| 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 |
14,770.25 |
15,063.75 |
293.50 |
2.0% |
14,810.25 |
| High |
15,071.50 |
15,145.00 |
73.50 |
0.5% |
15,145.00 |
| Low |
14,767.50 |
15,020.75 |
253.25 |
1.7% |
14,585.50 |
| Close |
15,037.25 |
15,134.50 |
97.25 |
0.6% |
15,134.50 |
| Range |
304.00 |
124.25 |
-179.75 |
-59.1% |
559.50 |
| ATR |
250.07 |
241.08 |
-8.99 |
-3.6% |
0.00 |
| Volume |
425,055 |
442,893 |
17,838 |
4.2% |
2,533,864 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,472.75 |
15,428.00 |
15,202.75 |
|
| R3 |
15,348.50 |
15,303.75 |
15,168.75 |
|
| R2 |
15,224.25 |
15,224.25 |
15,157.25 |
|
| R1 |
15,179.50 |
15,179.50 |
15,146.00 |
15,202.00 |
| PP |
15,100.00 |
15,100.00 |
15,100.00 |
15,111.25 |
| S1 |
15,055.25 |
15,055.25 |
15,123.00 |
15,077.50 |
| S2 |
14,975.75 |
14,975.75 |
15,111.75 |
|
| S3 |
14,851.50 |
14,931.00 |
15,100.25 |
|
| S4 |
14,727.25 |
14,806.75 |
15,066.25 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,633.50 |
16,443.50 |
15,442.25 |
|
| R3 |
16,074.00 |
15,884.00 |
15,288.25 |
|
| R2 |
15,514.50 |
15,514.50 |
15,237.00 |
|
| R1 |
15,324.50 |
15,324.50 |
15,185.75 |
15,419.50 |
| PP |
14,955.00 |
14,955.00 |
14,955.00 |
15,002.50 |
| S1 |
14,765.00 |
14,765.00 |
15,083.25 |
14,860.00 |
| S2 |
14,395.50 |
14,395.50 |
15,032.00 |
|
| S3 |
13,836.00 |
14,205.50 |
14,980.75 |
|
| S4 |
13,276.50 |
13,646.00 |
14,826.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,145.00 |
14,585.50 |
559.50 |
3.7% |
210.25 |
1.4% |
98% |
True |
False |
506,772 |
| 10 |
15,145.00 |
14,367.75 |
777.25 |
5.1% |
265.00 |
1.8% |
99% |
True |
False |
571,159 |
| 20 |
15,399.25 |
14,367.75 |
1,031.50 |
6.8% |
274.00 |
1.8% |
74% |
False |
False |
609,792 |
| 40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.8% |
219.25 |
1.4% |
57% |
False |
False |
385,169 |
| 60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.8% |
203.75 |
1.3% |
57% |
False |
False |
257,110 |
| 80 |
15,702.25 |
14,262.75 |
1,439.50 |
9.5% |
195.75 |
1.3% |
61% |
False |
False |
193,000 |
| 100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.9% |
188.75 |
1.2% |
75% |
False |
False |
154,447 |
| 120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.5% |
198.00 |
1.3% |
80% |
False |
False |
128,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,673.00 |
|
2.618 |
15,470.25 |
|
1.618 |
15,346.00 |
|
1.000 |
15,269.25 |
|
0.618 |
15,221.75 |
|
HIGH |
15,145.00 |
|
0.618 |
15,097.50 |
|
0.500 |
15,083.00 |
|
0.382 |
15,068.25 |
|
LOW |
15,020.75 |
|
0.618 |
14,944.00 |
|
1.000 |
14,896.50 |
|
1.618 |
14,819.75 |
|
2.618 |
14,695.50 |
|
4.250 |
14,492.75 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,117.25 |
15,045.75 |
| PP |
15,100.00 |
14,956.75 |
| S1 |
15,083.00 |
14,868.00 |
|