| 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 |
1,773.0 |
1,794.8 |
21.8 |
1.2% |
1,786.8 |
| High |
1,802.2 |
1,822.2 |
20.0 |
1.1% |
1,822.2 |
| Low |
1,773.0 |
1,787.6 |
14.6 |
0.8% |
1,761.0 |
| Close |
1,795.6 |
1,819.0 |
23.4 |
1.3% |
1,819.0 |
| Range |
29.2 |
34.6 |
5.4 |
18.5% |
61.2 |
| ATR |
22.8 |
23.6 |
0.8 |
3.7% |
0.0 |
| Volume |
8,084 |
48,238 |
40,154 |
496.7% |
82,653 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.4 |
1,900.8 |
1,838.0 |
|
| R3 |
1,878.8 |
1,866.2 |
1,828.5 |
|
| R2 |
1,844.2 |
1,844.2 |
1,825.3 |
|
| R1 |
1,831.6 |
1,831.6 |
1,822.2 |
1,837.9 |
| PP |
1,809.6 |
1,809.6 |
1,809.6 |
1,812.8 |
| S1 |
1,797.0 |
1,797.0 |
1,815.8 |
1,803.3 |
| S2 |
1,775.0 |
1,775.0 |
1,812.7 |
|
| S3 |
1,740.4 |
1,762.4 |
1,809.5 |
|
| S4 |
1,705.8 |
1,727.8 |
1,800.0 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,984.3 |
1,962.9 |
1,852.7 |
|
| R3 |
1,923.1 |
1,901.7 |
1,835.8 |
|
| R2 |
1,861.9 |
1,861.9 |
1,830.2 |
|
| R1 |
1,840.5 |
1,840.5 |
1,824.6 |
1,851.2 |
| PP |
1,800.7 |
1,800.7 |
1,800.7 |
1,806.1 |
| S1 |
1,779.3 |
1,779.3 |
1,813.4 |
1,790.0 |
| S2 |
1,739.5 |
1,739.5 |
1,807.8 |
|
| S3 |
1,678.3 |
1,718.1 |
1,802.2 |
|
| S4 |
1,617.1 |
1,656.9 |
1,785.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,822.2 |
1,761.0 |
61.2 |
3.4% |
24.0 |
1.3% |
95% |
True |
False |
16,530 |
| 10 |
1,822.2 |
1,761.0 |
61.2 |
3.4% |
23.0 |
1.3% |
95% |
True |
False |
11,665 |
| 20 |
1,822.2 |
1,752.1 |
70.1 |
3.9% |
22.1 |
1.2% |
95% |
True |
False |
8,024 |
| 40 |
1,822.2 |
1,723.7 |
98.5 |
5.4% |
23.1 |
1.3% |
97% |
True |
False |
5,892 |
| 60 |
1,838.7 |
1,723.7 |
115.0 |
6.3% |
21.8 |
1.2% |
83% |
False |
False |
4,526 |
| 80 |
1,838.7 |
1,680.0 |
158.7 |
8.7% |
22.2 |
1.2% |
88% |
False |
False |
3,992 |
| 100 |
1,840.3 |
1,680.0 |
160.3 |
8.8% |
22.0 |
1.2% |
87% |
False |
False |
3,487 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
22.3 |
1.2% |
57% |
False |
False |
3,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,969.3 |
|
2.618 |
1,912.8 |
|
1.618 |
1,878.2 |
|
1.000 |
1,856.8 |
|
0.618 |
1,843.6 |
|
HIGH |
1,822.2 |
|
0.618 |
1,809.0 |
|
0.500 |
1,804.9 |
|
0.382 |
1,800.8 |
|
LOW |
1,787.6 |
|
0.618 |
1,766.2 |
|
1.000 |
1,753.0 |
|
1.618 |
1,731.6 |
|
2.618 |
1,697.0 |
|
4.250 |
1,640.6 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.3 |
1,809.9 |
| PP |
1,809.6 |
1,800.7 |
| S1 |
1,804.9 |
1,791.6 |
|