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 |
4,577.00 |
4,608.00 |
31.00 |
0.7% |
4,528.75 |
High |
4,603.50 |
4,619.50 |
16.00 |
0.3% |
4,603.50 |
Low |
4,559.25 |
4,586.50 |
27.25 |
0.6% |
4,522.50 |
Close |
4,597.00 |
4,605.75 |
8.75 |
0.2% |
4,597.00 |
Range |
44.25 |
33.00 |
-11.25 |
-25.4% |
81.00 |
ATR |
49.75 |
48.56 |
-1.20 |
-2.4% |
0.00 |
Volume |
1,418,280 |
1,071,118 |
-347,162 |
-24.5% |
6,166,023 |
|
Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,703.00 |
4,687.25 |
4,624.00 |
|
R3 |
4,670.00 |
4,654.25 |
4,614.75 |
|
R2 |
4,637.00 |
4,637.00 |
4,611.75 |
|
R1 |
4,621.25 |
4,621.25 |
4,608.75 |
4,612.50 |
PP |
4,604.00 |
4,604.00 |
4,604.00 |
4,599.50 |
S1 |
4,588.25 |
4,588.25 |
4,602.75 |
4,579.50 |
S2 |
4,571.00 |
4,571.00 |
4,599.75 |
|
S3 |
4,538.00 |
4,555.25 |
4,596.75 |
|
S4 |
4,505.00 |
4,522.25 |
4,587.50 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.25 |
4,788.25 |
4,641.50 |
|
R3 |
4,736.25 |
4,707.25 |
4,619.25 |
|
R2 |
4,655.25 |
4,655.25 |
4,611.75 |
|
R1 |
4,626.25 |
4,626.25 |
4,604.50 |
4,640.75 |
PP |
4,574.25 |
4,574.25 |
4,574.25 |
4,581.50 |
S1 |
4,545.25 |
4,545.25 |
4,589.50 |
4,559.75 |
S2 |
4,493.25 |
4,493.25 |
4,582.25 |
|
S3 |
4,412.25 |
4,464.25 |
4,574.75 |
|
S4 |
4,331.25 |
4,383.25 |
4,552.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,619.50 |
4,543.75 |
75.75 |
1.6% |
36.75 |
0.8% |
82% |
True |
False |
1,241,142 |
10 |
4,619.50 |
4,471.75 |
147.75 |
3.2% |
37.00 |
0.8% |
91% |
True |
False |
1,151,640 |
20 |
4,619.50 |
4,269.00 |
350.50 |
7.6% |
48.50 |
1.1% |
96% |
True |
False |
1,283,152 |
40 |
4,619.50 |
4,260.00 |
359.50 |
7.8% |
57.00 |
1.2% |
96% |
True |
False |
1,479,638 |
60 |
4,619.50 |
4,260.00 |
359.50 |
7.8% |
49.75 |
1.1% |
96% |
True |
False |
989,291 |
80 |
4,619.50 |
4,214.25 |
405.25 |
8.8% |
47.75 |
1.0% |
97% |
True |
False |
742,546 |
100 |
4,619.50 |
4,117.00 |
502.50 |
10.9% |
46.00 |
1.0% |
97% |
True |
False |
594,259 |
120 |
4,619.50 |
4,011.25 |
608.25 |
13.2% |
45.75 |
1.0% |
98% |
True |
False |
495,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,759.75 |
2.618 |
4,706.00 |
1.618 |
4,673.00 |
1.000 |
4,652.50 |
0.618 |
4,640.00 |
HIGH |
4,619.50 |
0.618 |
4,607.00 |
0.500 |
4,603.00 |
0.382 |
4,599.00 |
LOW |
4,586.50 |
0.618 |
4,566.00 |
1.000 |
4,553.50 |
1.618 |
4,533.00 |
2.618 |
4,500.00 |
4.250 |
4,446.25 |
|
|
Fisher Pivots for day following 01-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,604.75 |
4,598.00 |
PP |
4,604.00 |
4,590.25 |
S1 |
4,603.00 |
4,582.50 |
|