| 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 |
15,938.0 |
16,024.0 |
86.0 |
0.5% |
15,536.0 |
| High |
16,021.0 |
16,055.0 |
34.0 |
0.2% |
15,768.0 |
| Low |
15,909.0 |
15,985.0 |
76.0 |
0.5% |
15,483.0 |
| Close |
15,946.0 |
16,024.0 |
78.0 |
0.5% |
15,664.0 |
| Range |
112.0 |
70.0 |
-42.0 |
-37.5% |
285.0 |
| ATR |
180.8 |
175.6 |
-5.1 |
-2.8% |
0.0 |
| Volume |
51,800 |
56,462 |
4,662 |
9.0% |
336,304 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,231.3 |
16,197.7 |
16,062.5 |
|
| R3 |
16,161.3 |
16,127.7 |
16,043.3 |
|
| R2 |
16,091.3 |
16,091.3 |
16,036.8 |
|
| R1 |
16,057.7 |
16,057.7 |
16,030.4 |
16,059.0 |
| PP |
16,021.3 |
16,021.3 |
16,021.3 |
16,022.0 |
| S1 |
15,987.7 |
15,987.7 |
16,017.6 |
15,989.0 |
| S2 |
15,951.3 |
15,951.3 |
16,011.2 |
|
| S3 |
15,881.3 |
15,917.7 |
16,004.8 |
|
| S4 |
15,811.3 |
15,847.7 |
15,985.5 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,493.3 |
16,363.7 |
15,820.8 |
|
| R3 |
16,208.3 |
16,078.7 |
15,742.4 |
|
| R2 |
15,923.3 |
15,923.3 |
15,716.3 |
|
| R1 |
15,793.7 |
15,793.7 |
15,690.1 |
15,858.5 |
| PP |
15,638.3 |
15,638.3 |
15,638.3 |
15,670.8 |
| S1 |
15,508.7 |
15,508.7 |
15,637.9 |
15,573.5 |
| S2 |
15,353.3 |
15,353.3 |
15,611.8 |
|
| S3 |
15,068.3 |
15,223.7 |
15,585.6 |
|
| S4 |
14,783.3 |
14,938.7 |
15,507.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,055.0 |
15,483.0 |
572.0 |
3.6% |
145.2 |
0.9% |
95% |
True |
False |
63,082 |
| 10 |
16,055.0 |
15,468.0 |
587.0 |
3.7% |
129.2 |
0.8% |
95% |
True |
False |
62,689 |
| 20 |
16,055.0 |
14,992.0 |
1,063.0 |
6.6% |
137.6 |
0.9% |
97% |
True |
False |
60,978 |
| 40 |
16,055.0 |
14,795.0 |
1,260.0 |
7.9% |
185.6 |
1.2% |
98% |
True |
False |
63,229 |
| 60 |
16,055.0 |
14,795.0 |
1,260.0 |
7.9% |
162.9 |
1.0% |
98% |
True |
False |
42,242 |
| 80 |
16,055.0 |
14,795.0 |
1,260.0 |
7.9% |
155.8 |
1.0% |
98% |
True |
False |
31,688 |
| 100 |
16,055.0 |
14,795.0 |
1,260.0 |
7.9% |
154.7 |
1.0% |
98% |
True |
False |
25,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,352.5 |
|
2.618 |
16,238.3 |
|
1.618 |
16,168.3 |
|
1.000 |
16,125.0 |
|
0.618 |
16,098.3 |
|
HIGH |
16,055.0 |
|
0.618 |
16,028.3 |
|
0.500 |
16,020.0 |
|
0.382 |
16,011.7 |
|
LOW |
15,985.0 |
|
0.618 |
15,941.7 |
|
1.000 |
15,915.0 |
|
1.618 |
15,871.7 |
|
2.618 |
15,801.7 |
|
4.250 |
15,687.5 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,022.7 |
15,985.2 |
| PP |
16,021.3 |
15,946.3 |
| S1 |
16,020.0 |
15,907.5 |
|