| 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 |
15,885.25 |
15,891.00 |
5.75 |
0.0% |
15,324.25 |
| High |
15,914.75 |
15,980.25 |
65.50 |
0.4% |
15,864.75 |
| Low |
15,595.50 |
15,849.50 |
254.00 |
1.6% |
15,273.75 |
| Close |
15,894.25 |
15,961.25 |
67.00 |
0.4% |
15,838.50 |
| Range |
319.25 |
130.75 |
-188.50 |
-59.0% |
591.00 |
| ATR |
232.83 |
225.54 |
-7.29 |
-3.1% |
0.00 |
| Volume |
411,507 |
418,550 |
7,043 |
1.7% |
2,559,485 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,322.50 |
16,272.75 |
16,033.25 |
|
| R3 |
16,191.75 |
16,142.00 |
15,997.25 |
|
| R2 |
16,061.00 |
16,061.00 |
15,985.25 |
|
| R1 |
16,011.25 |
16,011.25 |
15,973.25 |
16,036.00 |
| PP |
15,930.25 |
15,930.25 |
15,930.25 |
15,942.75 |
| S1 |
15,880.50 |
15,880.50 |
15,949.25 |
15,905.50 |
| S2 |
15,799.50 |
15,799.50 |
15,937.25 |
|
| S3 |
15,668.75 |
15,749.75 |
15,925.25 |
|
| S4 |
15,538.00 |
15,619.00 |
15,889.25 |
|
|
| 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 |
15,980.25 |
15,507.25 |
473.00 |
3.0% |
223.00 |
1.4% |
96% |
True |
False |
469,486 |
| 10 |
15,980.25 |
15,273.75 |
706.50 |
4.4% |
208.50 |
1.3% |
97% |
True |
False |
482,331 |
| 20 |
15,980.25 |
14,422.50 |
1,557.75 |
9.8% |
218.00 |
1.4% |
99% |
True |
False |
498,281 |
| 40 |
15,980.25 |
14,367.75 |
1,612.50 |
10.1% |
239.00 |
1.5% |
99% |
True |
False |
525,363 |
| 60 |
15,980.25 |
14,367.75 |
1,612.50 |
10.1% |
213.25 |
1.3% |
99% |
True |
False |
350,785 |
| 80 |
15,980.25 |
14,367.75 |
1,612.50 |
10.1% |
204.50 |
1.3% |
99% |
True |
False |
263,319 |
| 100 |
15,980.25 |
13,823.50 |
2,156.75 |
13.5% |
197.50 |
1.2% |
99% |
True |
False |
210,756 |
| 120 |
15,980.25 |
12,941.50 |
3,038.75 |
19.0% |
195.25 |
1.2% |
99% |
True |
False |
175,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,536.00 |
|
2.618 |
16,322.50 |
|
1.618 |
16,191.75 |
|
1.000 |
16,111.00 |
|
0.618 |
16,061.00 |
|
HIGH |
15,980.25 |
|
0.618 |
15,930.25 |
|
0.500 |
15,915.00 |
|
0.382 |
15,899.50 |
|
LOW |
15,849.50 |
|
0.618 |
15,768.75 |
|
1.000 |
15,718.75 |
|
1.618 |
15,638.00 |
|
2.618 |
15,507.25 |
|
4.250 |
15,293.75 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,945.75 |
15,903.50 |
| PP |
15,930.25 |
15,845.75 |
| S1 |
15,915.00 |
15,788.00 |
|