| 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 |
15,891.00 |
15,957.75 |
66.75 |
0.4% |
15,324.25 |
| High |
15,980.25 |
16,145.75 |
165.50 |
1.0% |
15,864.75 |
| Low |
15,849.50 |
15,935.25 |
85.75 |
0.5% |
15,273.75 |
| Close |
15,961.25 |
16,129.75 |
168.50 |
1.1% |
15,838.50 |
| Range |
130.75 |
210.50 |
79.75 |
61.0% |
591.00 |
| ATR |
225.54 |
224.47 |
-1.07 |
-0.5% |
0.00 |
| Volume |
418,550 |
448,135 |
29,585 |
7.1% |
2,559,485 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,701.75 |
16,626.25 |
16,245.50 |
|
| R3 |
16,491.25 |
16,415.75 |
16,187.75 |
|
| R2 |
16,280.75 |
16,280.75 |
16,168.25 |
|
| R1 |
16,205.25 |
16,205.25 |
16,149.00 |
16,243.00 |
| PP |
16,070.25 |
16,070.25 |
16,070.25 |
16,089.00 |
| S1 |
15,994.75 |
15,994.75 |
16,110.50 |
16,032.50 |
| S2 |
15,859.75 |
15,859.75 |
16,091.25 |
|
| S3 |
15,649.25 |
15,784.25 |
16,071.75 |
|
| S4 |
15,438.75 |
15,573.75 |
16,014.00 |
|
|
| 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 |
16,145.75 |
15,591.75 |
554.00 |
3.4% |
223.00 |
1.4% |
97% |
True |
False |
452,219 |
| 10 |
16,145.75 |
15,273.75 |
872.00 |
5.4% |
216.75 |
1.3% |
98% |
True |
False |
481,971 |
| 20 |
16,145.75 |
14,585.50 |
1,560.25 |
9.7% |
211.00 |
1.3% |
99% |
True |
False |
482,844 |
| 40 |
16,145.75 |
14,367.75 |
1,778.00 |
11.0% |
240.00 |
1.5% |
99% |
True |
False |
536,163 |
| 60 |
16,145.75 |
14,367.75 |
1,778.00 |
11.0% |
214.25 |
1.3% |
99% |
True |
False |
358,246 |
| 80 |
16,145.75 |
14,367.75 |
1,778.00 |
11.0% |
204.75 |
1.3% |
99% |
True |
False |
268,907 |
| 100 |
16,145.75 |
13,823.50 |
2,322.25 |
14.4% |
198.00 |
1.2% |
99% |
True |
False |
215,236 |
| 120 |
16,145.75 |
12,941.50 |
3,204.25 |
19.9% |
194.25 |
1.2% |
100% |
True |
False |
179,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,040.50 |
|
2.618 |
16,696.75 |
|
1.618 |
16,486.25 |
|
1.000 |
16,356.25 |
|
0.618 |
16,275.75 |
|
HIGH |
16,145.75 |
|
0.618 |
16,065.25 |
|
0.500 |
16,040.50 |
|
0.382 |
16,015.75 |
|
LOW |
15,935.25 |
|
0.618 |
15,805.25 |
|
1.000 |
15,724.75 |
|
1.618 |
15,594.75 |
|
2.618 |
15,384.25 |
|
4.250 |
15,040.50 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,100.00 |
16,043.50 |
| PP |
16,070.25 |
15,957.00 |
| S1 |
16,040.50 |
15,870.50 |
|