Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,411.00 |
15,357.50 |
-53.50 |
-0.3% |
14,810.25 |
High |
15,446.50 |
15,483.75 |
37.25 |
0.2% |
15,145.00 |
Low |
15,319.00 |
15,301.00 |
-18.00 |
-0.1% |
14,585.50 |
Close |
15,377.50 |
15,478.75 |
101.25 |
0.7% |
15,134.50 |
Range |
127.50 |
182.75 |
55.25 |
43.3% |
559.50 |
ATR |
229.72 |
226.37 |
-3.36 |
-1.5% |
0.00 |
Volume |
451,735 |
436,644 |
-15,091 |
-3.3% |
2,533,864 |
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,969.50 |
15,906.75 |
15,579.25 |
|
R3 |
15,786.75 |
15,724.00 |
15,529.00 |
|
R2 |
15,604.00 |
15,604.00 |
15,512.25 |
|
R1 |
15,541.25 |
15,541.25 |
15,495.50 |
15,572.50 |
PP |
15,421.25 |
15,421.25 |
15,421.25 |
15,436.75 |
S1 |
15,358.50 |
15,358.50 |
15,462.00 |
15,390.00 |
S2 |
15,238.50 |
15,238.50 |
15,445.25 |
|
S3 |
15,055.75 |
15,175.75 |
15,428.50 |
|
S4 |
14,873.00 |
14,993.00 |
15,378.25 |
|
|
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 |
15,483.75 |
15,020.75 |
463.00 |
3.0% |
174.00 |
1.1% |
99% |
True |
False |
427,897 |
10 |
15,483.75 |
14,585.50 |
898.25 |
5.8% |
200.25 |
1.3% |
99% |
True |
False |
478,106 |
20 |
15,483.75 |
14,367.75 |
1,116.00 |
7.2% |
251.50 |
1.6% |
100% |
True |
False |
563,560 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
222.25 |
1.4% |
83% |
False |
False |
427,493 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
202.50 |
1.3% |
83% |
False |
False |
285,306 |
80 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
198.50 |
1.3% |
83% |
False |
False |
214,190 |
100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.6% |
192.75 |
1.2% |
90% |
False |
False |
171,413 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.1% |
199.25 |
1.3% |
92% |
False |
False |
142,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,260.50 |
2.618 |
15,962.25 |
1.618 |
15,779.50 |
1.000 |
15,666.50 |
0.618 |
15,596.75 |
HIGH |
15,483.75 |
0.618 |
15,414.00 |
0.500 |
15,392.50 |
0.382 |
15,370.75 |
LOW |
15,301.00 |
0.618 |
15,188.00 |
1.000 |
15,118.25 |
1.618 |
15,005.25 |
2.618 |
14,822.50 |
4.250 |
14,524.25 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,450.00 |
15,444.50 |
PP |
15,421.25 |
15,410.50 |
S1 |
15,392.50 |
15,376.50 |
|