.5 |
1.2% |
70% |
False |
False |
65,044 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.6% |
189.5 |
1.2% |
57% |
False |
False |
47,686 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
157.9 |
1.0% |
56% |
False |
False |
31,796 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
159.4 |
1.0% |
56% |
False |
False |
23,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,099.3 |
2.618 |
15,875.7 |
1.618 |
15,738.7 |
1.000 |
15,654.0 |
0.618 |
15,601.7 |
HIGH |
15,517.0 |
0.618 |
15,464.7 |
0.500 |
15,448.5 |
0.382 |
15,432.3 |
LOW |
15,380.0 |
0.618 |
15,295.3 |
1.000 |
15,243.0 |
1.618 |
15,158.3 |
2.618 |
15,021.3 |
4.250 |
14,797.8 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,458.2 |
15,468.0 |
PP |
15,453.3 |
15,466.3 |
S1 |
15,448.5 |
15,464.7 |
|