Trading Metrics calculated at close of trading on 26-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,536.0 |
15,635.0 |
99.0 |
0.6% |
15,559.0 |
High |
15,624.0 |
15,768.0 |
144.0 |
0.9% |
15,598.0 |
Low |
15,513.0 |
15,619.0 |
106.0 |
0.7% |
15,380.0 |
Close |
15,600.0 |
15,761.0 |
161.0 |
1.0% |
15,539.0 |
Range |
111.0 |
149.0 |
38.0 |
34.2% |
218.0 |
ATR |
199.0 |
196.7 |
-2.2 |
-1.1% |
0.0 |
Volume |
51,455 |
68,438 |
16,983 |
33.0% |
287,159 |
|
Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,163.0 |
16,111.0 |
15,843.0 |
|
R3 |
16,014.0 |
15,962.0 |
15,802.0 |
|
R2 |
15,865.0 |
15,865.0 |
15,788.3 |
|
R1 |
15,813.0 |
15,813.0 |
15,774.7 |
15,839.0 |
PP |
15,716.0 |
15,716.0 |
15,716.0 |
15,729.0 |
S1 |
15,664.0 |
15,664.0 |
15,747.3 |
15,690.0 |
S2 |
15,567.0 |
15,567.0 |
15,733.7 |
|
S3 |
15,418.0 |
15,515.0 |
15,720.0 |
|
S4 |
15,269.0 |
15,366.0 |
15,679.1 |
|
|
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 |
15,768.0 |
15,380.0 |
388.0 |
2.5% |
127.6 |
0.8% |
98% |
True |
False |
58,497 |
10 |
15,768.0 |
15,092.0 |
676.0 |
4.3% |
144.2 |
0.9% |
99% |
True |
False |
60,207 |
20 |
15,768.0 |
14,795.0 |
973.0 |
6.2% |
166.7 |
1.1% |
99% |
True |
False |
62,984 |
40 |
15,966.0 |
14,795.0 |
1,171.0 |
7.4% |
194.6 |
1.2% |
82% |
False |
False |
52,288 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
157.3 |
1.0% |
81% |
False |
False |
34,864 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
159.6 |
1.0% |
81% |
False |
False |
26,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,401.3 |
2.618 |
16,158.1 |
1.618 |
16,009.1 |
1.000 |
15,917.0 |
0.618 |
15,860.1 |
HIGH |
15,768.0 |
0.618 |
15,711.1 |
0.500 |
15,693.5 |
0.382 |
15,675.9 |
LOW |
15,619.0 |
0.618 |
15,526.9 |
1.000 |
15,470.0 |
1.618 |
15,377.9 |
2.618 |
15,228.9 |
4.250 |
14,985.8 |
|
|
Fisher Pivots for day following 26-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,738.5 |
15,713.3 |
PP |
15,716.0 |
15,665.7 |
S1 |
15,693.5 |
15,618.0 |
|