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 |
4,275.0 |
4,282.5 |
7.5 |
0.2% |
4,178.0 |
High |
4,292.5 |
4,324.5 |
32.0 |
0.7% |
4,257.0 |
Low |
4,262.0 |
4,280.0 |
18.0 |
0.4% |
4,173.0 |
Close |
4,288.5 |
4,300.5 |
12.0 |
0.3% |
4,237.0 |
Range |
30.5 |
44.5 |
14.0 |
45.9% |
84.0 |
ATR |
49.6 |
49.3 |
-0.4 |
-0.7% |
0.0 |
Volume |
468,922 |
524,921 |
55,999 |
11.9% |
3,192,823 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.2 |
4,412.3 |
4,325.0 |
|
R3 |
4,390.7 |
4,367.8 |
4,312.7 |
|
R2 |
4,346.2 |
4,346.2 |
4,308.7 |
|
R1 |
4,323.3 |
4,323.3 |
4,304.6 |
4,334.8 |
PP |
4,301.7 |
4,301.7 |
4,301.7 |
4,307.4 |
S1 |
4,278.8 |
4,278.8 |
4,296.4 |
4,290.3 |
S2 |
4,257.2 |
4,257.2 |
4,292.3 |
|
S3 |
4,212.7 |
4,234.3 |
4,288.3 |
|
S4 |
4,168.2 |
4,189.8 |
4,276.0 |
|
|
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 |
4,324.5 |
4,178.0 |
146.5 |
3.4% |
42.4 |
1.0% |
84% |
True |
False |
638,836 |
10 |
4,324.5 |
4,127.0 |
197.5 |
4.6% |
37.8 |
0.9% |
88% |
True |
False |
598,667 |
20 |
4,324.5 |
4,004.0 |
320.5 |
7.5% |
41.5 |
1.0% |
93% |
True |
False |
601,852 |
40 |
4,324.5 |
3,949.5 |
375.0 |
8.7% |
57.8 |
1.3% |
94% |
True |
False |
738,472 |
60 |
4,324.5 |
3,949.5 |
375.0 |
8.7% |
49.4 |
1.1% |
94% |
True |
False |
507,529 |
80 |
4,324.5 |
3,882.0 |
442.5 |
10.3% |
45.1 |
1.0% |
95% |
True |
False |
382,390 |
100 |
4,324.5 |
3,882.0 |
442.5 |
10.3% |
43.8 |
1.0% |
95% |
True |
False |
306,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.6 |
2.618 |
4,441.0 |
1.618 |
4,396.5 |
1.000 |
4,369.0 |
0.618 |
4,352.0 |
HIGH |
4,324.5 |
0.618 |
4,307.5 |
0.500 |
4,302.3 |
0.382 |
4,297.0 |
LOW |
4,280.0 |
0.618 |
4,252.5 |
1.000 |
4,235.5 |
1.618 |
4,208.0 |
2.618 |
4,163.5 |
4.250 |
4,090.9 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,302.3 |
4,296.5 |
PP |
4,301.7 |
4,292.5 |
S1 |
4,301.1 |
4,288.5 |
|