| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,803.3 |
1,786.8 |
-16.5 |
-0.9% |
1,796.4 |
| High |
1,804.4 |
1,799.5 |
-4.9 |
-0.3% |
1,814.6 |
| Low |
1,774.6 |
1,782.9 |
8.3 |
0.5% |
1,774.6 |
| Close |
1,785.9 |
1,797.9 |
12.0 |
0.7% |
1,785.9 |
| Range |
29.8 |
16.6 |
-13.2 |
-44.3% |
40.0 |
| ATR |
22.4 |
21.9 |
-0.4 |
-1.8% |
0.0 |
| Volume |
9,208 |
11,683 |
2,475 |
26.9% |
33,998 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.2 |
1,837.2 |
1,807.0 |
|
| R3 |
1,826.6 |
1,820.6 |
1,802.5 |
|
| R2 |
1,810.0 |
1,810.0 |
1,800.9 |
|
| R1 |
1,804.0 |
1,804.0 |
1,799.4 |
1,807.0 |
| PP |
1,793.4 |
1,793.4 |
1,793.4 |
1,795.0 |
| S1 |
1,787.4 |
1,787.4 |
1,796.4 |
1,790.4 |
| S2 |
1,776.8 |
1,776.8 |
1,794.9 |
|
| S3 |
1,760.2 |
1,770.8 |
1,793.3 |
|
| S4 |
1,743.6 |
1,754.2 |
1,788.8 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.7 |
1,888.8 |
1,807.9 |
|
| R3 |
1,871.7 |
1,848.8 |
1,796.9 |
|
| R2 |
1,831.7 |
1,831.7 |
1,793.2 |
|
| R1 |
1,808.8 |
1,808.8 |
1,789.6 |
1,800.3 |
| PP |
1,791.7 |
1,791.7 |
1,791.7 |
1,787.4 |
| S1 |
1,768.8 |
1,768.8 |
1,782.2 |
1,760.3 |
| S2 |
1,751.7 |
1,751.7 |
1,778.6 |
|
| S3 |
1,711.7 |
1,728.8 |
1,774.9 |
|
| S4 |
1,671.7 |
1,688.8 |
1,763.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,814.6 |
1,774.6 |
40.0 |
2.2% |
21.7 |
1.2% |
58% |
False |
False |
7,921 |
| 10 |
1,817.5 |
1,765.6 |
51.9 |
2.9% |
21.4 |
1.2% |
62% |
False |
False |
6,531 |
| 20 |
1,817.5 |
1,747.9 |
69.6 |
3.9% |
21.1 |
1.2% |
72% |
False |
False |
5,542 |
| 40 |
1,834.0 |
1,723.7 |
110.3 |
6.1% |
22.9 |
1.3% |
67% |
False |
False |
4,474 |
| 60 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
22.6 |
1.3% |
74% |
False |
False |
3,563 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.8 |
1.2% |
74% |
False |
False |
3,257 |
| 100 |
1,910.5 |
1,680.0 |
230.5 |
12.8% |
22.6 |
1.3% |
51% |
False |
False |
2,801 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.8 |
1.2% |
49% |
False |
False |
2,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,870.1 |
|
2.618 |
1,843.0 |
|
1.618 |
1,826.4 |
|
1.000 |
1,816.1 |
|
0.618 |
1,809.8 |
|
HIGH |
1,799.5 |
|
0.618 |
1,793.2 |
|
0.500 |
1,791.2 |
|
0.382 |
1,789.2 |
|
LOW |
1,782.9 |
|
0.618 |
1,772.6 |
|
1.000 |
1,766.3 |
|
1.618 |
1,756.0 |
|
2.618 |
1,739.4 |
|
4.250 |
1,712.4 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,795.7 |
1,796.8 |
| PP |
1,793.4 |
1,795.7 |
| S1 |
1,791.2 |
1,794.6 |
|