Trading Metrics calculated at close of trading on 03-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,306.2470 |
4,503.2790 |
197.0320 |
4.6% |
3,974.8740 |
High |
4,530.1350 |
4,663.6210 |
133.4860 |
2.9% |
4,455.7900 |
Low |
4,279.8000 |
4,458.5160 |
178.7160 |
4.2% |
3,896.8760 |
Close |
4,503.2790 |
4,617.9530 |
114.6740 |
2.5% |
4,404.6080 |
Range |
250.3350 |
205.1050 |
-45.2300 |
-18.1% |
558.9140 |
ATR |
261.7315 |
257.6868 |
-4.0448 |
-1.5% |
0.0000 |
Volume |
483,154 |
512,512 |
29,358 |
6.1% |
1,917,545 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.3450 |
5,111.7540 |
4,730.7608 |
|
R3 |
4,990.2400 |
4,906.6490 |
4,674.3569 |
|
R2 |
4,785.1350 |
4,785.1350 |
4,655.5556 |
|
R1 |
4,701.5440 |
4,701.5440 |
4,636.7543 |
4,743.3395 |
PP |
4,580.0300 |
4,580.0300 |
4,580.0300 |
4,600.9278 |
S1 |
4,496.4390 |
4,496.4390 |
4,599.1517 |
4,538.2345 |
S2 |
4,374.9250 |
4,374.9250 |
4,580.3504 |
|
S3 |
4,169.8200 |
4,291.3340 |
4,561.5491 |
|
S4 |
3,964.7150 |
4,086.2290 |
4,505.1453 |
|
|
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 |
4,663.6210 |
3,896.8760 |
766.7450 |
16.6% |
272.5226 |
5.9% |
94% |
True |
False |
473,565 |
10 |
4,663.6210 |
3,896.8760 |
766.7450 |
16.6% |
277.4287 |
6.0% |
94% |
True |
False |
291,991 |
20 |
4,663.6210 |
3,382.3540 |
1,281.2670 |
27.7% |
239.5110 |
5.2% |
96% |
True |
False |
280,079 |
40 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
43.5% |
259.4395 |
5.6% |
98% |
True |
False |
552,956 |
60 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
43.5% |
260.5139 |
5.6% |
98% |
True |
False |
687,333 |
80 |
4,663.6210 |
1,721.5890 |
2,942.0320 |
63.7% |
242.4772 |
5.3% |
98% |
True |
False |
835,240 |
100 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
64.0% |
234.0900 |
5.1% |
98% |
True |
False |
941,383 |
120 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
64.0% |
270.7794 |
5.9% |
98% |
True |
False |
1,014,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.3173 |
2.618 |
5,200.5859 |
1.618 |
4,995.4809 |
1.000 |
4,868.7260 |
0.618 |
4,790.3759 |
HIGH |
4,663.6210 |
0.618 |
4,585.2709 |
0.500 |
4,561.0685 |
0.382 |
4,536.8661 |
LOW |
4,458.5160 |
0.618 |
4,331.7611 |
1.000 |
4,253.4110 |
1.618 |
4,126.6561 |
2.618 |
3,921.5511 |
4.250 |
3,586.8198 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,598.9915 |
4,548.9452 |
PP |
4,580.0300 |
4,479.9373 |
S1 |
4,561.0685 |
4,410.9295 |
|