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 |
4,613.00 |
4,647.00 |
34.00 |
0.7% |
4,520.50 |
High |
4,650.00 |
4,669.25 |
19.25 |
0.4% |
4,597.00 |
Low |
4,607.00 |
4,645.00 |
38.00 |
0.8% |
4,516.25 |
Close |
4,645.75 |
4,666.75 |
21.00 |
0.5% |
4,591.00 |
Range |
43.00 |
24.25 |
-18.75 |
-43.6% |
80.75 |
ATR |
46.38 |
44.80 |
-1.58 |
-3.4% |
0.00 |
Volume |
4,857 |
11,882 |
7,025 |
144.6% |
27,833 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,733.00 |
4,724.25 |
4,680.00 |
|
R3 |
4,708.75 |
4,700.00 |
4,673.50 |
|
R2 |
4,684.50 |
4,684.50 |
4,671.25 |
|
R1 |
4,675.75 |
4,675.75 |
4,669.00 |
4,680.00 |
PP |
4,660.25 |
4,660.25 |
4,660.25 |
4,662.50 |
S1 |
4,651.50 |
4,651.50 |
4,664.50 |
4,656.00 |
S2 |
4,636.00 |
4,636.00 |
4,662.25 |
|
S3 |
4,611.75 |
4,627.25 |
4,660.00 |
|
S4 |
4,587.50 |
4,603.00 |
4,653.50 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,810.25 |
4,781.50 |
4,635.50 |
|
R3 |
4,729.50 |
4,700.75 |
4,613.25 |
|
R2 |
4,648.75 |
4,648.75 |
4,605.75 |
|
R1 |
4,620.00 |
4,620.00 |
4,598.50 |
4,634.50 |
PP |
4,568.00 |
4,568.00 |
4,568.00 |
4,575.25 |
S1 |
4,539.25 |
4,539.25 |
4,583.50 |
4,553.50 |
S2 |
4,487.25 |
4,487.25 |
4,576.25 |
|
S3 |
4,406.50 |
4,458.50 |
4,568.75 |
|
S4 |
4,325.75 |
4,377.75 |
4,546.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,669.25 |
4,553.75 |
115.50 |
2.5% |
35.00 |
0.8% |
98% |
True |
False |
7,833 |
10 |
4,669.25 |
4,509.00 |
160.25 |
3.4% |
36.00 |
0.8% |
98% |
True |
False |
6,347 |
20 |
4,669.25 |
4,311.00 |
358.25 |
7.7% |
40.50 |
0.9% |
99% |
True |
False |
4,208 |
40 |
4,669.25 |
4,252.75 |
416.50 |
8.9% |
55.75 |
1.2% |
99% |
True |
False |
3,199 |
60 |
4,669.25 |
4,252.75 |
416.50 |
8.9% |
49.25 |
1.1% |
99% |
True |
False |
2,218 |
80 |
4,669.25 |
4,206.75 |
462.50 |
9.9% |
46.50 |
1.0% |
99% |
True |
False |
1,677 |
100 |
4,669.25 |
4,110.75 |
558.50 |
12.0% |
44.25 |
0.9% |
100% |
True |
False |
1,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.25 |
2.618 |
4,732.75 |
1.618 |
4,708.50 |
1.000 |
4,693.50 |
0.618 |
4,684.25 |
HIGH |
4,669.25 |
0.618 |
4,660.00 |
0.500 |
4,657.00 |
0.382 |
4,654.25 |
LOW |
4,645.00 |
0.618 |
4,630.00 |
1.000 |
4,620.75 |
1.618 |
4,605.75 |
2.618 |
4,581.50 |
4.250 |
4,542.00 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,663.50 |
4,654.00 |
PP |
4,660.25 |
4,641.25 |
S1 |
4,657.00 |
4,628.50 |
|