Trading Metrics calculated at close of trading on 25-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,383.00 |
15,324.25 |
-58.75 |
-0.4% |
15,145.00 |
High |
15,463.50 |
15,546.00 |
82.50 |
0.5% |
15,483.75 |
Low |
15,273.75 |
15,273.75 |
0.00 |
0.0% |
15,020.75 |
Close |
15,341.00 |
15,495.75 |
154.75 |
1.0% |
15,341.00 |
Range |
189.75 |
272.25 |
82.50 |
43.5% |
463.00 |
ATR |
224.84 |
228.23 |
3.39 |
1.5% |
0.00 |
Volume |
545,390 |
456,009 |
-89,381 |
-16.4% |
2,241,985 |
|
Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,255.25 |
16,147.75 |
15,645.50 |
|
R3 |
15,983.00 |
15,875.50 |
15,570.50 |
|
R2 |
15,710.75 |
15,710.75 |
15,545.75 |
|
R1 |
15,603.25 |
15,603.25 |
15,520.75 |
15,657.00 |
PP |
15,438.50 |
15,438.50 |
15,438.50 |
15,465.50 |
S1 |
15,331.00 |
15,331.00 |
15,470.75 |
15,384.75 |
S2 |
15,166.25 |
15,166.25 |
15,445.75 |
|
S3 |
14,894.00 |
15,058.75 |
15,421.00 |
|
S4 |
14,621.75 |
14,786.50 |
15,346.00 |
|
|
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 |
15,546.00 |
15,269.00 |
277.00 |
1.8% |
186.25 |
1.2% |
82% |
True |
False |
454,914 |
10 |
15,546.00 |
14,585.50 |
960.50 |
6.2% |
204.00 |
1.3% |
95% |
True |
False |
472,136 |
20 |
15,546.00 |
14,367.75 |
1,178.25 |
7.6% |
251.00 |
1.6% |
96% |
True |
False |
562,935 |
40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
226.75 |
1.5% |
85% |
False |
False |
452,479 |
60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
204.50 |
1.3% |
85% |
False |
False |
301,965 |
80 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
201.75 |
1.3% |
85% |
False |
False |
226,698 |
100 |
15,702.25 |
13,450.00 |
2,252.25 |
14.5% |
194.25 |
1.3% |
91% |
False |
False |
181,426 |
120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.1% |
198.75 |
1.3% |
93% |
False |
False |
151,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,703.00 |
2.618 |
16,258.75 |
1.618 |
15,986.50 |
1.000 |
15,818.25 |
0.618 |
15,714.25 |
HIGH |
15,546.00 |
0.618 |
15,442.00 |
0.500 |
15,410.00 |
0.382 |
15,377.75 |
LOW |
15,273.75 |
0.618 |
15,105.50 |
1.000 |
15,001.50 |
1.618 |
14,833.25 |
2.618 |
14,561.00 |
4.250 |
14,116.75 |
|
|
Fisher Pivots for day following 25-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,467.00 |
15,467.00 |
PP |
15,438.50 |
15,438.50 |
S1 |
15,410.00 |
15,410.00 |
|