| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
15,289.75 |
15,411.00 |
121.25 |
0.8% |
14,810.25 |
| High |
15,428.25 |
15,446.50 |
18.25 |
0.1% |
15,145.00 |
| Low |
15,269.00 |
15,319.00 |
50.00 |
0.3% |
14,585.50 |
| Close |
15,398.50 |
15,377.50 |
-21.00 |
-0.1% |
15,134.50 |
| Range |
159.25 |
127.50 |
-31.75 |
-19.9% |
559.50 |
| ATR |
237.59 |
229.72 |
-7.86 |
-3.3% |
0.00 |
| Volume |
384,792 |
451,735 |
66,943 |
17.4% |
2,533,864 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,763.50 |
15,698.00 |
15,447.50 |
|
| R3 |
15,636.00 |
15,570.50 |
15,412.50 |
|
| R2 |
15,508.50 |
15,508.50 |
15,401.00 |
|
| R1 |
15,443.00 |
15,443.00 |
15,389.25 |
15,412.00 |
| PP |
15,381.00 |
15,381.00 |
15,381.00 |
15,365.50 |
| S1 |
15,315.50 |
15,315.50 |
15,365.75 |
15,284.50 |
| S2 |
15,253.50 |
15,253.50 |
15,354.00 |
|
| S3 |
15,126.00 |
15,188.00 |
15,342.50 |
|
| S4 |
14,998.50 |
15,060.50 |
15,307.50 |
|
|
| 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 |
15,446.50 |
14,767.50 |
679.00 |
4.4% |
198.25 |
1.3% |
90% |
True |
False |
425,579 |
| 10 |
15,446.50 |
14,585.50 |
861.00 |
5.6% |
205.50 |
1.3% |
92% |
True |
False |
483,717 |
| 20 |
15,446.50 |
14,367.75 |
1,078.75 |
7.0% |
251.00 |
1.6% |
94% |
True |
False |
567,455 |
| 40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
219.25 |
1.4% |
76% |
False |
False |
416,593 |
| 60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
202.75 |
1.3% |
76% |
False |
False |
278,042 |
| 80 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
197.75 |
1.3% |
76% |
False |
False |
208,736 |
| 100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.6% |
192.50 |
1.3% |
86% |
False |
False |
167,047 |
| 120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.2% |
199.00 |
1.3% |
88% |
False |
False |
139,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,988.50 |
|
2.618 |
15,780.25 |
|
1.618 |
15,652.75 |
|
1.000 |
15,574.00 |
|
0.618 |
15,525.25 |
|
HIGH |
15,446.50 |
|
0.618 |
15,397.75 |
|
0.500 |
15,382.75 |
|
0.382 |
15,367.75 |
|
LOW |
15,319.00 |
|
0.618 |
15,240.25 |
|
1.000 |
15,191.50 |
|
1.618 |
15,112.75 |
|
2.618 |
14,985.25 |
|
4.250 |
14,777.00 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,382.75 |
15,329.50 |
| PP |
15,381.00 |
15,281.50 |
| S1 |
15,379.25 |
15,233.50 |
|