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 |
1,794.8 |
1,789.2 |
-5.6 |
-0.3% |
1,794.2 |
High |
1,797.8 |
1,789.3 |
-8.5 |
-0.5% |
1,812.7 |
Low |
1,787.4 |
1,758.5 |
-28.9 |
-1.6% |
1,772.4 |
Close |
1,789.4 |
1,763.9 |
-25.5 |
-1.4% |
1,783.9 |
Range |
10.4 |
30.8 |
20.4 |
196.2% |
40.3 |
ATR |
21.8 |
22.5 |
0.6 |
3.0% |
0.0 |
Volume |
145,786 |
257,427 |
111,641 |
76.6% |
1,009,708 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.0 |
1,844.2 |
1,780.8 |
|
R3 |
1,832.2 |
1,813.4 |
1,772.4 |
|
R2 |
1,801.4 |
1,801.4 |
1,769.5 |
|
R1 |
1,782.6 |
1,782.6 |
1,766.7 |
1,776.6 |
PP |
1,770.6 |
1,770.6 |
1,770.6 |
1,767.6 |
S1 |
1,751.8 |
1,751.8 |
1,761.1 |
1,745.8 |
S2 |
1,739.8 |
1,739.8 |
1,758.3 |
|
S3 |
1,709.0 |
1,721.0 |
1,755.4 |
|
S4 |
1,678.2 |
1,690.2 |
1,747.0 |
|
|
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 |
1,758.5 |
54.2 |
3.1% |
21.7 |
1.2% |
10% |
False |
True |
204,386 |
10 |
1,815.5 |
1,758.5 |
57.0 |
3.2% |
21.6 |
1.2% |
9% |
False |
True |
200,779 |
20 |
1,815.5 |
1,749.9 |
65.6 |
3.7% |
21.8 |
1.2% |
21% |
False |
False |
191,878 |
40 |
1,815.5 |
1,721.1 |
94.4 |
5.4% |
23.3 |
1.3% |
45% |
False |
False |
181,665 |
60 |
1,836.9 |
1,721.1 |
115.8 |
6.6% |
22.6 |
1.3% |
37% |
False |
False |
171,805 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.2% |
23.1 |
1.3% |
54% |
False |
False |
161,446 |
100 |
1,874.3 |
1,675.9 |
198.4 |
11.2% |
23.3 |
1.3% |
44% |
False |
False |
131,732 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.5 |
1.3% |
36% |
False |
False |
110,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.2 |
2.618 |
1,869.9 |
1.618 |
1,839.1 |
1.000 |
1,820.1 |
0.618 |
1,808.3 |
HIGH |
1,789.3 |
0.618 |
1,777.5 |
0.500 |
1,773.9 |
0.382 |
1,770.3 |
LOW |
1,758.5 |
0.618 |
1,739.5 |
1.000 |
1,727.7 |
1.618 |
1,708.7 |
2.618 |
1,677.9 |
4.250 |
1,627.6 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,773.9 |
1,778.2 |
PP |
1,770.6 |
1,773.4 |
S1 |
1,767.2 |
1,768.7 |
|