| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
15,324.25 |
15,543.00 |
218.75 |
1.4% |
15,145.00 |
| High |
15,546.00 |
15,701.00 |
155.00 |
1.0% |
15,483.75 |
| Low |
15,273.75 |
15,503.00 |
229.25 |
1.5% |
15,020.75 |
| Close |
15,495.75 |
15,545.00 |
49.25 |
0.3% |
15,341.00 |
| Range |
272.25 |
198.00 |
-74.25 |
-27.3% |
463.00 |
| ATR |
228.23 |
226.59 |
-1.64 |
-0.7% |
0.00 |
| Volume |
456,009 |
586,099 |
130,090 |
28.5% |
2,241,985 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,177.00 |
16,059.00 |
15,654.00 |
|
| R3 |
15,979.00 |
15,861.00 |
15,599.50 |
|
| R2 |
15,781.00 |
15,781.00 |
15,581.25 |
|
| R1 |
15,663.00 |
15,663.00 |
15,563.25 |
15,722.00 |
| PP |
15,583.00 |
15,583.00 |
15,583.00 |
15,612.50 |
| S1 |
15,465.00 |
15,465.00 |
15,526.75 |
15,524.00 |
| S2 |
15,385.00 |
15,385.00 |
15,508.75 |
|
| S3 |
15,187.00 |
15,267.00 |
15,490.50 |
|
| S4 |
14,989.00 |
15,069.00 |
15,436.00 |
|
|
| 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 |
15,701.00 |
15,273.75 |
427.25 |
2.7% |
194.00 |
1.2% |
63% |
True |
False |
495,175 |
| 10 |
15,701.00 |
14,591.00 |
1,110.00 |
7.1% |
204.00 |
1.3% |
86% |
True |
False |
470,810 |
| 20 |
15,701.00 |
14,367.75 |
1,333.25 |
8.6% |
238.25 |
1.5% |
88% |
True |
False |
550,401 |
| 40 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
226.75 |
1.5% |
88% |
False |
False |
467,093 |
| 60 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
205.75 |
1.3% |
88% |
False |
False |
311,719 |
| 80 |
15,702.25 |
14,367.75 |
1,334.50 |
8.6% |
201.75 |
1.3% |
88% |
False |
False |
234,014 |
| 100 |
15,702.25 |
13,674.50 |
2,027.75 |
13.0% |
193.00 |
1.2% |
92% |
False |
False |
187,287 |
| 120 |
15,702.25 |
12,897.75 |
2,804.50 |
18.0% |
198.75 |
1.3% |
94% |
False |
False |
156,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,542.50 |
|
2.618 |
16,219.25 |
|
1.618 |
16,021.25 |
|
1.000 |
15,899.00 |
|
0.618 |
15,823.25 |
|
HIGH |
15,701.00 |
|
0.618 |
15,625.25 |
|
0.500 |
15,602.00 |
|
0.382 |
15,578.75 |
|
LOW |
15,503.00 |
|
0.618 |
15,380.75 |
|
1.000 |
15,305.00 |
|
1.618 |
15,182.75 |
|
2.618 |
14,984.75 |
|
4.250 |
14,661.50 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,602.00 |
15,525.75 |
| PP |
15,583.00 |
15,506.50 |
| S1 |
15,564.00 |
15,487.50 |
|