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 |
15,735.0 |
15,804.0 |
69.0 |
0.4% |
15,536.0 |
High |
15,838.0 |
15,950.0 |
112.0 |
0.7% |
15,768.0 |
Low |
15,716.0 |
15,760.0 |
44.0 |
0.3% |
15,483.0 |
Close |
15,808.0 |
15,938.0 |
130.0 |
0.8% |
15,664.0 |
Range |
122.0 |
190.0 |
68.0 |
55.7% |
285.0 |
ATR |
185.8 |
186.1 |
0.3 |
0.2% |
0.0 |
Volume |
57,068 |
61,051 |
3,983 |
7.0% |
336,304 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,452.7 |
16,385.3 |
16,042.5 |
|
R3 |
16,262.7 |
16,195.3 |
15,990.3 |
|
R2 |
16,072.7 |
16,072.7 |
15,972.8 |
|
R1 |
16,005.3 |
16,005.3 |
15,955.4 |
16,039.0 |
PP |
15,882.7 |
15,882.7 |
15,882.7 |
15,899.5 |
S1 |
15,815.3 |
15,815.3 |
15,920.6 |
15,849.0 |
S2 |
15,692.7 |
15,692.7 |
15,903.2 |
|
S3 |
15,502.7 |
15,625.3 |
15,885.8 |
|
S4 |
15,312.7 |
15,435.3 |
15,833.5 |
|
|
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 |
15,950.0 |
15,483.0 |
467.0 |
2.9% |
144.0 |
0.9% |
97% |
True |
False |
66,906 |
10 |
15,950.0 |
15,380.0 |
570.0 |
3.6% |
135.8 |
0.9% |
98% |
True |
False |
62,701 |
20 |
15,950.0 |
14,795.0 |
1,155.0 |
7.2% |
156.4 |
1.0% |
99% |
True |
False |
64,678 |
40 |
15,950.0 |
14,795.0 |
1,155.0 |
7.2% |
193.3 |
1.2% |
99% |
True |
False |
60,625 |
60 |
15,991.0 |
14,795.0 |
1,196.0 |
7.5% |
162.3 |
1.0% |
96% |
False |
False |
40,438 |
80 |
15,991.0 |
14,795.0 |
1,196.0 |
7.5% |
155.1 |
1.0% |
96% |
False |
False |
30,335 |
100 |
15,991.0 |
14,795.0 |
1,196.0 |
7.5% |
153.5 |
1.0% |
96% |
False |
False |
24,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,757.5 |
2.618 |
16,447.4 |
1.618 |
16,257.4 |
1.000 |
16,140.0 |
0.618 |
16,067.4 |
HIGH |
15,950.0 |
0.618 |
15,877.4 |
0.500 |
15,855.0 |
0.382 |
15,832.6 |
LOW |
15,760.0 |
0.618 |
15,642.6 |
1.000 |
15,570.0 |
1.618 |
15,452.6 |
2.618 |
15,262.6 |
4.250 |
14,952.5 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
15,910.3 |
15,864.2 |
PP |
15,882.7 |
15,790.3 |
S1 |
15,855.0 |
15,716.5 |
|