| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,785.3 |
1,794.8 |
9.5 |
0.5% |
1,794.2 |
| High |
1,797.5 |
1,797.8 |
0.3 |
0.0% |
1,812.7 |
| Low |
1,780.2 |
1,787.4 |
7.2 |
0.4% |
1,772.4 |
| Close |
1,795.8 |
1,789.4 |
-6.4 |
-0.4% |
1,783.9 |
| Range |
17.3 |
10.4 |
-6.9 |
-39.9% |
40.3 |
| ATR |
22.7 |
21.8 |
-0.9 |
-3.9% |
0.0 |
| Volume |
143,332 |
145,786 |
2,454 |
1.7% |
1,009,708 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.7 |
1,816.5 |
1,795.1 |
|
| R3 |
1,812.3 |
1,806.1 |
1,792.3 |
|
| R2 |
1,801.9 |
1,801.9 |
1,791.3 |
|
| R1 |
1,795.7 |
1,795.7 |
1,790.4 |
1,793.6 |
| PP |
1,791.5 |
1,791.5 |
1,791.5 |
1,790.5 |
| S1 |
1,785.3 |
1,785.3 |
1,788.4 |
1,783.2 |
| S2 |
1,781.1 |
1,781.1 |
1,787.5 |
|
| S3 |
1,770.7 |
1,774.9 |
1,786.5 |
|
| S4 |
1,760.3 |
1,764.5 |
1,783.7 |
|
|
| 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 |
2.3% |
18.9 |
1.1% |
42% |
False |
False |
189,461 |
| 10 |
1,815.5 |
1,767.1 |
48.4 |
2.7% |
20.8 |
1.2% |
46% |
False |
False |
192,444 |
| 20 |
1,815.5 |
1,745.4 |
70.1 |
3.9% |
21.2 |
1.2% |
63% |
False |
False |
186,967 |
| 40 |
1,815.5 |
1,721.1 |
94.4 |
5.3% |
23.0 |
1.3% |
72% |
False |
False |
179,261 |
| 60 |
1,836.9 |
1,718.5 |
118.4 |
6.6% |
22.5 |
1.3% |
60% |
False |
False |
170,557 |
| 80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.9 |
1.3% |
70% |
False |
False |
158,851 |
| 100 |
1,883.8 |
1,675.9 |
207.9 |
11.6% |
23.4 |
1.3% |
55% |
False |
False |
129,201 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.5 |
1.3% |
46% |
False |
False |
108,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,842.0 |
|
2.618 |
1,825.0 |
|
1.618 |
1,814.6 |
|
1.000 |
1,808.2 |
|
0.618 |
1,804.2 |
|
HIGH |
1,797.8 |
|
0.618 |
1,793.8 |
|
0.500 |
1,792.6 |
|
0.382 |
1,791.4 |
|
LOW |
1,787.4 |
|
0.618 |
1,781.0 |
|
1.000 |
1,777.0 |
|
1.618 |
1,770.6 |
|
2.618 |
1,760.2 |
|
4.250 |
1,743.2 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,792.6 |
1,788.8 |
| PP |
1,791.5 |
1,788.2 |
| S1 |
1,790.5 |
1,787.7 |
|