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 |
4,282.5 |
4,325.0 |
42.5 |
1.0% |
4,178.0 |
High |
4,324.5 |
4,333.0 |
8.5 |
0.2% |
4,257.0 |
Low |
4,280.0 |
4,314.0 |
34.0 |
0.8% |
4,173.0 |
Close |
4,300.5 |
4,323.5 |
23.0 |
0.5% |
4,237.0 |
Range |
44.5 |
19.0 |
-25.5 |
-57.3% |
84.0 |
ATR |
49.3 |
48.1 |
-1.2 |
-2.4% |
0.0 |
Volume |
524,921 |
567,464 |
42,543 |
8.1% |
3,192,823 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.5 |
4,371.0 |
4,334.0 |
|
R3 |
4,361.5 |
4,352.0 |
4,328.7 |
|
R2 |
4,342.5 |
4,342.5 |
4,327.0 |
|
R1 |
4,333.0 |
4,333.0 |
4,325.2 |
4,328.3 |
PP |
4,323.5 |
4,323.5 |
4,323.5 |
4,321.1 |
S1 |
4,314.0 |
4,314.0 |
4,321.8 |
4,309.3 |
S2 |
4,304.5 |
4,304.5 |
4,320.0 |
|
S3 |
4,285.5 |
4,295.0 |
4,318.3 |
|
S4 |
4,266.5 |
4,276.0 |
4,313.1 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.3 |
4,439.7 |
4,283.2 |
|
R3 |
4,390.3 |
4,355.7 |
4,260.1 |
|
R2 |
4,306.3 |
4,306.3 |
4,252.4 |
|
R1 |
4,271.7 |
4,271.7 |
4,244.7 |
4,289.0 |
PP |
4,222.3 |
4,222.3 |
4,222.3 |
4,231.0 |
S1 |
4,187.7 |
4,187.7 |
4,229.3 |
4,205.0 |
S2 |
4,138.3 |
4,138.3 |
4,221.6 |
|
S3 |
4,054.3 |
4,103.7 |
4,213.9 |
|
S4 |
3,970.3 |
4,019.7 |
4,190.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,333.0 |
4,178.0 |
155.0 |
3.6% |
40.9 |
0.9% |
94% |
True |
False |
622,954 |
10 |
4,333.0 |
4,149.5 |
183.5 |
4.2% |
36.1 |
0.8% |
95% |
True |
False |
598,151 |
20 |
4,333.0 |
4,004.0 |
329.0 |
7.6% |
39.7 |
0.9% |
97% |
True |
False |
590,470 |
40 |
4,333.0 |
3,949.5 |
383.5 |
8.9% |
56.8 |
1.3% |
98% |
True |
False |
743,980 |
60 |
4,333.0 |
3,949.5 |
383.5 |
8.9% |
49.3 |
1.1% |
98% |
True |
False |
516,249 |
80 |
4,333.0 |
3,882.0 |
451.0 |
10.4% |
45.0 |
1.0% |
98% |
True |
False |
389,464 |
100 |
4,333.0 |
3,882.0 |
451.0 |
10.4% |
43.8 |
1.0% |
98% |
True |
False |
311,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,413.8 |
2.618 |
4,382.7 |
1.618 |
4,363.7 |
1.000 |
4,352.0 |
0.618 |
4,344.7 |
HIGH |
4,333.0 |
0.618 |
4,325.7 |
0.500 |
4,323.5 |
0.382 |
4,321.3 |
LOW |
4,314.0 |
0.618 |
4,302.3 |
1.000 |
4,295.0 |
1.618 |
4,283.3 |
2.618 |
4,264.3 |
4.250 |
4,233.3 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,323.5 |
4,314.8 |
PP |
4,323.5 |
4,306.2 |
S1 |
4,323.5 |
4,297.5 |
|