| 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 |
2,360.1 |
2,403.0 |
42.9 |
1.8% |
2,284.7 |
| High |
2,413.7 |
2,424.8 |
11.1 |
0.5% |
2,321.9 |
| Low |
2,354.1 |
2,390.9 |
36.8 |
1.6% |
2,248.8 |
| Close |
2,401.1 |
2,400.8 |
-0.3 |
0.0% |
2,295.3 |
| Range |
59.6 |
33.9 |
-25.7 |
-43.1% |
73.1 |
| ATR |
42.1 |
41.5 |
-0.6 |
-1.4% |
0.0 |
| Volume |
224,964 |
185,300 |
-39,664 |
-17.6% |
824,782 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.2 |
2,487.9 |
2,419.4 |
|
| R3 |
2,473.3 |
2,454.0 |
2,410.1 |
|
| R2 |
2,439.4 |
2,439.4 |
2,407.0 |
|
| R1 |
2,420.1 |
2,420.1 |
2,403.9 |
2,412.8 |
| PP |
2,405.5 |
2,405.5 |
2,405.5 |
2,401.9 |
| S1 |
2,386.2 |
2,386.2 |
2,397.7 |
2,378.9 |
| S2 |
2,371.6 |
2,371.6 |
2,394.6 |
|
| S3 |
2,337.7 |
2,352.3 |
2,391.5 |
|
| S4 |
2,303.8 |
2,318.4 |
2,382.2 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.0 |
2,474.7 |
2,335.5 |
|
| R3 |
2,434.9 |
2,401.6 |
2,315.4 |
|
| R2 |
2,361.8 |
2,361.8 |
2,308.7 |
|
| R1 |
2,328.5 |
2,328.5 |
2,302.0 |
2,345.2 |
| PP |
2,288.7 |
2,288.7 |
2,288.7 |
2,297.0 |
| S1 |
2,255.4 |
2,255.4 |
2,288.6 |
2,272.1 |
| S2 |
2,215.6 |
2,215.6 |
2,281.9 |
|
| S3 |
2,142.5 |
2,182.3 |
2,275.2 |
|
| S4 |
2,069.4 |
2,109.2 |
2,255.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,424.8 |
2,283.8 |
141.0 |
5.9% |
41.7 |
1.7% |
83% |
True |
False |
187,831 |
| 10 |
2,424.8 |
2,248.8 |
176.0 |
7.3% |
42.0 |
1.7% |
86% |
True |
False |
178,442 |
| 20 |
2,424.8 |
2,193.6 |
231.2 |
9.6% |
38.7 |
1.6% |
90% |
True |
False |
162,020 |
| 40 |
2,424.8 |
2,146.9 |
277.9 |
11.6% |
43.4 |
1.8% |
91% |
True |
False |
192,749 |
| 60 |
2,424.8 |
2,104.7 |
320.1 |
13.3% |
41.4 |
1.7% |
93% |
True |
False |
130,067 |
| 80 |
2,424.8 |
2,096.4 |
328.4 |
13.7% |
42.0 |
1.7% |
93% |
True |
False |
97,578 |
| 100 |
2,424.8 |
2,096.4 |
328.4 |
13.7% |
41.3 |
1.7% |
93% |
True |
False |
78,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.9 |
|
2.618 |
2,513.6 |
|
1.618 |
2,479.7 |
|
1.000 |
2,458.7 |
|
0.618 |
2,445.8 |
|
HIGH |
2,424.8 |
|
0.618 |
2,411.9 |
|
0.500 |
2,407.9 |
|
0.382 |
2,403.8 |
|
LOW |
2,390.9 |
|
0.618 |
2,369.9 |
|
1.000 |
2,357.0 |
|
1.618 |
2,336.0 |
|
2.618 |
2,302.1 |
|
4.250 |
2,246.8 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.9 |
2,394.9 |
| PP |
2,405.5 |
2,389.0 |
| S1 |
2,403.2 |
2,383.1 |
|