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 |
4,215.5 |
4,263.0 |
47.5 |
1.1% |
4,178.0 |
High |
4,257.0 |
4,284.0 |
27.0 |
0.6% |
4,257.0 |
Low |
4,178.0 |
4,252.5 |
74.5 |
1.8% |
4,173.0 |
Close |
4,237.0 |
4,275.5 |
38.5 |
0.9% |
4,237.0 |
Range |
79.0 |
31.5 |
-47.5 |
-60.1% |
84.0 |
ATR |
51.4 |
51.1 |
-0.3 |
-0.6% |
0.0 |
Volume |
987,664 |
565,799 |
-421,865 |
-42.7% |
3,192,823 |
|
Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,365.2 |
4,351.8 |
4,292.8 |
|
R3 |
4,333.7 |
4,320.3 |
4,284.2 |
|
R2 |
4,302.2 |
4,302.2 |
4,281.3 |
|
R1 |
4,288.8 |
4,288.8 |
4,278.4 |
4,295.5 |
PP |
4,270.7 |
4,270.7 |
4,270.7 |
4,274.0 |
S1 |
4,257.3 |
4,257.3 |
4,272.6 |
4,264.0 |
S2 |
4,239.2 |
4,239.2 |
4,269.7 |
|
S3 |
4,207.7 |
4,225.8 |
4,266.8 |
|
S4 |
4,176.2 |
4,194.3 |
4,258.2 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.3 |
4,439.7 |
4,283.2 |
|
R3 |
4,390.3 |
4,355.7 |
4,260.1 |
|
R2 |
4,306.3 |
4,306.3 |
4,252.4 |
|
R1 |
4,271.7 |
4,271.7 |
4,244.7 |
4,289.0 |
PP |
4,222.3 |
4,222.3 |
4,222.3 |
4,231.0 |
S1 |
4,187.7 |
4,187.7 |
4,229.3 |
4,205.0 |
S2 |
4,138.3 |
4,138.3 |
4,221.6 |
|
S3 |
4,054.3 |
4,103.7 |
4,213.9 |
|
S4 |
3,970.3 |
4,019.7 |
4,190.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,284.0 |
4,178.0 |
106.0 |
2.5% |
41.0 |
1.0% |
92% |
True |
False |
665,718 |
10 |
4,284.0 |
4,127.0 |
157.0 |
3.7% |
36.0 |
0.8% |
95% |
True |
False |
591,523 |
20 |
4,284.0 |
3,949.5 |
334.5 |
7.8% |
46.8 |
1.1% |
97% |
True |
False |
645,289 |
40 |
4,284.0 |
3,949.5 |
334.5 |
7.8% |
58.3 |
1.4% |
97% |
True |
False |
720,620 |
60 |
4,284.0 |
3,949.5 |
334.5 |
7.8% |
48.7 |
1.1% |
97% |
True |
False |
491,390 |
80 |
4,284.0 |
3,882.0 |
402.0 |
9.4% |
44.8 |
1.0% |
98% |
True |
False |
369,975 |
100 |
4,284.0 |
3,882.0 |
402.0 |
9.4% |
43.2 |
1.0% |
98% |
True |
False |
296,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,417.9 |
2.618 |
4,366.5 |
1.618 |
4,335.0 |
1.000 |
4,315.5 |
0.618 |
4,303.5 |
HIGH |
4,284.0 |
0.618 |
4,272.0 |
0.500 |
4,268.3 |
0.382 |
4,264.5 |
LOW |
4,252.5 |
0.618 |
4,233.0 |
1.000 |
4,221.0 |
1.618 |
4,201.5 |
2.618 |
4,170.0 |
4.250 |
4,118.6 |
|
|
Fisher Pivots for day following 01-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,273.1 |
4,260.7 |
PP |
4,270.7 |
4,245.8 |
S1 |
4,268.3 |
4,231.0 |
|