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 |
15,341.30 |
15,442.76 |
101.46 |
0.7% |
14,765.69 |
High |
15,414.97 |
15,457.11 |
42.14 |
0.3% |
15,150.14 |
Low |
15,322.72 |
15,333.43 |
10.71 |
0.1% |
14,636.33 |
Close |
15,410.72 |
15,388.71 |
-22.01 |
-0.1% |
15,146.92 |
Range |
92.25 |
123.68 |
31.43 |
34.1% |
513.81 |
ATR |
203.44 |
197.74 |
-5.70 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,764.12 |
15,700.10 |
15,456.73 |
|
R3 |
15,640.44 |
15,576.42 |
15,422.72 |
|
R2 |
15,516.76 |
15,516.76 |
15,411.38 |
|
R1 |
15,452.74 |
15,452.74 |
15,400.05 |
15,422.91 |
PP |
15,393.08 |
15,393.08 |
15,393.08 |
15,378.17 |
S1 |
15,329.06 |
15,329.06 |
15,377.37 |
15,299.23 |
S2 |
15,269.40 |
15,269.40 |
15,366.04 |
|
S3 |
15,145.72 |
15,205.38 |
15,354.70 |
|
S4 |
15,022.04 |
15,081.70 |
15,320.69 |
|
|
Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,519.23 |
16,346.88 |
15,429.52 |
|
R3 |
16,005.42 |
15,833.07 |
15,288.22 |
|
R2 |
15,491.61 |
15,491.61 |
15,241.12 |
|
R1 |
15,319.26 |
15,319.26 |
15,194.02 |
15,405.44 |
PP |
14,977.80 |
14,977.80 |
14,977.80 |
15,020.88 |
S1 |
14,805.45 |
14,805.45 |
15,099.82 |
14,891.63 |
S2 |
14,463.99 |
14,463.99 |
15,052.72 |
|
S3 |
13,950.18 |
14,291.64 |
15,005.62 |
|
S4 |
13,436.37 |
13,777.83 |
14,864.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,457.11 |
14,901.59 |
555.52 |
3.6% |
138.52 |
0.9% |
88% |
True |
False |
|
10 |
15,457.11 |
14,636.33 |
820.78 |
5.3% |
143.86 |
0.9% |
92% |
True |
False |
|
20 |
15,457.11 |
14,384.93 |
1,072.18 |
7.0% |
183.73 |
1.2% |
94% |
True |
False |
|
40 |
15,701.40 |
14,384.93 |
1,316.47 |
8.6% |
169.40 |
1.1% |
76% |
False |
False |
|
60 |
15,701.40 |
14,384.93 |
1,316.47 |
8.6% |
158.79 |
1.0% |
76% |
False |
False |
|
80 |
15,701.40 |
14,384.93 |
1,316.47 |
8.6% |
156.26 |
1.0% |
76% |
False |
False |
|
100 |
15,701.40 |
13,469.85 |
2,231.55 |
14.5% |
152.59 |
1.0% |
86% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
17.8% |
158.95 |
1.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,982.75 |
2.618 |
15,780.90 |
1.618 |
15,657.22 |
1.000 |
15,580.79 |
0.618 |
15,533.54 |
HIGH |
15,457.11 |
0.618 |
15,409.86 |
0.500 |
15,395.27 |
0.382 |
15,380.68 |
LOW |
15,333.43 |
0.618 |
15,257.00 |
1.000 |
15,209.75 |
1.618 |
15,133.32 |
2.618 |
15,009.64 |
4.250 |
14,807.79 |
|
|
Fisher Pivots for day following 20-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,395.27 |
15,347.78 |
PP |
15,393.08 |
15,306.84 |
S1 |
15,390.90 |
15,265.91 |
|