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 |
4,599.50 |
4,597.50 |
-2.00 |
0.0% |
4,520.50 |
High |
4,613.00 |
4,620.75 |
7.75 |
0.2% |
4,597.00 |
Low |
4,581.00 |
4,587.75 |
6.75 |
0.1% |
4,516.25 |
Close |
4,599.50 |
4,617.25 |
17.75 |
0.4% |
4,591.00 |
Range |
32.00 |
33.00 |
1.00 |
3.1% |
80.75 |
ATR |
47.68 |
46.64 |
-1.05 |
-2.2% |
0.00 |
Volume |
7,516 |
5,498 |
-2,018 |
-26.8% |
27,833 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.50 |
4,695.50 |
4,635.50 |
|
R3 |
4,674.50 |
4,662.50 |
4,626.25 |
|
R2 |
4,641.50 |
4,641.50 |
4,623.25 |
|
R1 |
4,629.50 |
4,629.50 |
4,620.25 |
4,635.50 |
PP |
4,608.50 |
4,608.50 |
4,608.50 |
4,611.50 |
S1 |
4,596.50 |
4,596.50 |
4,614.25 |
4,602.50 |
S2 |
4,575.50 |
4,575.50 |
4,611.25 |
|
S3 |
4,542.50 |
4,563.50 |
4,608.25 |
|
S4 |
4,509.50 |
4,530.50 |
4,599.00 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,810.25 |
4,781.50 |
4,635.50 |
|
R3 |
4,729.50 |
4,700.75 |
4,613.25 |
|
R2 |
4,648.75 |
4,648.75 |
4,605.75 |
|
R1 |
4,620.00 |
4,620.00 |
4,598.50 |
4,634.50 |
PP |
4,568.00 |
4,568.00 |
4,568.00 |
4,575.25 |
S1 |
4,539.25 |
4,539.25 |
4,583.50 |
4,553.50 |
S2 |
4,487.25 |
4,487.25 |
4,576.25 |
|
S3 |
4,406.50 |
4,458.50 |
4,568.75 |
|
S4 |
4,325.75 |
4,377.75 |
4,546.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,620.75 |
4,537.50 |
83.25 |
1.8% |
37.00 |
0.8% |
96% |
True |
False |
7,037 |
10 |
4,620.75 |
4,497.00 |
123.75 |
2.7% |
35.25 |
0.8% |
97% |
True |
False |
5,407 |
20 |
4,620.75 |
4,266.00 |
354.75 |
7.7% |
44.25 |
1.0% |
99% |
True |
False |
3,605 |
40 |
4,620.75 |
4,252.75 |
368.00 |
8.0% |
56.00 |
1.2% |
99% |
True |
False |
2,792 |
60 |
4,620.75 |
4,252.75 |
368.00 |
8.0% |
48.75 |
1.1% |
99% |
True |
False |
1,940 |
80 |
4,620.75 |
4,206.75 |
414.00 |
9.0% |
46.50 |
1.0% |
99% |
True |
False |
1,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,761.00 |
2.618 |
4,707.25 |
1.618 |
4,674.25 |
1.000 |
4,653.75 |
0.618 |
4,641.25 |
HIGH |
4,620.75 |
0.618 |
4,608.25 |
0.500 |
4,604.25 |
0.382 |
4,600.25 |
LOW |
4,587.75 |
0.618 |
4,567.25 |
1.000 |
4,554.75 |
1.618 |
4,534.25 |
2.618 |
4,501.25 |
4.250 |
4,447.50 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,613.00 |
4,607.25 |
PP |
4,608.50 |
4,597.25 |
S1 |
4,604.25 |
4,587.25 |
|