| 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 |
2,403.0 |
2,402.0 |
-1.0 |
0.0% |
2,301.8 |
| High |
2,424.8 |
2,450.3 |
25.5 |
1.1% |
2,450.3 |
| Low |
2,390.9 |
2,399.2 |
8.3 |
0.3% |
2,283.8 |
| Close |
2,400.8 |
2,434.3 |
33.5 |
1.4% |
2,434.3 |
| Range |
33.9 |
51.1 |
17.2 |
50.7% |
166.5 |
| ATR |
41.5 |
42.2 |
0.7 |
1.7% |
0.0 |
| Volume |
185,300 |
253,361 |
68,061 |
36.7% |
1,046,572 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.2 |
2,558.9 |
2,462.4 |
|
| R3 |
2,530.1 |
2,507.8 |
2,448.4 |
|
| R2 |
2,479.0 |
2,479.0 |
2,443.7 |
|
| R1 |
2,456.7 |
2,456.7 |
2,439.0 |
2,467.9 |
| PP |
2,427.9 |
2,427.9 |
2,427.9 |
2,433.5 |
| S1 |
2,405.6 |
2,405.6 |
2,429.6 |
2,416.8 |
| S2 |
2,376.8 |
2,376.8 |
2,424.9 |
|
| S3 |
2,325.7 |
2,354.5 |
2,420.2 |
|
| S4 |
2,274.6 |
2,303.4 |
2,406.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.0 |
2,828.1 |
2,525.9 |
|
| R3 |
2,722.5 |
2,661.6 |
2,480.1 |
|
| R2 |
2,556.0 |
2,556.0 |
2,464.8 |
|
| R1 |
2,495.1 |
2,495.1 |
2,449.6 |
2,525.6 |
| PP |
2,389.5 |
2,389.5 |
2,389.5 |
2,404.7 |
| S1 |
2,328.6 |
2,328.6 |
2,419.0 |
2,359.1 |
| S2 |
2,223.0 |
2,223.0 |
2,403.8 |
|
| S3 |
2,056.5 |
2,162.1 |
2,388.5 |
|
| S4 |
1,890.0 |
1,995.6 |
2,342.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,450.3 |
2,283.8 |
166.5 |
6.8% |
48.2 |
2.0% |
90% |
True |
False |
209,314 |
| 10 |
2,450.3 |
2,248.8 |
201.5 |
8.3% |
43.6 |
1.8% |
92% |
True |
False |
187,135 |
| 20 |
2,450.3 |
2,193.6 |
256.7 |
10.5% |
39.8 |
1.6% |
94% |
True |
False |
167,026 |
| 40 |
2,450.3 |
2,146.9 |
303.4 |
12.5% |
43.5 |
1.8% |
95% |
True |
False |
193,654 |
| 60 |
2,450.3 |
2,104.7 |
345.6 |
14.2% |
41.9 |
1.7% |
95% |
True |
False |
134,289 |
| 80 |
2,450.3 |
2,096.4 |
353.9 |
14.5% |
42.1 |
1.7% |
95% |
True |
False |
100,743 |
| 100 |
2,450.3 |
2,096.4 |
353.9 |
14.5% |
41.8 |
1.7% |
95% |
True |
False |
80,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,667.5 |
|
2.618 |
2,584.1 |
|
1.618 |
2,533.0 |
|
1.000 |
2,501.4 |
|
0.618 |
2,481.9 |
|
HIGH |
2,450.3 |
|
0.618 |
2,430.8 |
|
0.500 |
2,424.8 |
|
0.382 |
2,418.7 |
|
LOW |
2,399.2 |
|
0.618 |
2,367.6 |
|
1.000 |
2,348.1 |
|
1.618 |
2,316.5 |
|
2.618 |
2,265.4 |
|
4.250 |
2,182.0 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,431.1 |
2,423.6 |
| PP |
2,427.9 |
2,412.9 |
| S1 |
2,424.8 |
2,402.2 |
|