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 |
4,651.50 |
4,671.75 |
20.25 |
0.4% |
4,608.00 |
High |
4,676.25 |
4,711.75 |
35.50 |
0.8% |
4,711.75 |
Low |
4,650.75 |
4,667.50 |
16.75 |
0.4% |
4,586.50 |
Close |
4,673.25 |
4,690.25 |
17.00 |
0.4% |
4,690.25 |
Range |
25.50 |
44.25 |
18.75 |
73.5% |
125.25 |
ATR |
45.70 |
45.59 |
-0.10 |
-0.2% |
0.00 |
Volume |
1,169,886 |
1,459,142 |
289,256 |
24.7% |
5,755,629 |
|
Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.50 |
4,800.75 |
4,714.50 |
|
R3 |
4,778.25 |
4,756.50 |
4,702.50 |
|
R2 |
4,734.00 |
4,734.00 |
4,698.25 |
|
R1 |
4,712.25 |
4,712.25 |
4,694.25 |
4,723.00 |
PP |
4,689.75 |
4,689.75 |
4,689.75 |
4,695.25 |
S1 |
4,668.00 |
4,668.00 |
4,686.25 |
4,679.00 |
S2 |
4,645.50 |
4,645.50 |
4,682.25 |
|
S3 |
4,601.25 |
4,623.75 |
4,678.00 |
|
S4 |
4,557.00 |
4,579.50 |
4,666.00 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,038.50 |
4,989.75 |
4,759.25 |
|
R3 |
4,913.25 |
4,864.50 |
4,724.75 |
|
R2 |
4,788.00 |
4,788.00 |
4,713.25 |
|
R1 |
4,739.25 |
4,739.25 |
4,701.75 |
4,763.50 |
PP |
4,662.75 |
4,662.75 |
4,662.75 |
4,675.00 |
S1 |
4,614.00 |
4,614.00 |
4,678.75 |
4,638.50 |
S2 |
4,537.50 |
4,537.50 |
4,667.25 |
|
S3 |
4,412.25 |
4,488.75 |
4,655.75 |
|
S4 |
4,287.00 |
4,363.50 |
4,621.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,711.75 |
4,586.50 |
125.25 |
2.7% |
36.00 |
0.8% |
83% |
True |
False |
1,151,125 |
10 |
4,711.75 |
4,522.50 |
189.25 |
4.0% |
37.50 |
0.8% |
89% |
True |
False |
1,192,165 |
20 |
4,711.75 |
4,317.25 |
394.50 |
8.4% |
42.25 |
0.9% |
95% |
True |
False |
1,182,978 |
40 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
56.25 |
1.2% |
95% |
True |
False |
1,532,076 |
60 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
50.75 |
1.1% |
95% |
True |
False |
1,067,083 |
80 |
4,711.75 |
4,214.25 |
497.50 |
10.6% |
48.00 |
1.0% |
96% |
True |
False |
801,027 |
100 |
4,711.75 |
4,117.00 |
594.75 |
12.7% |
46.25 |
1.0% |
96% |
True |
False |
641,075 |
120 |
4,711.75 |
4,036.75 |
675.00 |
14.4% |
44.50 |
1.0% |
97% |
True |
False |
534,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,899.75 |
2.618 |
4,827.50 |
1.618 |
4,783.25 |
1.000 |
4,756.00 |
0.618 |
4,739.00 |
HIGH |
4,711.75 |
0.618 |
4,694.75 |
0.500 |
4,689.50 |
0.382 |
4,684.50 |
LOW |
4,667.50 |
0.618 |
4,640.25 |
1.000 |
4,623.25 |
1.618 |
4,596.00 |
2.618 |
4,551.75 |
4.250 |
4,479.50 |
|
|
Fisher Pivots for day following 05-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,690.00 |
4,681.00 |
PP |
4,689.75 |
4,671.75 |
S1 |
4,689.50 |
4,662.50 |
|