| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,299.9 |
2,301.8 |
1.9 |
0.1% |
2,284.7 |
| High |
2,302.7 |
2,356.8 |
54.1 |
2.3% |
2,321.9 |
| Low |
2,283.8 |
2,283.8 |
0.0 |
0.0% |
2,248.8 |
| Close |
2,295.3 |
2,354.3 |
59.0 |
2.6% |
2,295.3 |
| Range |
18.9 |
73.0 |
54.1 |
286.2% |
73.1 |
| ATR |
39.7 |
42.1 |
2.4 |
6.0% |
0.0 |
| Volume |
145,945 |
204,613 |
58,668 |
40.2% |
824,782 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.6 |
2,525.5 |
2,394.5 |
|
| R3 |
2,477.6 |
2,452.5 |
2,374.4 |
|
| R2 |
2,404.6 |
2,404.6 |
2,367.7 |
|
| R1 |
2,379.5 |
2,379.5 |
2,361.0 |
2,392.1 |
| PP |
2,331.6 |
2,331.6 |
2,331.6 |
2,337.9 |
| S1 |
2,306.5 |
2,306.5 |
2,347.6 |
2,319.1 |
| S2 |
2,258.6 |
2,258.6 |
2,340.9 |
|
| S3 |
2,185.6 |
2,233.5 |
2,334.2 |
|
| S4 |
2,112.6 |
2,160.5 |
2,314.2 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.0 |
2,474.7 |
2,335.5 |
|
| R3 |
2,434.9 |
2,401.6 |
2,315.4 |
|
| R2 |
2,361.8 |
2,361.8 |
2,308.7 |
|
| R1 |
2,328.5 |
2,328.5 |
2,302.0 |
2,345.2 |
| PP |
2,288.7 |
2,288.7 |
2,288.7 |
2,297.0 |
| S1 |
2,255.4 |
2,255.4 |
2,288.6 |
2,272.1 |
| S2 |
2,215.6 |
2,215.6 |
2,281.9 |
|
| S3 |
2,142.5 |
2,182.3 |
2,275.2 |
|
| S4 |
2,069.4 |
2,109.2 |
2,255.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,356.8 |
2,248.8 |
108.0 |
4.6% |
44.9 |
1.9% |
98% |
True |
False |
177,130 |
| 10 |
2,356.8 |
2,248.8 |
108.0 |
4.6% |
38.9 |
1.7% |
98% |
True |
False |
159,867 |
| 20 |
2,356.8 |
2,180.2 |
176.6 |
7.5% |
39.9 |
1.7% |
99% |
True |
False |
164,118 |
| 40 |
2,356.8 |
2,146.9 |
209.9 |
8.9% |
43.4 |
1.8% |
99% |
True |
False |
180,102 |
| 60 |
2,356.8 |
2,104.7 |
252.1 |
10.7% |
40.6 |
1.7% |
99% |
True |
False |
120,264 |
| 80 |
2,356.8 |
2,096.4 |
260.4 |
11.1% |
42.1 |
1.8% |
99% |
True |
False |
90,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.1 |
|
2.618 |
2,547.9 |
|
1.618 |
2,474.9 |
|
1.000 |
2,429.8 |
|
0.618 |
2,401.9 |
|
HIGH |
2,356.8 |
|
0.618 |
2,328.9 |
|
0.500 |
2,320.3 |
|
0.382 |
2,311.7 |
|
LOW |
2,283.8 |
|
0.618 |
2,238.7 |
|
1.000 |
2,210.8 |
|
1.618 |
2,165.7 |
|
2.618 |
2,092.7 |
|
4.250 |
1,973.6 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,343.0 |
2,337.3 |
| PP |
2,331.6 |
2,320.2 |
| S1 |
2,320.3 |
2,303.2 |
|