| 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 |
7,281.0 |
7,248.0 |
-33.0 |
-0.5% |
7,193.0 |
| High |
7,285.0 |
7,263.5 |
-21.5 |
-0.3% |
7,261.0 |
| Low |
7,219.5 |
7,214.5 |
-5.0 |
-0.1% |
7,168.0 |
| Close |
7,254.5 |
7,223.5 |
-31.0 |
-0.4% |
7,224.0 |
| Range |
65.5 |
49.0 |
-16.5 |
-25.2% |
93.0 |
| ATR |
65.0 |
63.8 |
-1.1 |
-1.8% |
0.0 |
| Volume |
84,699 |
62,102 |
-22,597 |
-26.7% |
381,746 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,381.0 |
7,351.0 |
7,250.5 |
|
| R3 |
7,332.0 |
7,302.0 |
7,237.0 |
|
| R2 |
7,283.0 |
7,283.0 |
7,232.5 |
|
| R1 |
7,253.0 |
7,253.0 |
7,228.0 |
7,243.5 |
| PP |
7,234.0 |
7,234.0 |
7,234.0 |
7,229.0 |
| S1 |
7,204.0 |
7,204.0 |
7,219.0 |
7,194.5 |
| S2 |
7,185.0 |
7,185.0 |
7,214.5 |
|
| S3 |
7,136.0 |
7,155.0 |
7,210.0 |
|
| S4 |
7,087.0 |
7,106.0 |
7,196.5 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,496.5 |
7,453.5 |
7,275.0 |
|
| R3 |
7,403.5 |
7,360.5 |
7,249.5 |
|
| R2 |
7,310.5 |
7,310.5 |
7,241.0 |
|
| R1 |
7,267.5 |
7,267.5 |
7,232.5 |
7,289.0 |
| PP |
7,217.5 |
7,217.5 |
7,217.5 |
7,228.5 |
| S1 |
7,174.5 |
7,174.5 |
7,215.5 |
7,196.0 |
| S2 |
7,124.5 |
7,124.5 |
7,207.0 |
|
| S3 |
7,031.5 |
7,081.5 |
7,198.5 |
|
| S4 |
6,938.5 |
6,988.5 |
7,173.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,288.0 |
7,168.0 |
120.0 |
1.7% |
58.5 |
0.8% |
46% |
False |
False |
80,112 |
| 10 |
7,288.0 |
7,157.5 |
130.5 |
1.8% |
51.5 |
0.7% |
51% |
False |
False |
75,311 |
| 20 |
7,288.0 |
7,014.5 |
273.5 |
3.8% |
55.5 |
0.8% |
76% |
False |
False |
75,108 |
| 40 |
7,288.0 |
6,791.5 |
496.5 |
6.9% |
74.0 |
1.0% |
87% |
False |
False |
106,916 |
| 60 |
7,288.0 |
6,791.5 |
496.5 |
6.9% |
60.5 |
0.8% |
87% |
False |
False |
71,744 |
| 80 |
7,288.0 |
6,730.0 |
558.0 |
7.7% |
51.0 |
0.7% |
88% |
False |
False |
53,840 |
| 100 |
7,288.0 |
6,730.0 |
558.0 |
7.7% |
45.5 |
0.6% |
88% |
False |
False |
43,073 |
| 120 |
7,288.0 |
6,730.0 |
558.0 |
7.7% |
40.5 |
0.6% |
88% |
False |
False |
35,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,472.0 |
|
2.618 |
7,392.0 |
|
1.618 |
7,343.0 |
|
1.000 |
7,312.5 |
|
0.618 |
7,294.0 |
|
HIGH |
7,263.5 |
|
0.618 |
7,245.0 |
|
0.500 |
7,239.0 |
|
0.382 |
7,233.0 |
|
LOW |
7,214.5 |
|
0.618 |
7,184.0 |
|
1.000 |
7,165.5 |
|
1.618 |
7,135.0 |
|
2.618 |
7,086.0 |
|
4.250 |
7,006.0 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,239.0 |
7,251.0 |
| PP |
7,234.0 |
7,242.0 |
| S1 |
7,228.5 |
7,233.0 |
|