| 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 |
16,129.50 |
16,335.00 |
205.50 |
1.3% |
15,885.25 |
| High |
16,376.00 |
16,448.50 |
72.50 |
0.4% |
16,448.50 |
| Low |
16,129.50 |
16,292.00 |
162.50 |
1.0% |
15,595.50 |
| Close |
16,330.75 |
16,351.75 |
21.00 |
0.1% |
16,351.75 |
| Range |
246.50 |
156.50 |
-90.00 |
-36.5% |
853.00 |
| ATR |
226.04 |
221.07 |
-4.97 |
-2.2% |
0.00 |
| Volume |
524,361 |
525,824 |
1,463 |
0.3% |
2,328,377 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,833.50 |
16,749.25 |
16,437.75 |
|
| R3 |
16,677.00 |
16,592.75 |
16,394.75 |
|
| R2 |
16,520.50 |
16,520.50 |
16,380.50 |
|
| R1 |
16,436.25 |
16,436.25 |
16,366.00 |
16,478.50 |
| PP |
16,364.00 |
16,364.00 |
16,364.00 |
16,385.25 |
| S1 |
16,279.75 |
16,279.75 |
16,337.50 |
16,322.00 |
| S2 |
16,207.50 |
16,207.50 |
16,323.00 |
|
| S3 |
16,051.00 |
16,123.25 |
16,308.75 |
|
| S4 |
15,894.50 |
15,966.75 |
16,265.75 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,691.00 |
18,374.25 |
16,821.00 |
|
| R3 |
17,838.00 |
17,521.25 |
16,586.25 |
|
| R2 |
16,985.00 |
16,985.00 |
16,508.25 |
|
| R1 |
16,668.25 |
16,668.25 |
16,430.00 |
16,826.50 |
| PP |
16,132.00 |
16,132.00 |
16,132.00 |
16,211.00 |
| S1 |
15,815.25 |
15,815.25 |
16,273.50 |
15,973.50 |
| S2 |
15,279.00 |
15,279.00 |
16,195.25 |
|
| S3 |
14,426.00 |
14,962.25 |
16,117.25 |
|
| S4 |
13,573.00 |
14,109.25 |
15,882.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,448.50 |
15,595.50 |
853.00 |
5.2% |
212.75 |
1.3% |
89% |
True |
False |
465,675 |
| 10 |
16,448.50 |
15,273.75 |
1,174.75 |
7.2% |
219.75 |
1.3% |
92% |
True |
False |
488,786 |
| 20 |
16,448.50 |
14,585.50 |
1,863.00 |
11.4% |
209.25 |
1.3% |
95% |
True |
False |
483,185 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
241.00 |
1.5% |
95% |
True |
False |
551,453 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
215.75 |
1.3% |
95% |
True |
False |
375,713 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
204.75 |
1.3% |
95% |
True |
False |
282,012 |
| 100 |
16,448.50 |
13,833.75 |
2,614.75 |
16.0% |
198.00 |
1.2% |
96% |
True |
False |
225,728 |
| 120 |
16,448.50 |
12,941.50 |
3,507.00 |
21.4% |
193.75 |
1.2% |
97% |
True |
False |
188,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,113.50 |
|
2.618 |
16,858.25 |
|
1.618 |
16,701.75 |
|
1.000 |
16,605.00 |
|
0.618 |
16,545.25 |
|
HIGH |
16,448.50 |
|
0.618 |
16,388.75 |
|
0.500 |
16,370.25 |
|
0.382 |
16,351.75 |
|
LOW |
16,292.00 |
|
0.618 |
16,195.25 |
|
1.000 |
16,135.50 |
|
1.618 |
16,038.75 |
|
2.618 |
15,882.25 |
|
4.250 |
15,627.00 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,370.25 |
16,298.50 |
| PP |
16,364.00 |
16,245.25 |
| S1 |
16,358.00 |
16,192.00 |
|