| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
15,420.54 |
15,412.40 |
-8.14 |
-0.1% |
15,095.74 |
| High |
15,474.28 |
15,555.65 |
81.37 |
0.5% |
15,497.58 |
| Low |
15,291.95 |
15,338.49 |
46.54 |
0.3% |
15,074.71 |
| Close |
15,355.07 |
15,514.19 |
159.12 |
1.0% |
15,355.07 |
| Range |
182.33 |
217.16 |
34.83 |
19.1% |
422.87 |
| ATR |
194.22 |
195.86 |
1.64 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,120.92 |
16,034.72 |
15,633.63 |
|
| R3 |
15,903.76 |
15,817.56 |
15,573.91 |
|
| R2 |
15,686.60 |
15,686.60 |
15,554.00 |
|
| R1 |
15,600.40 |
15,600.40 |
15,534.10 |
15,643.50 |
| PP |
15,469.44 |
15,469.44 |
15,469.44 |
15,491.00 |
| S1 |
15,383.24 |
15,383.24 |
15,494.28 |
15,426.34 |
| S2 |
15,252.28 |
15,252.28 |
15,474.38 |
|
| S3 |
15,035.12 |
15,166.08 |
15,454.47 |
|
| S4 |
14,817.96 |
14,948.92 |
15,394.75 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,577.73 |
16,389.27 |
15,587.65 |
|
| R3 |
16,154.86 |
15,966.40 |
15,471.36 |
|
| R2 |
15,731.99 |
15,731.99 |
15,432.60 |
|
| R1 |
15,543.53 |
15,543.53 |
15,393.83 |
15,637.76 |
| PP |
15,309.12 |
15,309.12 |
15,309.12 |
15,356.24 |
| S1 |
15,120.66 |
15,120.66 |
15,316.31 |
15,214.89 |
| S2 |
14,886.25 |
14,886.25 |
15,277.54 |
|
| S3 |
14,463.38 |
14,697.79 |
15,238.78 |
|
| S4 |
14,040.51 |
14,274.92 |
15,122.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,555.65 |
15,291.95 |
263.70 |
1.7% |
152.03 |
1.0% |
84% |
True |
False |
|
| 10 |
15,555.65 |
14,636.33 |
919.32 |
5.9% |
150.95 |
1.0% |
95% |
True |
False |
|
| 20 |
15,555.65 |
14,384.93 |
1,170.72 |
7.5% |
189.54 |
1.2% |
96% |
True |
False |
|
| 40 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
174.98 |
1.1% |
86% |
False |
False |
|
| 60 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
161.97 |
1.0% |
86% |
False |
False |
|
| 80 |
15,701.40 |
14,384.93 |
1,316.47 |
8.5% |
160.09 |
1.0% |
86% |
False |
False |
|
| 100 |
15,701.40 |
13,613.58 |
2,087.82 |
13.5% |
153.90 |
1.0% |
91% |
False |
False |
|
| 120 |
15,701.40 |
12,967.18 |
2,734.22 |
17.6% |
157.83 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,478.58 |
|
2.618 |
16,124.17 |
|
1.618 |
15,907.01 |
|
1.000 |
15,772.81 |
|
0.618 |
15,689.85 |
|
HIGH |
15,555.65 |
|
0.618 |
15,472.69 |
|
0.500 |
15,447.07 |
|
0.382 |
15,421.45 |
|
LOW |
15,338.49 |
|
0.618 |
15,204.29 |
|
1.000 |
15,121.33 |
|
1.618 |
14,987.13 |
|
2.618 |
14,769.97 |
|
4.250 |
14,415.56 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,491.82 |
15,484.06 |
| PP |
15,469.44 |
15,453.93 |
| S1 |
15,447.07 |
15,423.80 |
|