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 |
4,402.5880 |
4,306.2470 |
-96.3410 |
-2.2% |
3,974.8740 |
High |
4,432.3950 |
4,530.1350 |
97.7400 |
2.2% |
4,455.7900 |
Low |
4,158.2380 |
4,279.8000 |
121.5620 |
2.9% |
3,896.8760 |
Close |
4,306.4430 |
4,503.2790 |
196.8360 |
4.6% |
4,404.6080 |
Range |
274.1570 |
250.3350 |
-23.8220 |
-8.7% |
558.9140 |
ATR |
262.6082 |
261.7315 |
-0.8767 |
-0.3% |
0.0000 |
Volume |
42 |
483,154 |
483,112 |
1,150,266.7% |
1,917,545 |
|
Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.7430 |
5,096.3460 |
4,640.9633 |
|
R3 |
4,938.4080 |
4,846.0110 |
4,572.1211 |
|
R2 |
4,688.0730 |
4,688.0730 |
4,549.1738 |
|
R1 |
4,595.6760 |
4,595.6760 |
4,526.2264 |
4,641.8745 |
PP |
4,437.7380 |
4,437.7380 |
4,437.7380 |
4,460.8373 |
S1 |
4,345.3410 |
4,345.3410 |
4,480.3316 |
4,391.5395 |
S2 |
4,187.4030 |
4,187.4030 |
4,457.3843 |
|
S3 |
3,937.0680 |
4,095.0060 |
4,434.4369 |
|
S4 |
3,686.7330 |
3,844.6710 |
4,365.5948 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.1667 |
5,725.8013 |
4,712.0107 |
|
R3 |
5,370.2527 |
5,166.8873 |
4,558.3094 |
|
R2 |
4,811.3387 |
4,811.3387 |
4,507.0756 |
|
R1 |
4,607.9733 |
4,607.9733 |
4,455.8418 |
4,709.6560 |
PP |
4,252.4247 |
4,252.4247 |
4,252.4247 |
4,303.2660 |
S1 |
4,049.0593 |
4,049.0593 |
4,353.3742 |
4,150.7420 |
S2 |
3,693.5107 |
3,693.5107 |
4,302.1404 |
|
S3 |
3,134.5967 |
3,490.1453 |
4,250.9067 |
|
S4 |
2,575.6827 |
2,931.2313 |
4,097.2053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,530.1350 |
3,896.8760 |
633.2590 |
14.1% |
302.3130 |
6.7% |
96% |
True |
False |
479,427 |
10 |
4,530.1350 |
3,801.8080 |
728.3270 |
16.2% |
290.3826 |
6.4% |
96% |
True |
False |
286,233 |
20 |
4,530.1350 |
3,349.7870 |
1,180.3480 |
26.2% |
243.0559 |
5.4% |
98% |
True |
False |
278,635 |
40 |
4,530.1350 |
2,657.0130 |
1,873.1220 |
41.6% |
262.3735 |
5.8% |
99% |
True |
False |
572,603 |
60 |
4,530.1350 |
2,657.0130 |
1,873.1220 |
41.6% |
260.2355 |
5.8% |
99% |
True |
False |
702,138 |
80 |
4,530.1350 |
1,721.5890 |
2,808.5460 |
62.4% |
241.4391 |
5.4% |
99% |
True |
False |
842,746 |
100 |
4,530.1350 |
1,709.6900 |
2,820.4450 |
62.6% |
235.4875 |
5.2% |
99% |
True |
False |
947,404 |
120 |
4,530.1350 |
1,709.6900 |
2,820.4450 |
62.6% |
273.6842 |
6.1% |
99% |
True |
False |
1,021,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,594.0588 |
2.618 |
5,185.5120 |
1.618 |
4,935.1770 |
1.000 |
4,780.4700 |
0.618 |
4,684.8420 |
HIGH |
4,530.1350 |
0.618 |
4,434.5070 |
0.500 |
4,404.9675 |
0.382 |
4,375.4280 |
LOW |
4,279.8000 |
0.618 |
4,125.0930 |
1.000 |
4,029.4650 |
1.618 |
3,874.7580 |
2.618 |
3,624.4230 |
4.250 |
3,215.8763 |
|
|
Fisher Pivots for day following 02-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,470.5085 |
4,450.2482 |
PP |
4,437.7380 |
4,397.2173 |
S1 |
4,404.9675 |
4,344.1865 |
|