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 |
4,605.75 |
4,621.25 |
15.50 |
0.3% |
4,528.75 |
High |
4,627.00 |
4,657.00 |
30.00 |
0.6% |
4,603.50 |
Low |
4,593.25 |
4,613.00 |
19.75 |
0.4% |
4,522.50 |
Close |
4,623.50 |
4,652.25 |
28.75 |
0.6% |
4,597.00 |
Range |
33.75 |
44.00 |
10.25 |
30.4% |
81.00 |
ATR |
47.50 |
47.25 |
-0.25 |
-0.5% |
0.00 |
Volume |
980,833 |
1,074,650 |
93,817 |
9.6% |
6,166,023 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,772.75 |
4,756.50 |
4,676.50 |
|
R3 |
4,728.75 |
4,712.50 |
4,664.25 |
|
R2 |
4,684.75 |
4,684.75 |
4,660.25 |
|
R1 |
4,668.50 |
4,668.50 |
4,656.25 |
4,676.50 |
PP |
4,640.75 |
4,640.75 |
4,640.75 |
4,644.75 |
S1 |
4,624.50 |
4,624.50 |
4,648.25 |
4,632.50 |
S2 |
4,596.75 |
4,596.75 |
4,644.25 |
|
S3 |
4,552.75 |
4,580.50 |
4,640.25 |
|
S4 |
4,508.75 |
4,536.50 |
4,628.00 |
|
|
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 |
4,657.00 |
4,545.25 |
111.75 |
2.4% |
40.00 |
0.9% |
96% |
True |
False |
1,148,133 |
10 |
4,657.00 |
4,510.25 |
146.75 |
3.2% |
37.50 |
0.8% |
97% |
True |
False |
1,154,685 |
20 |
4,657.00 |
4,317.25 |
339.75 |
7.3% |
43.50 |
0.9% |
99% |
True |
False |
1,193,275 |
40 |
4,657.00 |
4,260.00 |
397.00 |
8.5% |
57.25 |
1.2% |
99% |
True |
False |
1,525,187 |
60 |
4,657.00 |
4,260.00 |
397.00 |
8.5% |
50.50 |
1.1% |
99% |
True |
False |
1,023,416 |
80 |
4,657.00 |
4,214.25 |
442.75 |
9.5% |
48.00 |
1.0% |
99% |
True |
False |
768,207 |
100 |
4,657.00 |
4,117.00 |
540.00 |
11.6% |
46.25 |
1.0% |
99% |
True |
False |
614,807 |
120 |
4,657.00 |
4,036.75 |
620.25 |
13.3% |
45.00 |
1.0% |
99% |
True |
False |
512,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,844.00 |
2.618 |
4,772.25 |
1.618 |
4,728.25 |
1.000 |
4,701.00 |
0.618 |
4,684.25 |
HIGH |
4,657.00 |
0.618 |
4,640.25 |
0.500 |
4,635.00 |
0.382 |
4,629.75 |
LOW |
4,613.00 |
0.618 |
4,585.75 |
1.000 |
4,569.00 |
1.618 |
4,541.75 |
2.618 |
4,497.75 |
4.250 |
4,426.00 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,646.50 |
4,642.00 |
PP |
4,640.75 |
4,632.00 |
S1 |
4,635.00 |
4,621.75 |
|