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 |
7,181.5 |
7,213.0 |
31.5 |
0.4% |
7,041.0 |
High |
7,207.0 |
7,213.5 |
6.5 |
0.1% |
7,222.0 |
Low |
7,167.0 |
7,175.5 |
8.5 |
0.1% |
7,027.0 |
Close |
7,200.5 |
7,202.5 |
2.0 |
0.0% |
7,210.5 |
Range |
40.0 |
38.0 |
-2.0 |
-5.0% |
195.0 |
ATR |
77.9 |
75.1 |
-2.9 |
-3.7% |
0.0 |
Volume |
66,119 |
61,818 |
-4,301 |
-6.5% |
385,304 |
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,311.0 |
7,295.0 |
7,223.5 |
|
R3 |
7,273.0 |
7,257.0 |
7,213.0 |
|
R2 |
7,235.0 |
7,235.0 |
7,209.5 |
|
R1 |
7,219.0 |
7,219.0 |
7,206.0 |
7,208.0 |
PP |
7,197.0 |
7,197.0 |
7,197.0 |
7,192.0 |
S1 |
7,181.0 |
7,181.0 |
7,199.0 |
7,170.0 |
S2 |
7,159.0 |
7,159.0 |
7,195.5 |
|
S3 |
7,121.0 |
7,143.0 |
7,192.0 |
|
S4 |
7,083.0 |
7,105.0 |
7,181.5 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,738.0 |
7,669.5 |
7,318.0 |
|
R3 |
7,543.0 |
7,474.5 |
7,264.0 |
|
R2 |
7,348.0 |
7,348.0 |
7,246.0 |
|
R1 |
7,279.5 |
7,279.5 |
7,228.5 |
7,314.0 |
PP |
7,153.0 |
7,153.0 |
7,153.0 |
7,170.5 |
S1 |
7,084.5 |
7,084.5 |
7,192.5 |
7,119.0 |
S2 |
6,958.0 |
6,958.0 |
7,175.0 |
|
S3 |
6,763.0 |
6,889.5 |
7,157.0 |
|
S4 |
6,568.0 |
6,694.5 |
7,103.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,222.0 |
7,144.0 |
78.0 |
1.1% |
45.0 |
0.6% |
75% |
False |
False |
74,742 |
10 |
7,222.0 |
7,014.5 |
207.5 |
2.9% |
60.0 |
0.8% |
91% |
False |
False |
74,905 |
20 |
7,222.0 |
6,916.0 |
306.0 |
4.2% |
75.0 |
1.0% |
94% |
False |
False |
88,395 |
40 |
7,222.0 |
6,791.5 |
430.5 |
6.0% |
71.5 |
1.0% |
95% |
False |
False |
88,699 |
60 |
7,222.0 |
6,791.5 |
430.5 |
6.0% |
54.0 |
0.7% |
95% |
False |
False |
59,234 |
80 |
7,222.0 |
6,730.0 |
492.0 |
6.8% |
46.5 |
0.6% |
96% |
False |
False |
44,427 |
100 |
7,222.0 |
6,730.0 |
492.0 |
6.8% |
42.5 |
0.6% |
96% |
False |
False |
35,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,375.0 |
2.618 |
7,313.0 |
1.618 |
7,275.0 |
1.000 |
7,251.5 |
0.618 |
7,237.0 |
HIGH |
7,213.5 |
0.618 |
7,199.0 |
0.500 |
7,194.5 |
0.382 |
7,190.0 |
LOW |
7,175.5 |
0.618 |
7,152.0 |
1.000 |
7,137.5 |
1.618 |
7,114.0 |
2.618 |
7,076.0 |
4.250 |
7,014.0 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
7,200.0 |
7,197.0 |
PP |
7,197.0 |
7,191.5 |
S1 |
7,194.5 |
7,186.0 |
|