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 |
4,325.0 |
4,328.0 |
3.0 |
0.1% |
4,263.0 |
High |
4,333.0 |
4,367.0 |
34.0 |
0.8% |
4,367.0 |
Low |
4,314.0 |
4,317.0 |
3.0 |
0.1% |
4,252.5 |
Close |
4,323.5 |
4,350.0 |
26.5 |
0.6% |
4,350.0 |
Range |
19.0 |
50.0 |
31.0 |
163.2% |
114.5 |
ATR |
48.1 |
48.2 |
0.1 |
0.3% |
0.0 |
Volume |
567,464 |
669,840 |
102,376 |
18.0% |
2,796,946 |
|
Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.7 |
4,472.3 |
4,377.5 |
|
R3 |
4,444.7 |
4,422.3 |
4,363.8 |
|
R2 |
4,394.7 |
4,394.7 |
4,359.2 |
|
R1 |
4,372.3 |
4,372.3 |
4,354.6 |
4,383.5 |
PP |
4,344.7 |
4,344.7 |
4,344.7 |
4,350.3 |
S1 |
4,322.3 |
4,322.3 |
4,345.4 |
4,333.5 |
S2 |
4,294.7 |
4,294.7 |
4,340.8 |
|
S3 |
4,244.7 |
4,272.3 |
4,336.3 |
|
S4 |
4,194.7 |
4,222.3 |
4,322.5 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.7 |
4,622.8 |
4,413.0 |
|
R3 |
4,552.2 |
4,508.3 |
4,381.5 |
|
R2 |
4,437.7 |
4,437.7 |
4,371.0 |
|
R1 |
4,393.8 |
4,393.8 |
4,360.5 |
4,415.8 |
PP |
4,323.2 |
4,323.2 |
4,323.2 |
4,334.1 |
S1 |
4,279.3 |
4,279.3 |
4,339.5 |
4,301.3 |
S2 |
4,208.7 |
4,208.7 |
4,329.0 |
|
S3 |
4,094.2 |
4,164.8 |
4,318.5 |
|
S4 |
3,979.7 |
4,050.3 |
4,287.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,367.0 |
4,252.5 |
114.5 |
2.6% |
35.1 |
0.8% |
85% |
True |
False |
559,389 |
10 |
4,367.0 |
4,173.0 |
194.0 |
4.5% |
36.8 |
0.8% |
91% |
True |
False |
598,976 |
20 |
4,367.0 |
4,004.0 |
363.0 |
8.3% |
40.3 |
0.9% |
95% |
True |
False |
594,376 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
56.7 |
1.3% |
96% |
True |
False |
751,420 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
49.7 |
1.1% |
96% |
True |
False |
527,363 |
80 |
4,367.0 |
3,882.0 |
485.0 |
11.1% |
45.2 |
1.0% |
96% |
True |
False |
397,836 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.1% |
44.0 |
1.0% |
96% |
True |
False |
318,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,579.5 |
2.618 |
4,497.9 |
1.618 |
4,447.9 |
1.000 |
4,417.0 |
0.618 |
4,397.9 |
HIGH |
4,367.0 |
0.618 |
4,347.9 |
0.500 |
4,342.0 |
0.382 |
4,336.1 |
LOW |
4,317.0 |
0.618 |
4,286.1 |
1.000 |
4,267.0 |
1.618 |
4,236.1 |
2.618 |
4,186.1 |
4.250 |
4,104.5 |
|
|
Fisher Pivots for day following 05-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,347.3 |
4,341.2 |
PP |
4,344.7 |
4,332.3 |
S1 |
4,342.0 |
4,323.5 |
|