Trading Metrics calculated at close of trading on 21-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
15,442.76 |
15,373.70 |
-69.06 |
-0.4% |
14,765.69 |
High |
15,457.11 |
15,497.58 |
40.47 |
0.3% |
15,150.14 |
Low |
15,333.43 |
15,352.87 |
19.44 |
0.1% |
14,636.33 |
Close |
15,388.71 |
15,489.59 |
100.88 |
0.7% |
15,146.92 |
Range |
123.68 |
144.71 |
21.03 |
17.0% |
513.81 |
ATR |
197.74 |
193.95 |
-3.79 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,880.81 |
15,829.91 |
15,569.18 |
|
R3 |
15,736.10 |
15,685.20 |
15,529.39 |
|
R2 |
15,591.39 |
15,591.39 |
15,516.12 |
|
R1 |
15,540.49 |
15,540.49 |
15,502.86 |
15,565.94 |
PP |
15,446.68 |
15,446.68 |
15,446.68 |
15,459.41 |
S1 |
15,395.78 |
15,395.78 |
15,476.32 |
15,421.23 |
S2 |
15,301.97 |
15,301.97 |
15,463.06 |
|
S3 |
15,157.26 |
15,251.07 |
15,449.79 |
|
S4 |
15,012.55 |
15,106.36 |
15,410.00 |
|
|
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 |
15,497.58 |
15,064.59 |
432.99 |
2.8% |
135.80 |
0.9% |
98% |
True |
False |
|
10 |
15,497.58 |
14,636.33 |
861.25 |
5.6% |
145.12 |
0.9% |
99% |
True |
False |
|
20 |
15,497.58 |
14,384.93 |
1,112.65 |
7.2% |
183.09 |
1.2% |
99% |
True |
False |
|
40 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
171.45 |
1.1% |
84% |
False |
False |
|
60 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
158.48 |
1.0% |
84% |
False |
False |
|
80 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
156.91 |
1.0% |
84% |
False |
False |
|
100 |
15,701.40 |
13,469.85 |
2,231.55 |
14.4% |
152.32 |
1.0% |
91% |
False |
False |
|
120 |
15,701.40 |
12,967.18 |
2,734.22 |
17.7% |
158.73 |
1.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,112.60 |
2.618 |
15,876.43 |
1.618 |
15,731.72 |
1.000 |
15,642.29 |
0.618 |
15,587.01 |
HIGH |
15,497.58 |
0.618 |
15,442.30 |
0.500 |
15,425.23 |
0.382 |
15,408.15 |
LOW |
15,352.87 |
0.618 |
15,263.44 |
1.000 |
15,208.16 |
1.618 |
15,118.73 |
2.618 |
14,974.02 |
4.250 |
14,737.85 |
|
|
Fisher Pivots for day following 21-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
15,468.14 |
15,463.11 |
PP |
15,446.68 |
15,436.63 |
S1 |
15,425.23 |
15,410.15 |
|