Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,480.0 |
15,476.0 |
-4.0 |
0.0% |
15,559.0 |
High |
15,517.0 |
15,598.0 |
81.0 |
0.5% |
15,598.0 |
Low |
15,380.0 |
15,468.0 |
88.0 |
0.6% |
15,380.0 |
Close |
15,463.0 |
15,539.0 |
76.0 |
0.5% |
15,539.0 |
Range |
137.0 |
130.0 |
-7.0 |
-5.1% |
218.0 |
ATR |
211.2 |
205.7 |
-5.4 |
-2.6% |
0.0 |
Volume |
53,841 |
64,212 |
10,371 |
19.3% |
287,159 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,925.0 |
15,862.0 |
15,610.5 |
|
R3 |
15,795.0 |
15,732.0 |
15,574.8 |
|
R2 |
15,665.0 |
15,665.0 |
15,562.8 |
|
R1 |
15,602.0 |
15,602.0 |
15,550.9 |
15,633.5 |
PP |
15,535.0 |
15,535.0 |
15,535.0 |
15,550.8 |
S1 |
15,472.0 |
15,472.0 |
15,527.1 |
15,503.5 |
S2 |
15,405.0 |
15,405.0 |
15,515.2 |
|
S3 |
15,275.0 |
15,342.0 |
15,503.3 |
|
S4 |
15,145.0 |
15,212.0 |
15,467.5 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,159.7 |
16,067.3 |
15,658.9 |
|
R3 |
15,941.7 |
15,849.3 |
15,599.0 |
|
R2 |
15,723.7 |
15,723.7 |
15,579.0 |
|
R1 |
15,631.3 |
15,631.3 |
15,559.0 |
15,568.5 |
PP |
15,505.7 |
15,505.7 |
15,505.7 |
15,474.3 |
S1 |
15,413.3 |
15,413.3 |
15,519.0 |
15,350.5 |
S2 |
15,287.7 |
15,287.7 |
15,499.0 |
|
S3 |
15,069.7 |
15,195.3 |
15,479.1 |
|
S4 |
14,851.7 |
14,977.3 |
15,419.1 |
|
|
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% |
126.2 |
0.8% |
73% |
True |
False |
57,431 |
10 |
15,598.0 |
14,992.0 |
606.0 |
3.9% |
150.2 |
1.0% |
90% |
True |
False |
60,526 |
20 |
15,738.0 |
14,795.0 |
943.0 |
6.1% |
182.2 |
1.2% |
79% |
False |
False |
65,074 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.5% |
190.6 |
1.2% |
64% |
False |
False |
49,291 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
158.6 |
1.0% |
62% |
False |
False |
32,866 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.7% |
158.6 |
1.0% |
62% |
False |
False |
24,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,150.5 |
2.618 |
15,938.3 |
1.618 |
15,808.3 |
1.000 |
15,728.0 |
0.618 |
15,678.3 |
HIGH |
15,598.0 |
0.618 |
15,548.3 |
0.500 |
15,533.0 |
0.382 |
15,517.7 |
LOW |
15,468.0 |
0.618 |
15,387.7 |
1.000 |
15,338.0 |
1.618 |
15,257.7 |
2.618 |
15,127.7 |
4.250 |
14,915.5 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,537.0 |
15,522.3 |
PP |
15,535.0 |
15,505.7 |
S1 |
15,533.0 |
15,489.0 |
|