| 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 |
15,957.75 |
16,129.50 |
171.75 |
1.1% |
15,324.25 |
| High |
16,145.75 |
16,376.00 |
230.25 |
1.4% |
15,864.75 |
| Low |
15,935.25 |
16,129.50 |
194.25 |
1.2% |
15,273.75 |
| Close |
16,129.75 |
16,330.75 |
201.00 |
1.2% |
15,838.50 |
| Range |
210.50 |
246.50 |
36.00 |
17.1% |
591.00 |
| ATR |
224.47 |
226.04 |
1.57 |
0.7% |
0.00 |
| Volume |
448,135 |
524,361 |
76,226 |
17.0% |
2,559,485 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,018.25 |
16,921.00 |
16,466.25 |
|
| R3 |
16,771.75 |
16,674.50 |
16,398.50 |
|
| R2 |
16,525.25 |
16,525.25 |
16,376.00 |
|
| R1 |
16,428.00 |
16,428.00 |
16,353.25 |
16,476.50 |
| PP |
16,278.75 |
16,278.75 |
16,278.75 |
16,303.00 |
| S1 |
16,181.50 |
16,181.50 |
16,308.25 |
16,230.00 |
| S2 |
16,032.25 |
16,032.25 |
16,285.50 |
|
| S3 |
15,785.75 |
15,935.00 |
16,263.00 |
|
| S4 |
15,539.25 |
15,688.50 |
16,195.25 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,432.00 |
17,226.25 |
16,163.50 |
|
| R3 |
16,841.00 |
16,635.25 |
16,001.00 |
|
| R2 |
16,250.00 |
16,250.00 |
15,946.75 |
|
| R1 |
16,044.25 |
16,044.25 |
15,892.75 |
16,147.00 |
| PP |
15,659.00 |
15,659.00 |
15,659.00 |
15,710.50 |
| S1 |
15,453.25 |
15,453.25 |
15,784.25 |
15,556.00 |
| S2 |
15,068.00 |
15,068.00 |
15,730.25 |
|
| S3 |
14,477.00 |
14,862.25 |
15,676.00 |
|
| S4 |
13,886.00 |
14,271.25 |
15,513.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,376.00 |
15,595.50 |
780.50 |
4.8% |
235.25 |
1.4% |
94% |
True |
False |
457,449 |
| 10 |
16,376.00 |
15,273.75 |
1,102.25 |
6.7% |
223.25 |
1.4% |
96% |
True |
False |
490,742 |
| 20 |
16,376.00 |
14,585.50 |
1,790.50 |
11.0% |
211.75 |
1.3% |
97% |
True |
False |
484,424 |
| 40 |
16,376.00 |
14,367.75 |
2,008.25 |
12.3% |
243.00 |
1.5% |
98% |
True |
False |
547,995 |
| 60 |
16,376.00 |
14,367.75 |
2,008.25 |
12.3% |
215.75 |
1.3% |
98% |
True |
False |
366,967 |
| 80 |
16,376.00 |
14,367.75 |
2,008.25 |
12.3% |
206.00 |
1.3% |
98% |
True |
False |
275,451 |
| 100 |
16,376.00 |
13,823.50 |
2,552.50 |
15.6% |
199.00 |
1.2% |
98% |
True |
False |
220,475 |
| 120 |
16,376.00 |
12,941.50 |
3,434.50 |
21.0% |
194.25 |
1.2% |
99% |
True |
False |
183,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,423.50 |
|
2.618 |
17,021.25 |
|
1.618 |
16,774.75 |
|
1.000 |
16,622.50 |
|
0.618 |
16,528.25 |
|
HIGH |
16,376.00 |
|
0.618 |
16,281.75 |
|
0.500 |
16,252.75 |
|
0.382 |
16,223.75 |
|
LOW |
16,129.50 |
|
0.618 |
15,977.25 |
|
1.000 |
15,883.00 |
|
1.618 |
15,730.75 |
|
2.618 |
15,484.25 |
|
4.250 |
15,082.00 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,304.75 |
16,258.00 |
| PP |
16,278.75 |
16,185.50 |
| S1 |
16,252.75 |
16,112.75 |
|