| 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 |
1,791.0 |
1,773.0 |
-18.0 |
-1.0% |
1,796.4 |
| High |
1,791.0 |
1,802.2 |
11.2 |
0.6% |
1,814.6 |
| Low |
1,761.0 |
1,773.0 |
12.0 |
0.7% |
1,774.6 |
| Close |
1,766.0 |
1,795.6 |
29.6 |
1.7% |
1,785.9 |
| Range |
30.0 |
29.2 |
-0.8 |
-2.7% |
40.0 |
| ATR |
21.7 |
22.8 |
1.0 |
4.8% |
0.0 |
| Volume |
6,745 |
8,084 |
1,339 |
19.9% |
33,998 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,877.9 |
1,865.9 |
1,811.7 |
|
| R3 |
1,848.7 |
1,836.7 |
1,803.6 |
|
| R2 |
1,819.5 |
1,819.5 |
1,801.0 |
|
| R1 |
1,807.5 |
1,807.5 |
1,798.3 |
1,813.5 |
| PP |
1,790.3 |
1,790.3 |
1,790.3 |
1,793.3 |
| S1 |
1,778.3 |
1,778.3 |
1,792.9 |
1,784.3 |
| S2 |
1,761.1 |
1,761.1 |
1,790.2 |
|
| S3 |
1,731.9 |
1,749.1 |
1,787.6 |
|
| S4 |
1,702.7 |
1,719.9 |
1,779.5 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.7 |
1,888.8 |
1,807.9 |
|
| R3 |
1,871.7 |
1,848.8 |
1,796.9 |
|
| R2 |
1,831.7 |
1,831.7 |
1,793.2 |
|
| R1 |
1,808.8 |
1,808.8 |
1,789.6 |
1,800.3 |
| PP |
1,791.7 |
1,791.7 |
1,791.7 |
1,787.4 |
| S1 |
1,768.8 |
1,768.8 |
1,782.2 |
1,760.3 |
| S2 |
1,751.7 |
1,751.7 |
1,778.6 |
|
| S3 |
1,711.7 |
1,728.8 |
1,774.9 |
|
| S4 |
1,671.7 |
1,688.8 |
1,763.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.4 |
1,761.0 |
43.4 |
2.4% |
23.1 |
1.3% |
80% |
False |
False |
8,724 |
| 10 |
1,817.5 |
1,761.0 |
56.5 |
3.1% |
22.7 |
1.3% |
61% |
False |
False |
8,126 |
| 20 |
1,817.5 |
1,752.1 |
65.4 |
3.6% |
21.7 |
1.2% |
67% |
False |
False |
5,989 |
| 40 |
1,817.5 |
1,723.7 |
93.8 |
5.2% |
22.7 |
1.3% |
77% |
False |
False |
4,758 |
| 60 |
1,838.7 |
1,723.7 |
115.0 |
6.4% |
21.5 |
1.2% |
63% |
False |
False |
3,765 |
| 80 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.9 |
1.2% |
72% |
False |
False |
3,406 |
| 100 |
1,868.5 |
1,680.0 |
188.5 |
10.5% |
22.2 |
1.2% |
61% |
False |
False |
3,013 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
22.0 |
1.2% |
48% |
False |
False |
2,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.3 |
|
2.618 |
1,878.6 |
|
1.618 |
1,849.4 |
|
1.000 |
1,831.4 |
|
0.618 |
1,820.2 |
|
HIGH |
1,802.2 |
|
0.618 |
1,791.0 |
|
0.500 |
1,787.6 |
|
0.382 |
1,784.2 |
|
LOW |
1,773.0 |
|
0.618 |
1,755.0 |
|
1.000 |
1,743.8 |
|
1.618 |
1,725.8 |
|
2.618 |
1,696.6 |
|
4.250 |
1,648.9 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,792.9 |
1,790.9 |
| PP |
1,790.3 |
1,786.3 |
| S1 |
1,787.6 |
1,781.6 |
|