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 |
1,796.7 |
1,791.0 |
-5.7 |
-0.3% |
1,796.4 |
High |
1,799.4 |
1,791.0 |
-8.4 |
-0.5% |
1,814.6 |
Low |
1,789.7 |
1,761.0 |
-28.7 |
-1.6% |
1,774.6 |
Close |
1,791.5 |
1,766.0 |
-25.5 |
-1.4% |
1,785.9 |
Range |
9.7 |
30.0 |
20.3 |
209.3% |
40.0 |
ATR |
21.1 |
21.7 |
0.7 |
3.2% |
0.0 |
Volume |
7,903 |
6,745 |
-1,158 |
-14.7% |
33,998 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.7 |
1,844.3 |
1,782.5 |
|
R3 |
1,832.7 |
1,814.3 |
1,774.3 |
|
R2 |
1,802.7 |
1,802.7 |
1,771.5 |
|
R1 |
1,784.3 |
1,784.3 |
1,768.8 |
1,778.5 |
PP |
1,772.7 |
1,772.7 |
1,772.7 |
1,769.8 |
S1 |
1,754.3 |
1,754.3 |
1,763.3 |
1,748.5 |
S2 |
1,742.7 |
1,742.7 |
1,760.5 |
|
S3 |
1,712.7 |
1,724.3 |
1,757.8 |
|
S4 |
1,682.7 |
1,694.3 |
1,749.5 |
|
|
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 |
1,761.0 |
53.6 |
3.0% |
21.1 |
1.2% |
9% |
False |
True |
9,618 |
10 |
1,817.5 |
1,761.0 |
56.5 |
3.2% |
21.1 |
1.2% |
9% |
False |
True |
7,419 |
20 |
1,817.5 |
1,752.1 |
65.4 |
3.7% |
21.0 |
1.2% |
21% |
False |
False |
5,853 |
40 |
1,817.5 |
1,723.7 |
93.8 |
5.3% |
22.4 |
1.3% |
45% |
False |
False |
4,703 |
60 |
1,838.7 |
1,723.7 |
115.0 |
6.5% |
21.5 |
1.2% |
37% |
False |
False |
3,684 |
80 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.9 |
1.2% |
54% |
False |
False |
3,360 |
100 |
1,876.5 |
1,680.0 |
196.5 |
11.1% |
22.1 |
1.3% |
44% |
False |
False |
2,935 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.0 |
1.2% |
35% |
False |
False |
2,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.5 |
2.618 |
1,869.5 |
1.618 |
1,839.5 |
1.000 |
1,821.0 |
0.618 |
1,809.5 |
HIGH |
1,791.0 |
0.618 |
1,779.5 |
0.500 |
1,776.0 |
0.382 |
1,772.5 |
LOW |
1,761.0 |
0.618 |
1,742.5 |
1.000 |
1,731.0 |
1.618 |
1,712.5 |
2.618 |
1,682.5 |
4.250 |
1,633.5 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,776.0 |
1,780.3 |
PP |
1,772.7 |
1,775.5 |
S1 |
1,769.3 |
1,770.8 |
|