Trading Metrics calculated at close of trading on 04-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,503.2790 |
4,617.9530 |
114.6740 |
2.5% |
3,974.8740 |
High |
4,663.6210 |
4,627.6360 |
-35.9850 |
-0.8% |
4,455.7900 |
Low |
4,458.5160 |
4,423.1410 |
-35.3750 |
-0.8% |
3,896.8760 |
Close |
4,617.9530 |
4,515.0990 |
-102.8540 |
-2.2% |
4,404.6080 |
Range |
205.1050 |
204.4950 |
-0.6100 |
-0.3% |
558.9140 |
ATR |
257.6868 |
253.8874 |
-3.7994 |
-1.5% |
0.0000 |
Volume |
512,512 |
5,203 |
-507,309 |
-99.0% |
1,917,545 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,135.4437 |
5,029.7663 |
4,627.5713 |
|
R3 |
4,930.9487 |
4,825.2713 |
4,571.3351 |
|
R2 |
4,726.4537 |
4,726.4537 |
4,552.5898 |
|
R1 |
4,620.7763 |
4,620.7763 |
4,533.8444 |
4,571.3675 |
PP |
4,521.9587 |
4,521.9587 |
4,521.9587 |
4,497.2543 |
S1 |
4,416.2813 |
4,416.2813 |
4,496.3536 |
4,366.8725 |
S2 |
4,317.4637 |
4,317.4637 |
4,477.6083 |
|
S3 |
4,112.9687 |
4,211.7863 |
4,458.8629 |
|
S4 |
3,908.4737 |
4,007.2913 |
4,402.6268 |
|
|
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 |
4,663.6210 |
4,158.2380 |
505.3830 |
11.2% |
234.4080 |
5.2% |
71% |
False |
False |
326,011 |
10 |
4,663.6210 |
3,896.8760 |
766.7450 |
17.0% |
264.6760 |
5.9% |
81% |
False |
False |
292,505 |
20 |
4,663.6210 |
3,382.3540 |
1,281.2670 |
28.4% |
241.4542 |
5.3% |
88% |
False |
False |
257,046 |
40 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
44.4% |
260.3888 |
5.8% |
93% |
False |
False |
522,143 |
60 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
44.4% |
261.5474 |
5.8% |
93% |
False |
False |
664,590 |
80 |
4,663.6210 |
1,721.5890 |
2,942.0320 |
65.2% |
243.1895 |
5.4% |
95% |
False |
False |
820,534 |
100 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
65.4% |
234.8708 |
5.2% |
95% |
False |
False |
929,009 |
120 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
65.4% |
264.1771 |
5.9% |
95% |
False |
False |
1,002,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,496.7398 |
2.618 |
5,163.0039 |
1.618 |
4,958.5089 |
1.000 |
4,832.1310 |
0.618 |
4,754.0139 |
HIGH |
4,627.6360 |
0.618 |
4,549.5189 |
0.500 |
4,525.3885 |
0.382 |
4,501.2581 |
LOW |
4,423.1410 |
0.618 |
4,296.7631 |
1.000 |
4,218.6460 |
1.618 |
4,092.2681 |
2.618 |
3,887.7731 |
4.250 |
3,554.0373 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,525.3885 |
4,500.6362 |
PP |
4,521.9587 |
4,486.1733 |
S1 |
4,518.5288 |
4,471.7105 |
|