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 |
4,263.0 |
4,275.0 |
12.0 |
0.3% |
4,178.0 |
High |
4,284.0 |
4,292.5 |
8.5 |
0.2% |
4,257.0 |
Low |
4,252.5 |
4,262.0 |
9.5 |
0.2% |
4,173.0 |
Close |
4,275.5 |
4,288.5 |
13.0 |
0.3% |
4,237.0 |
Range |
31.5 |
30.5 |
-1.0 |
-3.2% |
84.0 |
ATR |
51.1 |
49.6 |
-1.5 |
-2.9% |
0.0 |
Volume |
565,799 |
468,922 |
-96,877 |
-17.1% |
3,192,823 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,372.5 |
4,361.0 |
4,305.3 |
|
R3 |
4,342.0 |
4,330.5 |
4,296.9 |
|
R2 |
4,311.5 |
4,311.5 |
4,294.1 |
|
R1 |
4,300.0 |
4,300.0 |
4,291.3 |
4,305.8 |
PP |
4,281.0 |
4,281.0 |
4,281.0 |
4,283.9 |
S1 |
4,269.5 |
4,269.5 |
4,285.7 |
4,275.3 |
S2 |
4,250.5 |
4,250.5 |
4,282.9 |
|
S3 |
4,220.0 |
4,239.0 |
4,280.1 |
|
S4 |
4,189.5 |
4,208.5 |
4,271.7 |
|
|
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 |
4,292.5 |
4,178.0 |
114.5 |
2.7% |
38.9 |
0.9% |
97% |
True |
False |
638,810 |
10 |
4,292.5 |
4,127.0 |
165.5 |
3.9% |
37.0 |
0.9% |
98% |
True |
False |
592,931 |
20 |
4,292.5 |
3,949.5 |
343.0 |
8.0% |
44.1 |
1.0% |
99% |
True |
False |
633,126 |
40 |
4,292.5 |
3,949.5 |
343.0 |
8.0% |
58.3 |
1.4% |
99% |
True |
False |
728,643 |
60 |
4,292.5 |
3,949.5 |
343.0 |
8.0% |
48.9 |
1.1% |
99% |
True |
False |
499,200 |
80 |
4,292.5 |
3,882.0 |
410.5 |
9.6% |
44.7 |
1.0% |
99% |
True |
False |
375,836 |
100 |
4,292.5 |
3,882.0 |
410.5 |
9.6% |
43.5 |
1.0% |
99% |
True |
False |
301,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,422.1 |
2.618 |
4,372.3 |
1.618 |
4,341.8 |
1.000 |
4,323.0 |
0.618 |
4,311.3 |
HIGH |
4,292.5 |
0.618 |
4,280.8 |
0.500 |
4,277.3 |
0.382 |
4,273.7 |
LOW |
4,262.0 |
0.618 |
4,243.2 |
1.000 |
4,231.5 |
1.618 |
4,212.7 |
2.618 |
4,182.2 |
4.250 |
4,132.4 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,284.8 |
4,270.8 |
PP |
4,281.0 |
4,253.0 |
S1 |
4,277.3 |
4,235.3 |
|