| 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 |
64,490 |
66,160 |
1,670 |
2.6% |
55,330 |
| High |
67,680 |
66,960 |
-720 |
-1.1% |
63,525 |
| Low |
63,830 |
62,140 |
-1,690 |
-2.6% |
54,370 |
| Close |
66,665 |
62,910 |
-3,755 |
-5.6% |
62,075 |
| Range |
3,850 |
4,820 |
970 |
25.2% |
9,155 |
| ATR |
3,323 |
3,430 |
107 |
3.2% |
0 |
| Volume |
15,201 |
15,609 |
408 |
2.7% |
37,299 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78,463 |
75,507 |
65,561 |
|
| R3 |
73,643 |
70,687 |
64,236 |
|
| R2 |
68,823 |
68,823 |
63,794 |
|
| R1 |
65,867 |
65,867 |
63,352 |
64,935 |
| PP |
64,003 |
64,003 |
64,003 |
63,538 |
| S1 |
61,047 |
61,047 |
62,468 |
60,115 |
| S2 |
59,183 |
59,183 |
62,026 |
|
| S3 |
54,363 |
56,227 |
61,585 |
|
| S4 |
49,543 |
51,407 |
60,259 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87,455 |
83,920 |
67,110 |
|
| R3 |
78,300 |
74,765 |
64,593 |
|
| R2 |
69,145 |
69,145 |
63,753 |
|
| R1 |
65,610 |
65,610 |
62,914 |
67,378 |
| PP |
59,990 |
59,990 |
59,990 |
60,874 |
| S1 |
56,455 |
56,455 |
61,236 |
58,223 |
| S2 |
50,835 |
50,835 |
60,397 |
|
| S3 |
41,680 |
47,300 |
59,557 |
|
| S4 |
32,525 |
38,145 |
57,040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67,680 |
57,250 |
10,430 |
16.6% |
4,225 |
6.7% |
54% |
False |
False |
13,555 |
| 10 |
67,680 |
54,155 |
13,525 |
21.5% |
3,625 |
5.8% |
65% |
False |
False |
9,847 |
| 20 |
67,680 |
40,785 |
26,895 |
42.8% |
3,451 |
5.5% |
82% |
False |
False |
8,352 |
| 40 |
67,680 |
40,190 |
27,490 |
43.7% |
3,197 |
5.1% |
83% |
False |
False |
4,754 |
| 60 |
67,680 |
37,445 |
30,235 |
48.1% |
2,998 |
4.8% |
84% |
False |
False |
3,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87,445 |
|
2.618 |
79,579 |
|
1.618 |
74,759 |
|
1.000 |
71,780 |
|
0.618 |
69,939 |
|
HIGH |
66,960 |
|
0.618 |
65,119 |
|
0.500 |
64,550 |
|
0.382 |
63,981 |
|
LOW |
62,140 |
|
0.618 |
59,161 |
|
1.000 |
57,320 |
|
1.618 |
54,341 |
|
2.618 |
49,521 |
|
4.250 |
41,655 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64,550 |
64,705 |
| PP |
64,003 |
64,107 |
| S1 |
63,457 |
63,508 |
|