| 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 |
16,024.0 |
16,018.0 |
-6.0 |
0.0% |
15,735.0 |
| High |
16,055.0 |
16,078.0 |
23.0 |
0.1% |
16,078.0 |
| Low |
15,985.0 |
15,982.0 |
-3.0 |
0.0% |
15,716.0 |
| Close |
16,024.0 |
16,032.0 |
8.0 |
0.0% |
16,032.0 |
| Range |
70.0 |
96.0 |
26.0 |
37.1% |
362.0 |
| ATR |
175.6 |
169.9 |
-5.7 |
-3.2% |
0.0 |
| Volume |
56,462 |
56,393 |
-69 |
-0.1% |
282,774 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,318.7 |
16,271.3 |
16,084.8 |
|
| R3 |
16,222.7 |
16,175.3 |
16,058.4 |
|
| R2 |
16,126.7 |
16,126.7 |
16,049.6 |
|
| R1 |
16,079.3 |
16,079.3 |
16,040.8 |
16,103.0 |
| PP |
16,030.7 |
16,030.7 |
16,030.7 |
16,042.5 |
| S1 |
15,983.3 |
15,983.3 |
16,023.2 |
16,007.0 |
| S2 |
15,934.7 |
15,934.7 |
16,014.4 |
|
| S3 |
15,838.7 |
15,887.3 |
16,005.6 |
|
| S4 |
15,742.7 |
15,791.3 |
15,979.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,028.0 |
16,892.0 |
16,231.1 |
|
| R3 |
16,666.0 |
16,530.0 |
16,131.6 |
|
| R2 |
16,304.0 |
16,304.0 |
16,098.4 |
|
| R1 |
16,168.0 |
16,168.0 |
16,065.2 |
16,236.0 |
| PP |
15,942.0 |
15,942.0 |
15,942.0 |
15,976.0 |
| S1 |
15,806.0 |
15,806.0 |
15,998.8 |
15,874.0 |
| S2 |
15,580.0 |
15,580.0 |
15,965.6 |
|
| S3 |
15,218.0 |
15,444.0 |
15,932.5 |
|
| S4 |
14,856.0 |
15,082.0 |
15,832.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,078.0 |
15,716.0 |
362.0 |
2.3% |
118.0 |
0.7% |
87% |
True |
False |
56,554 |
| 10 |
16,078.0 |
15,483.0 |
595.0 |
3.7% |
125.8 |
0.8% |
92% |
True |
False |
61,907 |
| 20 |
16,078.0 |
14,992.0 |
1,086.0 |
6.8% |
138.0 |
0.9% |
96% |
True |
False |
61,217 |
| 40 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
184.3 |
1.1% |
96% |
True |
False |
64,513 |
| 60 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
162.8 |
1.0% |
96% |
True |
False |
43,181 |
| 80 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
155.0 |
1.0% |
96% |
True |
False |
32,392 |
| 100 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
155.0 |
1.0% |
96% |
True |
False |
25,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,486.0 |
|
2.618 |
16,329.3 |
|
1.618 |
16,233.3 |
|
1.000 |
16,174.0 |
|
0.618 |
16,137.3 |
|
HIGH |
16,078.0 |
|
0.618 |
16,041.3 |
|
0.500 |
16,030.0 |
|
0.382 |
16,018.7 |
|
LOW |
15,982.0 |
|
0.618 |
15,922.7 |
|
1.000 |
15,886.0 |
|
1.618 |
15,826.7 |
|
2.618 |
15,730.7 |
|
4.250 |
15,574.0 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,031.3 |
16,019.2 |
| PP |
16,030.7 |
16,006.3 |
| S1 |
16,030.0 |
15,993.5 |
|