| 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 |
1,801.5 |
1,785.3 |
-16.2 |
-0.9% |
1,794.2 |
| High |
1,802.9 |
1,797.5 |
-5.4 |
-0.3% |
1,812.7 |
| Low |
1,772.4 |
1,780.2 |
7.8 |
0.4% |
1,772.4 |
| Close |
1,783.9 |
1,795.8 |
11.9 |
0.7% |
1,783.9 |
| Range |
30.5 |
17.3 |
-13.2 |
-43.3% |
40.3 |
| ATR |
23.1 |
22.7 |
-0.4 |
-1.8% |
0.0 |
| Volume |
254,513 |
143,332 |
-111,181 |
-43.7% |
1,009,708 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.1 |
1,836.7 |
1,805.3 |
|
| R3 |
1,825.8 |
1,819.4 |
1,800.6 |
|
| R2 |
1,808.5 |
1,808.5 |
1,799.0 |
|
| R1 |
1,802.1 |
1,802.1 |
1,797.4 |
1,805.3 |
| PP |
1,791.2 |
1,791.2 |
1,791.2 |
1,792.8 |
| S1 |
1,784.8 |
1,784.8 |
1,794.2 |
1,788.0 |
| S2 |
1,773.9 |
1,773.9 |
1,792.6 |
|
| S3 |
1,756.6 |
1,767.5 |
1,791.0 |
|
| S4 |
1,739.3 |
1,750.2 |
1,786.3 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.6 |
1,887.5 |
1,806.1 |
|
| R3 |
1,870.3 |
1,847.2 |
1,795.0 |
|
| R2 |
1,830.0 |
1,830.0 |
1,791.3 |
|
| R1 |
1,806.9 |
1,806.9 |
1,787.6 |
1,798.3 |
| PP |
1,789.7 |
1,789.7 |
1,789.7 |
1,785.4 |
| S1 |
1,766.6 |
1,766.6 |
1,780.2 |
1,758.0 |
| S2 |
1,749.4 |
1,749.4 |
1,776.5 |
|
| S3 |
1,709.1 |
1,726.3 |
1,772.8 |
|
| S4 |
1,668.8 |
1,686.0 |
1,761.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,812.7 |
1,772.4 |
40.3 |
2.2% |
22.2 |
1.2% |
58% |
False |
False |
199,890 |
| 10 |
1,815.5 |
1,763.4 |
52.1 |
2.9% |
22.0 |
1.2% |
62% |
False |
False |
194,562 |
| 20 |
1,815.5 |
1,745.4 |
70.1 |
3.9% |
21.8 |
1.2% |
72% |
False |
False |
187,249 |
| 40 |
1,833.5 |
1,721.1 |
112.4 |
6.3% |
23.8 |
1.3% |
66% |
False |
False |
181,928 |
| 60 |
1,836.9 |
1,675.9 |
161.0 |
9.0% |
23.8 |
1.3% |
74% |
False |
False |
172,953 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
23.0 |
1.3% |
74% |
False |
False |
157,634 |
| 100 |
1,910.0 |
1,675.9 |
234.1 |
13.0% |
23.6 |
1.3% |
51% |
False |
False |
127,802 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.5 |
1.3% |
49% |
False |
False |
107,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.0 |
|
2.618 |
1,842.8 |
|
1.618 |
1,825.5 |
|
1.000 |
1,814.8 |
|
0.618 |
1,808.2 |
|
HIGH |
1,797.5 |
|
0.618 |
1,790.9 |
|
0.500 |
1,788.9 |
|
0.382 |
1,786.8 |
|
LOW |
1,780.2 |
|
0.618 |
1,769.5 |
|
1.000 |
1,762.9 |
|
1.618 |
1,752.2 |
|
2.618 |
1,734.9 |
|
4.250 |
1,706.7 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.5 |
1,794.7 |
| PP |
1,791.2 |
1,793.6 |
| S1 |
1,788.9 |
1,792.6 |
|