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 |
4,597.50 |
4,613.00 |
15.50 |
0.3% |
4,520.50 |
High |
4,620.75 |
4,650.00 |
29.25 |
0.6% |
4,597.00 |
Low |
4,587.75 |
4,607.00 |
19.25 |
0.4% |
4,516.25 |
Close |
4,617.25 |
4,645.75 |
28.50 |
0.6% |
4,591.00 |
Range |
33.00 |
43.00 |
10.00 |
30.3% |
80.75 |
ATR |
46.64 |
46.38 |
-0.26 |
-0.6% |
0.00 |
Volume |
5,498 |
4,857 |
-641 |
-11.7% |
27,833 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,763.25 |
4,747.50 |
4,669.50 |
|
R3 |
4,720.25 |
4,704.50 |
4,657.50 |
|
R2 |
4,677.25 |
4,677.25 |
4,653.75 |
|
R1 |
4,661.50 |
4,661.50 |
4,649.75 |
4,669.50 |
PP |
4,634.25 |
4,634.25 |
4,634.25 |
4,638.25 |
S1 |
4,618.50 |
4,618.50 |
4,641.75 |
4,626.50 |
S2 |
4,591.25 |
4,591.25 |
4,637.75 |
|
S3 |
4,548.25 |
4,575.50 |
4,634.00 |
|
S4 |
4,505.25 |
4,532.50 |
4,622.00 |
|
|
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 |
4,650.00 |
4,539.00 |
111.00 |
2.4% |
39.25 |
0.8% |
96% |
True |
False |
6,646 |
10 |
4,650.00 |
4,503.75 |
146.25 |
3.1% |
36.75 |
0.8% |
97% |
True |
False |
5,694 |
20 |
4,650.00 |
4,311.00 |
339.00 |
7.3% |
42.25 |
0.9% |
99% |
True |
False |
3,755 |
40 |
4,650.00 |
4,252.75 |
397.25 |
8.6% |
56.25 |
1.2% |
99% |
True |
False |
2,906 |
60 |
4,650.00 |
4,252.75 |
397.25 |
8.6% |
49.25 |
1.1% |
99% |
True |
False |
2,020 |
80 |
4,650.00 |
4,206.75 |
443.25 |
9.5% |
46.75 |
1.0% |
99% |
True |
False |
1,530 |
100 |
4,650.00 |
4,110.75 |
539.25 |
11.6% |
44.25 |
1.0% |
99% |
True |
False |
1,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,832.75 |
2.618 |
4,762.50 |
1.618 |
4,719.50 |
1.000 |
4,693.00 |
0.618 |
4,676.50 |
HIGH |
4,650.00 |
0.618 |
4,633.50 |
0.500 |
4,628.50 |
0.382 |
4,623.50 |
LOW |
4,607.00 |
0.618 |
4,580.50 |
1.000 |
4,564.00 |
1.618 |
4,537.50 |
2.618 |
4,494.50 |
4.250 |
4,424.25 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,640.00 |
4,635.75 |
PP |
4,634.25 |
4,625.50 |
S1 |
4,628.50 |
4,615.50 |
|