| 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 |
15,679.75 |
15,885.25 |
205.50 |
1.3% |
15,324.25 |
| High |
15,864.75 |
15,914.75 |
50.00 |
0.3% |
15,864.75 |
| Low |
15,595.50 |
15,595.50 |
0.00 |
0.0% |
15,273.75 |
| Close |
15,838.50 |
15,894.25 |
55.75 |
0.4% |
15,838.50 |
| Range |
269.25 |
319.25 |
50.00 |
18.6% |
591.00 |
| ATR |
226.19 |
232.83 |
6.65 |
2.9% |
0.00 |
| Volume |
484,693 |
411,507 |
-73,186 |
-15.1% |
2,559,485 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,759.25 |
16,646.00 |
16,069.75 |
|
| R3 |
16,440.00 |
16,326.75 |
15,982.00 |
|
| R2 |
16,120.75 |
16,120.75 |
15,952.75 |
|
| R1 |
16,007.50 |
16,007.50 |
15,923.50 |
16,064.00 |
| PP |
15,801.50 |
15,801.50 |
15,801.50 |
15,829.75 |
| S1 |
15,688.25 |
15,688.25 |
15,865.00 |
15,745.00 |
| S2 |
15,482.25 |
15,482.25 |
15,835.75 |
|
| S3 |
15,163.00 |
15,369.00 |
15,806.50 |
|
| S4 |
14,843.75 |
15,049.75 |
15,718.75 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,432.00 |
17,226.25 |
16,163.50 |
|
| R3 |
16,841.00 |
16,635.25 |
16,001.00 |
|
| R2 |
16,250.00 |
16,250.00 |
15,946.75 |
|
| R1 |
16,044.25 |
16,044.25 |
15,892.75 |
16,147.00 |
| PP |
15,659.00 |
15,659.00 |
15,659.00 |
15,710.50 |
| S1 |
15,453.25 |
15,453.25 |
15,784.25 |
15,556.00 |
| S2 |
15,068.00 |
15,068.00 |
15,730.25 |
|
| S3 |
14,477.00 |
14,862.25 |
15,676.00 |
|
| S4 |
13,886.00 |
14,271.25 |
15,513.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,914.75 |
15,503.00 |
411.75 |
2.6% |
236.50 |
1.5% |
95% |
True |
False |
502,996 |
| 10 |
15,914.75 |
15,269.00 |
645.75 |
4.1% |
211.25 |
1.3% |
97% |
True |
False |
478,955 |
| 20 |
15,914.75 |
14,410.50 |
1,504.25 |
9.5% |
228.50 |
1.4% |
99% |
True |
False |
506,086 |
| 40 |
15,914.75 |
14,367.75 |
1,547.00 |
9.7% |
238.25 |
1.5% |
99% |
True |
False |
515,074 |
| 60 |
15,914.75 |
14,367.75 |
1,547.00 |
9.7% |
213.50 |
1.3% |
99% |
True |
False |
343,821 |
| 80 |
15,914.75 |
14,367.75 |
1,547.00 |
9.7% |
204.25 |
1.3% |
99% |
True |
False |
258,093 |
| 100 |
15,914.75 |
13,823.50 |
2,091.25 |
13.2% |
196.75 |
1.2% |
99% |
True |
False |
206,572 |
| 120 |
15,914.75 |
12,897.75 |
3,017.00 |
19.0% |
196.75 |
1.2% |
99% |
True |
False |
172,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,271.50 |
|
2.618 |
16,750.50 |
|
1.618 |
16,431.25 |
|
1.000 |
16,234.00 |
|
0.618 |
16,112.00 |
|
HIGH |
15,914.75 |
|
0.618 |
15,792.75 |
|
0.500 |
15,755.00 |
|
0.382 |
15,717.50 |
|
LOW |
15,595.50 |
|
0.618 |
15,398.25 |
|
1.000 |
15,276.25 |
|
1.618 |
15,079.00 |
|
2.618 |
14,759.75 |
|
4.250 |
14,238.75 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,848.00 |
15,847.25 |
| PP |
15,801.50 |
15,800.25 |
| S1 |
15,755.00 |
15,753.25 |
|