| 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 |
2,301.8 |
2,356.0 |
54.2 |
2.4% |
2,284.7 |
| High |
2,356.8 |
2,364.6 |
7.8 |
0.3% |
2,321.9 |
| Low |
2,283.8 |
2,341.4 |
57.6 |
2.5% |
2,248.8 |
| Close |
2,354.3 |
2,359.4 |
5.1 |
0.2% |
2,295.3 |
| Range |
73.0 |
23.2 |
-49.8 |
-68.2% |
73.1 |
| ATR |
42.1 |
40.7 |
-1.3 |
-3.2% |
0.0 |
| Volume |
204,613 |
178,334 |
-26,279 |
-12.8% |
824,782 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.7 |
2,415.3 |
2,372.2 |
|
| R3 |
2,401.5 |
2,392.1 |
2,365.8 |
|
| R2 |
2,378.3 |
2,378.3 |
2,363.7 |
|
| R1 |
2,368.9 |
2,368.9 |
2,361.5 |
2,373.6 |
| PP |
2,355.1 |
2,355.1 |
2,355.1 |
2,357.5 |
| S1 |
2,345.7 |
2,345.7 |
2,357.3 |
2,350.4 |
| S2 |
2,331.9 |
2,331.9 |
2,355.1 |
|
| S3 |
2,308.7 |
2,322.5 |
2,353.0 |
|
| S4 |
2,285.5 |
2,299.3 |
2,346.6 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.0 |
2,474.7 |
2,335.5 |
|
| R3 |
2,434.9 |
2,401.6 |
2,315.4 |
|
| R2 |
2,361.8 |
2,361.8 |
2,308.7 |
|
| R1 |
2,328.5 |
2,328.5 |
2,302.0 |
2,345.2 |
| PP |
2,288.7 |
2,288.7 |
2,288.7 |
2,297.0 |
| S1 |
2,255.4 |
2,255.4 |
2,288.6 |
2,272.1 |
| S2 |
2,215.6 |
2,215.6 |
2,281.9 |
|
| S3 |
2,142.5 |
2,182.3 |
2,275.2 |
|
| S4 |
2,069.4 |
2,109.2 |
2,255.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,364.6 |
2,248.8 |
115.8 |
4.9% |
43.2 |
1.8% |
96% |
True |
False |
177,362 |
| 10 |
2,364.6 |
2,248.8 |
115.8 |
4.9% |
38.5 |
1.6% |
96% |
True |
False |
165,386 |
| 20 |
2,364.6 |
2,180.2 |
184.4 |
7.8% |
38.8 |
1.6% |
97% |
True |
False |
164,201 |
| 40 |
2,364.6 |
2,146.9 |
217.7 |
9.2% |
43.3 |
1.8% |
98% |
True |
False |
184,481 |
| 60 |
2,364.6 |
2,104.7 |
259.9 |
11.0% |
40.7 |
1.7% |
98% |
True |
False |
123,233 |
| 80 |
2,364.6 |
2,096.4 |
268.2 |
11.4% |
42.1 |
1.8% |
98% |
True |
False |
92,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.2 |
|
2.618 |
2,425.3 |
|
1.618 |
2,402.1 |
|
1.000 |
2,387.8 |
|
0.618 |
2,378.9 |
|
HIGH |
2,364.6 |
|
0.618 |
2,355.7 |
|
0.500 |
2,353.0 |
|
0.382 |
2,350.3 |
|
LOW |
2,341.4 |
|
0.618 |
2,327.1 |
|
1.000 |
2,318.2 |
|
1.618 |
2,303.9 |
|
2.618 |
2,280.7 |
|
4.250 |
2,242.8 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.3 |
2,347.7 |
| PP |
2,355.1 |
2,335.9 |
| S1 |
2,353.0 |
2,324.2 |
|