Trading Metrics calculated at close of trading on 18-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,063.75 |
15,145.00 |
81.25 |
0.5% |
14,810.25 |
High |
15,145.00 |
15,297.25 |
152.25 |
1.0% |
15,145.00 |
Low |
15,020.75 |
15,020.75 |
0.00 |
0.0% |
14,585.50 |
Close |
15,134.50 |
15,290.50 |
156.00 |
1.0% |
15,134.50 |
Range |
124.25 |
276.50 |
152.25 |
122.5% |
559.50 |
ATR |
241.08 |
243.61 |
2.53 |
1.0% |
0.00 |
Volume |
442,893 |
423,424 |
-19,469 |
-4.4% |
2,533,864 |
|
Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,032.25 |
15,938.00 |
15,442.50 |
|
R3 |
15,755.75 |
15,661.50 |
15,366.50 |
|
R2 |
15,479.25 |
15,479.25 |
15,341.25 |
|
R1 |
15,385.00 |
15,385.00 |
15,315.75 |
15,432.00 |
PP |
15,202.75 |
15,202.75 |
15,202.75 |
15,226.50 |
S1 |
15,108.50 |
15,108.50 |
15,265.25 |
15,155.50 |
S2 |
14,926.25 |
14,926.25 |
15,239.75 |
|
S3 |
14,649.75 |
14,832.00 |
15,214.50 |
|
S4 |
14,373.25 |
14,555.50 |
15,138.50 |
|
|
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 |
15,297.25 |
14,585.50 |
711.75 |
4.7% |
221.50 |
1.4% |
99% |
True |
False |
489,359 |
10 |
15,297.25 |
14,410.50 |
886.75 |
5.8% |
246.00 |
1.6% |
99% |
True |
False |
533,217 |
20 |
15,399.25 |
14,367.75 |
1,031.50 |
6.7% |
261.50 |
1.7% |
89% |
False |
False |
588,667 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
220.00 |
1.4% |
69% |
False |
False |
395,724 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
205.50 |
1.3% |
69% |
False |
False |
264,149 |
80 |
15,702.25 |
14,303.50 |
1,398.75 |
9.1% |
197.50 |
1.3% |
71% |
False |
False |
198,287 |
100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.7% |
191.00 |
1.2% |
82% |
False |
False |
158,681 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.3% |
199.50 |
1.3% |
85% |
False |
False |
132,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,472.50 |
2.618 |
16,021.25 |
1.618 |
15,744.75 |
1.000 |
15,573.75 |
0.618 |
15,468.25 |
HIGH |
15,297.25 |
0.618 |
15,191.75 |
0.500 |
15,159.00 |
0.382 |
15,126.25 |
LOW |
15,020.75 |
0.618 |
14,849.75 |
1.000 |
14,744.25 |
1.618 |
14,573.25 |
2.618 |
14,296.75 |
4.250 |
13,845.50 |
|
|
Fisher Pivots for day following 18-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,246.75 |
15,204.50 |
PP |
15,202.75 |
15,118.50 |
S1 |
15,159.00 |
15,032.50 |
|