| 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 |
2,356.0 |
2,360.1 |
4.1 |
0.2% |
2,284.7 |
| High |
2,364.6 |
2,413.7 |
49.1 |
2.1% |
2,321.9 |
| Low |
2,341.4 |
2,354.1 |
12.7 |
0.5% |
2,248.8 |
| Close |
2,359.4 |
2,401.1 |
41.7 |
1.8% |
2,295.3 |
| Range |
23.2 |
59.6 |
36.4 |
156.9% |
73.1 |
| ATR |
40.7 |
42.1 |
1.3 |
3.3% |
0.0 |
| Volume |
178,334 |
224,964 |
46,630 |
26.1% |
824,782 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.4 |
2,544.4 |
2,433.9 |
|
| R3 |
2,508.8 |
2,484.8 |
2,417.5 |
|
| R2 |
2,449.2 |
2,449.2 |
2,412.0 |
|
| R1 |
2,425.2 |
2,425.2 |
2,406.6 |
2,437.2 |
| PP |
2,389.6 |
2,389.6 |
2,389.6 |
2,395.7 |
| S1 |
2,365.6 |
2,365.6 |
2,395.6 |
2,377.6 |
| S2 |
2,330.0 |
2,330.0 |
2,390.2 |
|
| S3 |
2,270.4 |
2,306.0 |
2,384.7 |
|
| S4 |
2,210.8 |
2,246.4 |
2,368.3 |
|
|
| 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 |
2,413.7 |
2,249.5 |
164.2 |
6.8% |
45.6 |
1.9% |
92% |
True |
False |
183,864 |
| 10 |
2,413.7 |
2,248.8 |
164.9 |
6.9% |
41.6 |
1.7% |
92% |
True |
False |
174,613 |
| 20 |
2,413.7 |
2,193.6 |
220.1 |
9.2% |
39.5 |
1.6% |
94% |
True |
False |
161,404 |
| 40 |
2,413.7 |
2,146.9 |
266.8 |
11.1% |
43.7 |
1.8% |
95% |
True |
False |
189,786 |
| 60 |
2,413.7 |
2,104.7 |
309.0 |
12.9% |
41.4 |
1.7% |
96% |
True |
False |
126,981 |
| 80 |
2,413.7 |
2,096.4 |
317.3 |
13.2% |
42.3 |
1.8% |
96% |
True |
False |
95,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.0 |
|
2.618 |
2,569.7 |
|
1.618 |
2,510.1 |
|
1.000 |
2,473.3 |
|
0.618 |
2,450.5 |
|
HIGH |
2,413.7 |
|
0.618 |
2,390.9 |
|
0.500 |
2,383.9 |
|
0.382 |
2,376.9 |
|
LOW |
2,354.1 |
|
0.618 |
2,317.3 |
|
1.000 |
2,294.5 |
|
1.618 |
2,257.7 |
|
2.618 |
2,198.1 |
|
4.250 |
2,100.8 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,395.4 |
2,383.7 |
| PP |
2,389.6 |
2,366.2 |
| S1 |
2,383.9 |
2,348.8 |
|