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 |
7,248.0 |
7,258.0 |
10.0 |
0.1% |
7,252.5 |
High |
7,276.0 |
7,313.5 |
37.5 |
0.5% |
7,313.5 |
Low |
7,229.0 |
7,240.5 |
11.5 |
0.2% |
7,214.5 |
Close |
7,271.0 |
7,286.5 |
15.5 |
0.2% |
7,286.5 |
Range |
47.0 |
73.0 |
26.0 |
55.3% |
99.0 |
ATR |
63.0 |
63.7 |
0.7 |
1.1% |
0.0 |
Volume |
94,635 |
80,980 |
-13,655 |
-14.4% |
402,816 |
|
Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,499.0 |
7,466.0 |
7,326.5 |
|
R3 |
7,426.0 |
7,393.0 |
7,306.5 |
|
R2 |
7,353.0 |
7,353.0 |
7,300.0 |
|
R1 |
7,320.0 |
7,320.0 |
7,293.0 |
7,336.5 |
PP |
7,280.0 |
7,280.0 |
7,280.0 |
7,288.5 |
S1 |
7,247.0 |
7,247.0 |
7,280.0 |
7,263.5 |
S2 |
7,207.0 |
7,207.0 |
7,273.0 |
|
S3 |
7,134.0 |
7,174.0 |
7,266.5 |
|
S4 |
7,061.0 |
7,101.0 |
7,246.5 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,568.5 |
7,526.5 |
7,341.0 |
|
R3 |
7,469.5 |
7,427.5 |
7,313.5 |
|
R2 |
7,370.5 |
7,370.5 |
7,304.5 |
|
R1 |
7,328.5 |
7,328.5 |
7,295.5 |
7,349.5 |
PP |
7,271.5 |
7,271.5 |
7,271.5 |
7,282.0 |
S1 |
7,229.5 |
7,229.5 |
7,277.5 |
7,250.5 |
S2 |
7,172.5 |
7,172.5 |
7,268.5 |
|
S3 |
7,073.5 |
7,130.5 |
7,259.5 |
|
S4 |
6,974.5 |
7,031.5 |
7,232.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,313.5 |
7,214.5 |
99.0 |
1.4% |
58.0 |
0.8% |
73% |
True |
False |
80,563 |
10 |
7,313.5 |
7,168.0 |
145.5 |
2.0% |
54.0 |
0.7% |
81% |
True |
False |
78,456 |
20 |
7,313.5 |
7,027.0 |
286.5 |
3.9% |
56.5 |
0.8% |
91% |
True |
False |
76,149 |
40 |
7,313.5 |
6,791.5 |
522.0 |
7.2% |
74.0 |
1.0% |
95% |
True |
False |
106,133 |
60 |
7,313.5 |
6,791.5 |
522.0 |
7.2% |
61.5 |
0.8% |
95% |
True |
False |
74,664 |
80 |
7,313.5 |
6,730.0 |
583.5 |
8.0% |
52.0 |
0.7% |
95% |
True |
False |
56,035 |
100 |
7,313.5 |
6,730.0 |
583.5 |
8.0% |
46.0 |
0.6% |
95% |
True |
False |
44,829 |
120 |
7,313.5 |
6,730.0 |
583.5 |
8.0% |
41.0 |
0.6% |
95% |
True |
False |
37,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,624.0 |
2.618 |
7,504.5 |
1.618 |
7,431.5 |
1.000 |
7,386.5 |
0.618 |
7,358.5 |
HIGH |
7,313.5 |
0.618 |
7,285.5 |
0.500 |
7,277.0 |
0.382 |
7,268.5 |
LOW |
7,240.5 |
0.618 |
7,195.5 |
1.000 |
7,167.5 |
1.618 |
7,122.5 |
2.618 |
7,049.5 |
4.250 |
6,930.0 |
|
|
Fisher Pivots for day following 05-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
7,283.5 |
7,279.0 |
PP |
7,280.0 |
7,271.5 |
S1 |
7,277.0 |
7,264.0 |
|