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 |
15,645.0 |
15,735.0 |
90.0 |
0.6% |
15,536.0 |
High |
15,715.0 |
15,838.0 |
123.0 |
0.8% |
15,768.0 |
Low |
15,483.0 |
15,716.0 |
233.0 |
1.5% |
15,483.0 |
Close |
15,664.0 |
15,808.0 |
144.0 |
0.9% |
15,664.0 |
Range |
232.0 |
122.0 |
-110.0 |
-47.4% |
285.0 |
ATR |
186.7 |
185.8 |
-0.9 |
-0.5% |
0.0 |
Volume |
89,030 |
57,068 |
-31,962 |
-35.9% |
336,304 |
|
Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,153.3 |
16,102.7 |
15,875.1 |
|
R3 |
16,031.3 |
15,980.7 |
15,841.6 |
|
R2 |
15,909.3 |
15,909.3 |
15,830.4 |
|
R1 |
15,858.7 |
15,858.7 |
15,819.2 |
15,884.0 |
PP |
15,787.3 |
15,787.3 |
15,787.3 |
15,800.0 |
S1 |
15,736.7 |
15,736.7 |
15,796.8 |
15,762.0 |
S2 |
15,665.3 |
15,665.3 |
15,785.6 |
|
S3 |
15,543.3 |
15,614.7 |
15,774.5 |
|
S4 |
15,421.3 |
15,492.7 |
15,740.9 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,493.3 |
16,363.7 |
15,820.8 |
|
R3 |
16,208.3 |
16,078.7 |
15,742.4 |
|
R2 |
15,923.3 |
15,923.3 |
15,716.3 |
|
R1 |
15,793.7 |
15,793.7 |
15,690.1 |
15,858.5 |
PP |
15,638.3 |
15,638.3 |
15,638.3 |
15,670.8 |
S1 |
15,508.7 |
15,508.7 |
15,637.9 |
15,573.5 |
S2 |
15,353.3 |
15,353.3 |
15,611.8 |
|
S3 |
15,068.3 |
15,223.7 |
15,585.6 |
|
S4 |
14,783.3 |
14,938.7 |
15,507.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,838.0 |
15,483.0 |
355.0 |
2.2% |
135.8 |
0.9% |
92% |
True |
False |
68,383 |
10 |
15,838.0 |
15,380.0 |
458.0 |
2.9% |
124.2 |
0.8% |
93% |
True |
False |
61,519 |
20 |
15,838.0 |
14,795.0 |
1,043.0 |
6.6% |
157.6 |
1.0% |
97% |
True |
False |
64,876 |
40 |
15,894.0 |
14,795.0 |
1,099.0 |
7.0% |
190.9 |
1.2% |
92% |
False |
False |
59,106 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
159.9 |
1.0% |
85% |
False |
False |
39,420 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
154.8 |
1.0% |
85% |
False |
False |
29,572 |
100 |
15,991.0 |
14,795.0 |
1,196.0 |
7.6% |
151.6 |
1.0% |
85% |
False |
False |
23,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,356.5 |
2.618 |
16,157.4 |
1.618 |
16,035.4 |
1.000 |
15,960.0 |
0.618 |
15,913.4 |
HIGH |
15,838.0 |
0.618 |
15,791.4 |
0.500 |
15,777.0 |
0.382 |
15,762.6 |
LOW |
15,716.0 |
0.618 |
15,640.6 |
1.000 |
15,594.0 |
1.618 |
15,518.6 |
2.618 |
15,396.6 |
4.250 |
15,197.5 |
|
|
Fisher Pivots for day following 01-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
15,797.7 |
15,758.8 |
PP |
15,787.3 |
15,709.7 |
S1 |
15,777.0 |
15,660.5 |
|