Trading Metrics calculated at close of trading on 22-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,357.50 |
15,383.00 |
25.50 |
0.2% |
15,145.00 |
High |
15,483.75 |
15,463.50 |
-20.25 |
-0.1% |
15,483.75 |
Low |
15,301.00 |
15,273.75 |
-27.25 |
-0.2% |
15,020.75 |
Close |
15,478.75 |
15,341.00 |
-137.75 |
-0.9% |
15,341.00 |
Range |
182.75 |
189.75 |
7.00 |
3.8% |
463.00 |
ATR |
226.37 |
224.84 |
-1.53 |
-0.7% |
0.00 |
Volume |
436,644 |
545,390 |
108,746 |
24.9% |
2,241,985 |
|
Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,928.75 |
15,824.50 |
15,445.25 |
|
R3 |
15,739.00 |
15,634.75 |
15,393.25 |
|
R2 |
15,549.25 |
15,549.25 |
15,375.75 |
|
R1 |
15,445.00 |
15,445.00 |
15,358.50 |
15,402.25 |
PP |
15,359.50 |
15,359.50 |
15,359.50 |
15,338.00 |
S1 |
15,255.25 |
15,255.25 |
15,323.50 |
15,212.50 |
S2 |
15,169.75 |
15,169.75 |
15,306.25 |
|
S3 |
14,980.00 |
15,065.50 |
15,288.75 |
|
S4 |
14,790.25 |
14,875.75 |
15,236.75 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,670.75 |
16,469.00 |
15,595.75 |
|
R3 |
16,207.75 |
16,006.00 |
15,468.25 |
|
R2 |
15,744.75 |
15,744.75 |
15,426.00 |
|
R1 |
15,543.00 |
15,543.00 |
15,383.50 |
15,644.00 |
PP |
15,281.75 |
15,281.75 |
15,281.75 |
15,332.25 |
S1 |
15,080.00 |
15,080.00 |
15,298.50 |
15,181.00 |
S2 |
14,818.75 |
14,818.75 |
15,256.00 |
|
S3 |
14,355.75 |
14,617.00 |
15,213.75 |
|
S4 |
13,892.75 |
14,154.00 |
15,086.25 |
|
|
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% |
187.25 |
1.2% |
69% |
False |
False |
448,397 |
10 |
15,483.75 |
14,585.50 |
898.25 |
5.9% |
198.75 |
1.3% |
84% |
False |
False |
477,584 |
20 |
15,483.75 |
14,367.75 |
1,116.00 |
7.3% |
253.00 |
1.6% |
87% |
False |
False |
567,304 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
224.25 |
1.5% |
73% |
False |
False |
441,103 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
202.75 |
1.3% |
73% |
False |
False |
294,383 |
80 |
15,702.25 |
14,367.75 |
1,334.50 |
8.7% |
200.00 |
1.3% |
73% |
False |
False |
221,002 |
100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.7% |
193.75 |
1.3% |
84% |
False |
False |
176,867 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.3% |
198.00 |
1.3% |
87% |
False |
False |
147,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,270.00 |
2.618 |
15,960.25 |
1.618 |
15,770.50 |
1.000 |
15,653.25 |
0.618 |
15,580.75 |
HIGH |
15,463.50 |
0.618 |
15,391.00 |
0.500 |
15,368.50 |
0.382 |
15,346.25 |
LOW |
15,273.75 |
0.618 |
15,156.50 |
1.000 |
15,084.00 |
1.618 |
14,966.75 |
2.618 |
14,777.00 |
4.250 |
14,467.25 |
|
|
Fisher Pivots for day following 22-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,368.50 |
15,378.75 |
PP |
15,359.50 |
15,366.25 |
S1 |
15,350.25 |
15,353.50 |
|