| 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 |
35,935.11 |
36,059.09 |
123.98 |
0.3% |
35,692.62 |
| High |
36,088.81 |
36,178.51 |
89.70 |
0.2% |
35,892.92 |
| Low |
35,884.13 |
35,891.73 |
7.60 |
0.0% |
35,490.43 |
| Close |
36,052.63 |
36,157.58 |
104.95 |
0.3% |
35,819.56 |
| Range |
204.68 |
286.78 |
82.10 |
40.1% |
402.49 |
| ATR |
306.15 |
304.77 |
-1.38 |
-0.5% |
0.00 |
| Volume |
304,514,482 |
262,540,220 |
-41,974,262 |
-13.8% |
756,415,177 |
|
| Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,936.28 |
36,833.71 |
36,315.31 |
|
| R3 |
36,649.50 |
36,546.93 |
36,236.44 |
|
| R2 |
36,362.72 |
36,362.72 |
36,210.16 |
|
| R1 |
36,260.15 |
36,260.15 |
36,183.87 |
36,311.44 |
| PP |
36,075.94 |
36,075.94 |
36,075.94 |
36,101.58 |
| S1 |
35,973.37 |
35,973.37 |
36,131.29 |
36,024.66 |
| S2 |
35,789.16 |
35,789.16 |
36,105.00 |
|
| S3 |
35,502.38 |
35,686.59 |
36,078.72 |
|
| S4 |
35,215.60 |
35,399.81 |
35,999.85 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,941.77 |
36,783.16 |
36,040.93 |
|
| R3 |
36,539.28 |
36,380.67 |
35,930.24 |
|
| R2 |
36,136.79 |
36,136.79 |
35,893.35 |
|
| R1 |
35,978.18 |
35,978.18 |
35,856.45 |
36,057.49 |
| PP |
35,734.30 |
35,734.30 |
35,734.30 |
35,773.96 |
| S1 |
35,575.69 |
35,575.69 |
35,782.67 |
35,655.00 |
| S2 |
35,331.81 |
35,331.81 |
35,745.77 |
|
| S3 |
34,929.32 |
35,173.20 |
35,708.88 |
|
| S4 |
34,526.83 |
34,770.71 |
35,598.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,178.51 |
35,545.41 |
633.10 |
1.8% |
223.32 |
0.6% |
97% |
True |
False |
323,790,464 |
| 10 |
36,178.51 |
35,442.53 |
735.98 |
2.0% |
217.84 |
0.6% |
97% |
True |
False |
192,107,436 |
| 20 |
36,178.51 |
34,115.10 |
2,063.41 |
5.7% |
267.56 |
0.7% |
99% |
True |
False |
126,832,916 |
| 40 |
36,178.51 |
33,613.03 |
2,565.48 |
7.1% |
365.61 |
1.0% |
99% |
True |
False |
63,416,458 |
| 60 |
36,178.51 |
33,613.03 |
2,565.48 |
7.1% |
321.50 |
0.9% |
99% |
True |
False |
42,277,638 |
| 80 |
36,178.51 |
33,613.03 |
2,565.48 |
7.1% |
315.50 |
0.9% |
99% |
True |
False |
31,708,229 |
| 100 |
36,178.51 |
33,271.93 |
2,906.58 |
8.0% |
313.24 |
0.9% |
99% |
True |
False |
25,366,583 |
| 120 |
36,178.51 |
33,271.93 |
2,906.58 |
8.0% |
303.51 |
0.8% |
99% |
True |
False |
21,138,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,397.33 |
|
2.618 |
36,929.30 |
|
1.618 |
36,642.52 |
|
1.000 |
36,465.29 |
|
0.618 |
36,355.74 |
|
HIGH |
36,178.51 |
|
0.618 |
36,068.96 |
|
0.500 |
36,035.12 |
|
0.382 |
36,001.28 |
|
LOW |
35,891.73 |
|
0.618 |
35,714.50 |
|
1.000 |
35,604.95 |
|
1.618 |
35,427.72 |
|
2.618 |
35,140.94 |
|
4.250 |
34,672.92 |
|
|
| Fisher Pivots for day following 03-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,116.76 |
36,101.13 |
| PP |
36,075.94 |
36,044.69 |
| S1 |
36,035.12 |
35,988.24 |
|