Trading Metrics calculated at close of trading on 05-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,617.9530 |
4,515.0780 |
-102.8750 |
-2.2% |
4,402.5880 |
High |
4,627.6360 |
4,571.2830 |
-56.3530 |
-1.2% |
4,663.6210 |
Low |
4,423.1410 |
4,445.2210 |
22.0800 |
0.5% |
4,158.2380 |
Close |
4,515.0990 |
4,452.4380 |
-62.6610 |
-1.4% |
4,452.4380 |
Range |
204.4950 |
126.0620 |
-78.4330 |
-38.4% |
505.3830 |
ATR |
253.8874 |
244.7570 |
-9.1304 |
-3.6% |
0.0000 |
Volume |
5,203 |
35 |
-5,168 |
-99.3% |
1,000,946 |
|
Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,867.8333 |
4,786.1977 |
4,521.7721 |
|
R3 |
4,741.7713 |
4,660.1357 |
4,487.1051 |
|
R2 |
4,615.7093 |
4,615.7093 |
4,475.5494 |
|
R1 |
4,534.0737 |
4,534.0737 |
4,463.9937 |
4,511.8605 |
PP |
4,489.6473 |
4,489.6473 |
4,489.6473 |
4,478.5408 |
S1 |
4,408.0117 |
4,408.0117 |
4,440.8823 |
4,385.7985 |
S2 |
4,363.5853 |
4,363.5853 |
4,429.3266 |
|
S3 |
4,237.5233 |
4,281.9497 |
4,417.7710 |
|
S4 |
4,111.4613 |
4,155.8877 |
4,383.1039 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,940.9147 |
5,702.0593 |
4,730.3987 |
|
R3 |
5,435.5317 |
5,196.6763 |
4,591.4183 |
|
R2 |
4,930.1487 |
4,930.1487 |
4,545.0916 |
|
R1 |
4,691.2933 |
4,691.2933 |
4,498.7648 |
4,810.7210 |
PP |
4,424.7657 |
4,424.7657 |
4,424.7657 |
4,484.4795 |
S1 |
4,185.9103 |
4,185.9103 |
4,406.1112 |
4,305.3380 |
S2 |
3,919.3827 |
3,919.3827 |
4,359.7845 |
|
S3 |
3,413.9997 |
3,680.5273 |
4,313.4577 |
|
S4 |
2,908.6167 |
3,175.1443 |
4,174.4774 |
|
|
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 |
11.4% |
212.0308 |
4.8% |
58% |
False |
False |
200,189 |
10 |
4,663.6210 |
3,896.8760 |
766.7450 |
17.2% |
250.6931 |
5.6% |
72% |
False |
False |
291,849 |
20 |
4,663.6210 |
3,382.3540 |
1,281.2670 |
28.8% |
241.6680 |
5.4% |
84% |
False |
False |
238,195 |
40 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
45.1% |
256.2539 |
5.8% |
89% |
False |
False |
501,078 |
60 |
4,663.6210 |
2,657.0130 |
2,006.6080 |
45.1% |
259.3481 |
5.8% |
89% |
False |
False |
644,482 |
80 |
4,663.6210 |
1,721.5890 |
2,942.0320 |
66.1% |
242.8480 |
5.5% |
93% |
False |
False |
807,914 |
100 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
66.3% |
234.3091 |
5.3% |
93% |
False |
False |
918,907 |
120 |
4,663.6210 |
1,709.6900 |
2,953.9310 |
66.3% |
262.2260 |
5.9% |
93% |
False |
False |
993,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,107.0465 |
2.618 |
4,901.3133 |
1.618 |
4,775.2513 |
1.000 |
4,697.3450 |
0.618 |
4,649.1893 |
HIGH |
4,571.2830 |
0.618 |
4,523.1273 |
0.500 |
4,508.2520 |
0.382 |
4,493.3767 |
LOW |
4,445.2210 |
0.618 |
4,367.3147 |
1.000 |
4,319.1590 |
1.618 |
4,241.2527 |
2.618 |
4,115.1907 |
4.250 |
3,909.4575 |
|
|
Fisher Pivots for day following 05-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,508.2520 |
4,543.3810 |
PP |
4,489.6473 |
4,513.0667 |
S1 |
4,471.0427 |
4,482.7523 |
|