| 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 |
1,786.8 |
1,796.7 |
9.9 |
0.6% |
1,796.4 |
| High |
1,799.5 |
1,799.4 |
-0.1 |
0.0% |
1,814.6 |
| Low |
1,782.9 |
1,789.7 |
6.8 |
0.4% |
1,774.6 |
| Close |
1,797.9 |
1,791.5 |
-6.4 |
-0.4% |
1,785.9 |
| Range |
16.6 |
9.7 |
-6.9 |
-41.6% |
40.0 |
| ATR |
21.9 |
21.1 |
-0.9 |
-4.0% |
0.0 |
| Volume |
11,683 |
7,903 |
-3,780 |
-32.4% |
33,998 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.6 |
1,816.8 |
1,796.8 |
|
| R3 |
1,812.9 |
1,807.1 |
1,794.2 |
|
| R2 |
1,803.2 |
1,803.2 |
1,793.3 |
|
| R1 |
1,797.4 |
1,797.4 |
1,792.4 |
1,795.5 |
| PP |
1,793.5 |
1,793.5 |
1,793.5 |
1,792.6 |
| S1 |
1,787.7 |
1,787.7 |
1,790.6 |
1,785.8 |
| S2 |
1,783.8 |
1,783.8 |
1,789.7 |
|
| S3 |
1,774.1 |
1,778.0 |
1,788.8 |
|
| S4 |
1,764.4 |
1,768.3 |
1,786.2 |
|
|
| 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% |
18.3 |
1.0% |
42% |
False |
False |
8,827 |
| 10 |
1,817.5 |
1,770.3 |
47.2 |
2.6% |
20.1 |
1.1% |
45% |
False |
False |
7,165 |
| 20 |
1,817.5 |
1,747.9 |
69.6 |
3.9% |
20.5 |
1.1% |
63% |
False |
False |
5,696 |
| 40 |
1,817.5 |
1,723.7 |
93.8 |
5.2% |
22.2 |
1.2% |
72% |
False |
False |
4,585 |
| 60 |
1,838.7 |
1,720.7 |
118.0 |
6.6% |
21.4 |
1.2% |
60% |
False |
False |
3,633 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.7 |
1.2% |
70% |
False |
False |
3,319 |
| 100 |
1,910.5 |
1,680.0 |
230.5 |
12.9% |
22.4 |
1.2% |
48% |
False |
False |
2,873 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
21.8 |
1.2% |
46% |
False |
False |
2,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,840.6 |
|
2.618 |
1,824.8 |
|
1.618 |
1,815.1 |
|
1.000 |
1,809.1 |
|
0.618 |
1,805.4 |
|
HIGH |
1,799.4 |
|
0.618 |
1,795.7 |
|
0.500 |
1,794.6 |
|
0.382 |
1,793.4 |
|
LOW |
1,789.7 |
|
0.618 |
1,783.7 |
|
1.000 |
1,780.0 |
|
1.618 |
1,774.0 |
|
2.618 |
1,764.3 |
|
4.250 |
1,748.5 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,794.6 |
1,790.8 |
| PP |
1,793.5 |
1,790.2 |
| S1 |
1,792.5 |
1,789.5 |
|