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 |
4,608.00 |
4,605.75 |
-2.25 |
0.0% |
4,528.75 |
High |
4,619.50 |
4,627.00 |
7.50 |
0.2% |
4,603.50 |
Low |
4,586.50 |
4,593.25 |
6.75 |
0.1% |
4,522.50 |
Close |
4,605.75 |
4,623.50 |
17.75 |
0.4% |
4,597.00 |
Range |
33.00 |
33.75 |
0.75 |
2.3% |
81.00 |
ATR |
48.56 |
47.50 |
-1.06 |
-2.2% |
0.00 |
Volume |
1,071,118 |
980,833 |
-90,285 |
-8.4% |
6,166,023 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,715.75 |
4,703.50 |
4,642.00 |
|
R3 |
4,682.00 |
4,669.75 |
4,632.75 |
|
R2 |
4,648.25 |
4,648.25 |
4,629.75 |
|
R1 |
4,636.00 |
4,636.00 |
4,626.50 |
4,642.00 |
PP |
4,614.50 |
4,614.50 |
4,614.50 |
4,617.75 |
S1 |
4,602.25 |
4,602.25 |
4,620.50 |
4,608.50 |
S2 |
4,580.75 |
4,580.75 |
4,617.25 |
|
S3 |
4,547.00 |
4,568.50 |
4,614.25 |
|
S4 |
4,513.25 |
4,534.75 |
4,605.00 |
|
|
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 |
4,627.00 |
4,543.75 |
83.25 |
1.8% |
37.75 |
0.8% |
96% |
True |
False |
1,185,839 |
10 |
4,627.00 |
4,504.00 |
123.00 |
2.7% |
36.00 |
0.8% |
97% |
True |
False |
1,147,906 |
20 |
4,627.00 |
4,273.75 |
353.25 |
7.6% |
45.50 |
1.0% |
99% |
True |
False |
1,249,683 |
40 |
4,627.00 |
4,260.00 |
367.00 |
7.9% |
57.00 |
1.2% |
99% |
True |
False |
1,502,456 |
60 |
4,627.00 |
4,260.00 |
367.00 |
7.9% |
50.00 |
1.1% |
99% |
True |
False |
1,005,603 |
80 |
4,627.00 |
4,214.25 |
412.75 |
8.9% |
47.75 |
1.0% |
99% |
True |
False |
754,792 |
100 |
4,627.00 |
4,117.00 |
510.00 |
11.0% |
46.00 |
1.0% |
99% |
True |
False |
604,064 |
120 |
4,627.00 |
4,036.75 |
590.25 |
12.8% |
45.25 |
1.0% |
99% |
True |
False |
503,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,770.50 |
2.618 |
4,715.25 |
1.618 |
4,681.50 |
1.000 |
4,660.75 |
0.618 |
4,647.75 |
HIGH |
4,627.00 |
0.618 |
4,614.00 |
0.500 |
4,610.00 |
0.382 |
4,606.25 |
LOW |
4,593.25 |
0.618 |
4,572.50 |
1.000 |
4,559.50 |
1.618 |
4,538.75 |
2.618 |
4,505.00 |
4.250 |
4,449.75 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,619.00 |
4,613.50 |
PP |
4,614.50 |
4,603.25 |
S1 |
4,610.00 |
4,593.00 |
|