| 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 |
1,769.9 |
1,792.6 |
22.7 |
1.3% |
1,785.3 |
| High |
1,800.3 |
1,820.1 |
19.8 |
1.1% |
1,820.1 |
| Low |
1,769.3 |
1,785.3 |
16.0 |
0.9% |
1,758.5 |
| Close |
1,793.5 |
1,816.8 |
23.3 |
1.3% |
1,816.8 |
| Range |
31.0 |
34.8 |
3.8 |
12.3% |
61.6 |
| ATR |
23.4 |
24.3 |
0.8 |
3.5% |
0.0 |
| Volume |
222,609 |
299,618 |
77,009 |
34.6% |
1,068,772 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.8 |
1,899.1 |
1,835.9 |
|
| R3 |
1,877.0 |
1,864.3 |
1,826.4 |
|
| R2 |
1,842.2 |
1,842.2 |
1,823.2 |
|
| R1 |
1,829.5 |
1,829.5 |
1,820.0 |
1,835.9 |
| PP |
1,807.4 |
1,807.4 |
1,807.4 |
1,810.6 |
| S1 |
1,794.7 |
1,794.7 |
1,813.6 |
1,801.1 |
| S2 |
1,772.6 |
1,772.6 |
1,810.4 |
|
| S3 |
1,737.8 |
1,759.9 |
1,807.2 |
|
| S4 |
1,703.0 |
1,725.1 |
1,797.7 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.3 |
1,961.6 |
1,850.7 |
|
| R3 |
1,921.7 |
1,900.0 |
1,833.7 |
|
| R2 |
1,860.1 |
1,860.1 |
1,828.1 |
|
| R1 |
1,838.4 |
1,838.4 |
1,822.4 |
1,849.3 |
| PP |
1,798.5 |
1,798.5 |
1,798.5 |
1,803.9 |
| S1 |
1,776.8 |
1,776.8 |
1,811.2 |
1,787.7 |
| S2 |
1,736.9 |
1,736.9 |
1,805.5 |
|
| S3 |
1,675.3 |
1,715.2 |
1,799.9 |
|
| S4 |
1,613.7 |
1,653.6 |
1,782.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,820.1 |
1,758.5 |
61.6 |
3.4% |
24.9 |
1.4% |
95% |
True |
False |
213,754 |
| 10 |
1,820.1 |
1,758.5 |
61.6 |
3.4% |
23.6 |
1.3% |
95% |
True |
False |
207,848 |
| 20 |
1,820.1 |
1,749.9 |
70.2 |
3.9% |
22.8 |
1.3% |
95% |
True |
False |
198,650 |
| 40 |
1,820.1 |
1,721.1 |
99.0 |
5.4% |
24.0 |
1.3% |
97% |
True |
False |
187,462 |
| 60 |
1,836.9 |
1,721.1 |
115.8 |
6.4% |
22.9 |
1.3% |
83% |
False |
False |
175,132 |
| 80 |
1,837.5 |
1,675.9 |
161.6 |
8.9% |
23.4 |
1.3% |
87% |
False |
False |
166,913 |
| 100 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
23.2 |
1.3% |
86% |
False |
False |
136,896 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.8 |
1.3% |
57% |
False |
False |
114,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,968.0 |
|
2.618 |
1,911.2 |
|
1.618 |
1,876.4 |
|
1.000 |
1,854.9 |
|
0.618 |
1,841.6 |
|
HIGH |
1,820.1 |
|
0.618 |
1,806.8 |
|
0.500 |
1,802.7 |
|
0.382 |
1,798.6 |
|
LOW |
1,785.3 |
|
0.618 |
1,763.8 |
|
1.000 |
1,750.5 |
|
1.618 |
1,729.0 |
|
2.618 |
1,694.2 |
|
4.250 |
1,637.4 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.1 |
1,807.6 |
| PP |
1,807.4 |
1,798.5 |
| S1 |
1,802.7 |
1,789.3 |
|