| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
7,150.0 |
7,200.0 |
50.0 |
0.7% |
7,041.0 |
| High |
7,196.0 |
7,222.0 |
26.0 |
0.4% |
7,222.0 |
| Low |
7,144.0 |
7,184.5 |
40.5 |
0.6% |
7,027.0 |
| Close |
7,190.0 |
7,210.5 |
20.5 |
0.3% |
7,210.5 |
| Range |
52.0 |
37.5 |
-14.5 |
-27.9% |
195.0 |
| ATR |
86.2 |
82.7 |
-3.5 |
-4.0% |
0.0 |
| Volume |
85,540 |
79,214 |
-6,326 |
-7.4% |
385,304 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,318.0 |
7,302.0 |
7,231.0 |
|
| R3 |
7,280.5 |
7,264.5 |
7,221.0 |
|
| R2 |
7,243.0 |
7,243.0 |
7,217.5 |
|
| R1 |
7,227.0 |
7,227.0 |
7,214.0 |
7,235.0 |
| PP |
7,205.5 |
7,205.5 |
7,205.5 |
7,210.0 |
| S1 |
7,189.5 |
7,189.5 |
7,207.0 |
7,197.5 |
| S2 |
7,168.0 |
7,168.0 |
7,203.5 |
|
| S3 |
7,130.5 |
7,152.0 |
7,200.0 |
|
| S4 |
7,093.0 |
7,114.5 |
7,190.0 |
|
|
| 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 |
7,027.0 |
195.0 |
2.7% |
72.5 |
1.0% |
94% |
True |
False |
77,060 |
| 10 |
7,222.0 |
6,916.0 |
306.0 |
4.2% |
77.0 |
1.1% |
96% |
True |
False |
83,731 |
| 20 |
7,222.0 |
6,791.5 |
430.5 |
6.0% |
89.5 |
1.2% |
97% |
True |
False |
96,516 |
| 40 |
7,222.0 |
6,791.5 |
430.5 |
6.0% |
69.0 |
1.0% |
97% |
True |
False |
83,478 |
| 60 |
7,222.0 |
6,791.5 |
430.5 |
6.0% |
53.0 |
0.7% |
97% |
True |
False |
55,751 |
| 80 |
7,222.0 |
6,730.0 |
492.0 |
6.8% |
45.0 |
0.6% |
98% |
True |
False |
41,815 |
| 100 |
7,222.0 |
6,730.0 |
492.0 |
6.8% |
41.5 |
0.6% |
98% |
True |
False |
33,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,381.5 |
|
2.618 |
7,320.0 |
|
1.618 |
7,282.5 |
|
1.000 |
7,259.5 |
|
0.618 |
7,245.0 |
|
HIGH |
7,222.0 |
|
0.618 |
7,207.5 |
|
0.500 |
7,203.0 |
|
0.382 |
7,199.0 |
|
LOW |
7,184.5 |
|
0.618 |
7,161.5 |
|
1.000 |
7,147.0 |
|
1.618 |
7,124.0 |
|
2.618 |
7,086.5 |
|
4.250 |
7,025.0 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,208.0 |
7,187.0 |
| PP |
7,205.5 |
7,164.0 |
| S1 |
7,203.0 |
7,140.5 |
|