| Trading Metrics calculated at close of trading on 29-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2021 |
29-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
15,595.00 |
15,679.75 |
84.75 |
0.5% |
15,324.25 |
| High |
15,777.00 |
15,864.75 |
87.75 |
0.6% |
15,864.75 |
| Low |
15,591.75 |
15,595.50 |
3.75 |
0.0% |
15,273.75 |
| Close |
15,764.75 |
15,838.50 |
73.75 |
0.5% |
15,838.50 |
| Range |
185.25 |
269.25 |
84.00 |
45.3% |
591.00 |
| ATR |
222.87 |
226.19 |
3.31 |
1.5% |
0.00 |
| Volume |
498,210 |
484,693 |
-13,517 |
-2.7% |
2,559,485 |
|
| Daily Pivots for day following 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,574.00 |
16,475.50 |
15,986.50 |
|
| R3 |
16,304.75 |
16,206.25 |
15,912.50 |
|
| R2 |
16,035.50 |
16,035.50 |
15,887.75 |
|
| R1 |
15,937.00 |
15,937.00 |
15,863.25 |
15,986.25 |
| PP |
15,766.25 |
15,766.25 |
15,766.25 |
15,791.00 |
| S1 |
15,667.75 |
15,667.75 |
15,813.75 |
15,717.00 |
| S2 |
15,497.00 |
15,497.00 |
15,789.25 |
|
| S3 |
15,227.75 |
15,398.50 |
15,764.50 |
|
| S4 |
14,958.50 |
15,129.25 |
15,690.50 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,432.00 |
17,226.25 |
16,163.50 |
|
| R3 |
16,841.00 |
16,635.25 |
16,001.00 |
|
| R2 |
16,250.00 |
16,250.00 |
15,946.75 |
|
| R1 |
16,044.25 |
16,044.25 |
15,892.75 |
16,147.00 |
| PP |
15,659.00 |
15,659.00 |
15,659.00 |
15,710.50 |
| S1 |
15,453.25 |
15,453.25 |
15,784.25 |
15,556.00 |
| S2 |
15,068.00 |
15,068.00 |
15,730.25 |
|
| S3 |
14,477.00 |
14,862.25 |
15,676.00 |
|
| S4 |
13,886.00 |
14,271.25 |
15,513.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,864.75 |
15,273.75 |
591.00 |
3.7% |
227.00 |
1.4% |
96% |
True |
False |
511,897 |
| 10 |
15,864.75 |
15,020.75 |
844.00 |
5.3% |
207.00 |
1.3% |
97% |
True |
False |
480,147 |
| 20 |
15,864.75 |
14,367.75 |
1,497.00 |
9.5% |
236.00 |
1.5% |
98% |
True |
False |
525,653 |
| 40 |
15,864.75 |
14,367.75 |
1,497.00 |
9.5% |
233.25 |
1.5% |
98% |
True |
False |
504,864 |
| 60 |
15,864.75 |
14,367.75 |
1,497.00 |
9.5% |
210.25 |
1.3% |
98% |
True |
False |
336,971 |
| 80 |
15,864.75 |
14,367.75 |
1,497.00 |
9.5% |
202.50 |
1.3% |
98% |
True |
False |
252,955 |
| 100 |
15,864.75 |
13,712.75 |
2,152.00 |
13.6% |
196.00 |
1.2% |
99% |
True |
False |
202,458 |
| 120 |
15,864.75 |
12,897.75 |
2,967.00 |
18.7% |
196.50 |
1.2% |
99% |
True |
False |
168,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,009.00 |
|
2.618 |
16,569.75 |
|
1.618 |
16,300.50 |
|
1.000 |
16,134.00 |
|
0.618 |
16,031.25 |
|
HIGH |
15,864.75 |
|
0.618 |
15,762.00 |
|
0.500 |
15,730.00 |
|
0.382 |
15,698.25 |
|
LOW |
15,595.50 |
|
0.618 |
15,429.00 |
|
1.000 |
15,326.25 |
|
1.618 |
15,159.75 |
|
2.618 |
14,890.50 |
|
4.250 |
14,451.25 |
|
|
| Fisher Pivots for day following 29-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,802.50 |
15,787.75 |
| PP |
15,766.25 |
15,736.75 |
| S1 |
15,730.00 |
15,686.00 |
|