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 |
1,789.2 |
1,769.9 |
-19.3 |
-1.1% |
1,794.2 |
High |
1,789.3 |
1,800.3 |
11.0 |
0.6% |
1,812.7 |
Low |
1,758.5 |
1,769.3 |
10.8 |
0.6% |
1,772.4 |
Close |
1,763.9 |
1,793.5 |
29.6 |
1.7% |
1,783.9 |
Range |
30.8 |
31.0 |
0.2 |
0.6% |
40.3 |
ATR |
22.5 |
23.4 |
1.0 |
4.4% |
0.0 |
Volume |
257,427 |
222,609 |
-34,818 |
-13.5% |
1,009,708 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,880.7 |
1,868.1 |
1,810.6 |
|
R3 |
1,849.7 |
1,837.1 |
1,802.0 |
|
R2 |
1,818.7 |
1,818.7 |
1,799.2 |
|
R1 |
1,806.1 |
1,806.1 |
1,796.3 |
1,812.4 |
PP |
1,787.7 |
1,787.7 |
1,787.7 |
1,790.9 |
S1 |
1,775.1 |
1,775.1 |
1,790.7 |
1,781.4 |
S2 |
1,756.7 |
1,756.7 |
1,787.8 |
|
S3 |
1,725.7 |
1,744.1 |
1,785.0 |
|
S4 |
1,694.7 |
1,713.1 |
1,776.5 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.6 |
1,887.5 |
1,806.1 |
|
R3 |
1,870.3 |
1,847.2 |
1,795.0 |
|
R2 |
1,830.0 |
1,830.0 |
1,791.3 |
|
R1 |
1,806.9 |
1,806.9 |
1,787.6 |
1,798.3 |
PP |
1,789.7 |
1,789.7 |
1,789.7 |
1,785.4 |
S1 |
1,766.6 |
1,766.6 |
1,780.2 |
1,758.0 |
S2 |
1,749.4 |
1,749.4 |
1,776.5 |
|
S3 |
1,709.1 |
1,726.3 |
1,772.8 |
|
S4 |
1,668.8 |
1,686.0 |
1,761.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,802.9 |
1,758.5 |
44.4 |
2.5% |
24.0 |
1.3% |
79% |
False |
False |
204,733 |
10 |
1,815.5 |
1,758.5 |
57.0 |
3.2% |
23.4 |
1.3% |
61% |
False |
False |
209,167 |
20 |
1,815.5 |
1,749.9 |
65.6 |
3.7% |
22.5 |
1.3% |
66% |
False |
False |
195,688 |
40 |
1,815.5 |
1,721.1 |
94.4 |
5.3% |
23.6 |
1.3% |
77% |
False |
False |
183,377 |
60 |
1,836.9 |
1,721.1 |
115.8 |
6.5% |
22.6 |
1.3% |
63% |
False |
False |
172,424 |
80 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
23.1 |
1.3% |
72% |
False |
False |
163,578 |
100 |
1,869.0 |
1,675.9 |
193.1 |
10.8% |
23.5 |
1.3% |
61% |
False |
False |
133,941 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.6 |
1.3% |
48% |
False |
False |
112,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.1 |
2.618 |
1,881.5 |
1.618 |
1,850.5 |
1.000 |
1,831.3 |
0.618 |
1,819.5 |
HIGH |
1,800.3 |
0.618 |
1,788.5 |
0.500 |
1,784.8 |
0.382 |
1,781.1 |
LOW |
1,769.3 |
0.618 |
1,750.1 |
1.000 |
1,738.3 |
1.618 |
1,719.1 |
2.618 |
1,688.1 |
4.250 |
1,637.6 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,790.6 |
1,788.8 |
PP |
1,787.7 |
1,784.1 |
S1 |
1,784.8 |
1,779.4 |
|