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 |
4,621.25 |
4,651.50 |
30.25 |
0.7% |
4,528.75 |
High |
4,657.00 |
4,676.25 |
19.25 |
0.4% |
4,603.50 |
Low |
4,613.00 |
4,650.75 |
37.75 |
0.8% |
4,522.50 |
Close |
4,652.25 |
4,673.25 |
21.00 |
0.5% |
4,597.00 |
Range |
44.00 |
25.50 |
-18.50 |
-42.0% |
81.00 |
ATR |
47.25 |
45.70 |
-1.55 |
-3.3% |
0.00 |
Volume |
1,074,650 |
1,169,886 |
95,236 |
8.9% |
6,166,023 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,743.25 |
4,733.75 |
4,687.25 |
|
R3 |
4,717.75 |
4,708.25 |
4,680.25 |
|
R2 |
4,692.25 |
4,692.25 |
4,678.00 |
|
R1 |
4,682.75 |
4,682.75 |
4,675.50 |
4,687.50 |
PP |
4,666.75 |
4,666.75 |
4,666.75 |
4,669.00 |
S1 |
4,657.25 |
4,657.25 |
4,671.00 |
4,662.00 |
S2 |
4,641.25 |
4,641.25 |
4,668.50 |
|
S3 |
4,615.75 |
4,631.75 |
4,666.25 |
|
S4 |
4,590.25 |
4,606.25 |
4,659.25 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.25 |
4,788.25 |
4,641.50 |
|
R3 |
4,736.25 |
4,707.25 |
4,619.25 |
|
R2 |
4,655.25 |
4,655.25 |
4,611.75 |
|
R1 |
4,626.25 |
4,626.25 |
4,604.50 |
4,640.75 |
PP |
4,574.25 |
4,574.25 |
4,574.25 |
4,581.50 |
S1 |
4,545.25 |
4,545.25 |
4,589.50 |
4,559.75 |
S2 |
4,493.25 |
4,493.25 |
4,582.25 |
|
S3 |
4,412.25 |
4,464.25 |
4,574.75 |
|
S4 |
4,331.25 |
4,383.25 |
4,552.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,676.25 |
4,559.25 |
117.00 |
2.5% |
36.00 |
0.8% |
97% |
True |
False |
1,142,953 |
10 |
4,676.25 |
4,515.25 |
161.00 |
3.4% |
36.75 |
0.8% |
98% |
True |
False |
1,177,817 |
20 |
4,676.25 |
4,317.25 |
359.00 |
7.7% |
41.50 |
0.9% |
99% |
True |
False |
1,181,429 |
40 |
4,676.25 |
4,260.00 |
416.25 |
8.9% |
56.75 |
1.2% |
99% |
True |
False |
1,541,977 |
60 |
4,676.25 |
4,260.00 |
416.25 |
8.9% |
50.50 |
1.1% |
99% |
True |
False |
1,042,842 |
80 |
4,676.25 |
4,214.25 |
462.00 |
9.9% |
47.75 |
1.0% |
99% |
True |
False |
782,799 |
100 |
4,676.25 |
4,117.00 |
559.25 |
12.0% |
46.25 |
1.0% |
99% |
True |
False |
626,498 |
120 |
4,676.25 |
4,036.75 |
639.50 |
13.7% |
44.75 |
1.0% |
100% |
True |
False |
522,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,784.50 |
2.618 |
4,743.00 |
1.618 |
4,717.50 |
1.000 |
4,701.75 |
0.618 |
4,692.00 |
HIGH |
4,676.25 |
0.618 |
4,666.50 |
0.500 |
4,663.50 |
0.382 |
4,660.50 |
LOW |
4,650.75 |
0.618 |
4,635.00 |
1.000 |
4,625.25 |
1.618 |
4,609.50 |
2.618 |
4,584.00 |
4.250 |
4,542.50 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,670.00 |
4,660.50 |
PP |
4,666.75 |
4,647.50 |
S1 |
4,663.50 |
4,634.75 |
|