Trading Metrics calculated at close of trading on 01-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,252.1180 |
4,402.5880 |
150.4700 |
3.5% |
3,974.8740 |
High |
4,455.7900 |
4,432.3950 |
-23.3950 |
-0.5% |
4,455.7900 |
Low |
4,217.8420 |
4,158.2380 |
-59.6040 |
-1.4% |
3,896.8760 |
Close |
4,404.6080 |
4,306.4430 |
-98.1650 |
-2.2% |
4,404.6080 |
Range |
237.9480 |
274.1570 |
36.2090 |
15.2% |
558.9140 |
ATR |
261.7198 |
262.6082 |
0.8884 |
0.3% |
0.0000 |
Volume |
629,145 |
42 |
-629,103 |
-100.0% |
1,917,545 |
|
Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.4963 |
4,988.1267 |
4,457.2294 |
|
R3 |
4,847.3393 |
4,713.9697 |
4,381.8362 |
|
R2 |
4,573.1823 |
4,573.1823 |
4,356.7051 |
|
R1 |
4,439.8127 |
4,439.8127 |
4,331.5741 |
4,369.4190 |
PP |
4,299.0253 |
4,299.0253 |
4,299.0253 |
4,263.8285 |
S1 |
4,165.6557 |
4,165.6557 |
4,281.3119 |
4,095.2620 |
S2 |
4,024.8683 |
4,024.8683 |
4,256.1809 |
|
S3 |
3,750.7113 |
3,891.4987 |
4,231.0498 |
|
S4 |
3,476.5543 |
3,617.3417 |
4,155.6567 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.1667 |
5,725.8013 |
4,712.0107 |
|
R3 |
5,370.2527 |
5,166.8873 |
4,558.3094 |
|
R2 |
4,811.3387 |
4,811.3387 |
4,507.0756 |
|
R1 |
4,607.9733 |
4,607.9733 |
4,455.8418 |
4,709.6560 |
PP |
4,252.4247 |
4,252.4247 |
4,252.4247 |
4,303.2660 |
S1 |
4,049.0593 |
4,049.0593 |
4,353.3742 |
4,150.7420 |
S2 |
3,693.5107 |
3,693.5107 |
4,302.1404 |
|
S3 |
3,134.5967 |
3,490.1453 |
4,250.9067 |
|
S4 |
2,575.6827 |
2,931.2313 |
4,097.2053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,455.7900 |
3,896.8760 |
558.9140 |
13.0% |
283.3052 |
6.6% |
73% |
False |
False |
383,509 |
10 |
4,455.7900 |
3,716.3040 |
739.4860 |
17.2% |
279.0561 |
6.5% |
80% |
False |
False |
237,922 |
20 |
4,455.7900 |
3,349.7870 |
1,106.0030 |
25.7% |
238.7242 |
5.5% |
86% |
False |
False |
282,202 |
40 |
4,455.7900 |
2,657.0130 |
1,798.7770 |
41.8% |
278.7020 |
6.5% |
92% |
False |
False |
587,746 |
60 |
4,455.7900 |
2,657.0130 |
1,798.7770 |
41.8% |
261.4180 |
6.1% |
92% |
False |
False |
721,101 |
80 |
4,455.7900 |
1,721.5890 |
2,734.2010 |
63.5% |
240.5662 |
5.6% |
95% |
False |
False |
846,629 |
100 |
4,455.7900 |
1,709.6900 |
2,746.1000 |
63.8% |
234.2507 |
5.4% |
95% |
False |
False |
953,113 |
120 |
4,455.7900 |
1,709.6900 |
2,746.1000 |
63.8% |
277.3261 |
6.4% |
95% |
False |
False |
1,031,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.5623 |
2.618 |
5,150.1380 |
1.618 |
4,875.9810 |
1.000 |
4,706.5520 |
0.618 |
4,601.8240 |
HIGH |
4,432.3950 |
0.618 |
4,327.6670 |
0.500 |
4,295.3165 |
0.382 |
4,262.9660 |
LOW |
4,158.2380 |
0.618 |
3,988.8090 |
1.000 |
3,884.0810 |
1.618 |
3,714.6520 |
2.618 |
3,440.4950 |
4.250 |
2,993.0708 |
|
|
Fisher Pivots for day following 01-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,302.7342 |
4,263.0730 |
PP |
4,299.0253 |
4,219.7030 |
S1 |
4,295.3165 |
4,176.3330 |
|