Trading Metrics calculated at close of trading on 08-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,666.25 |
4,676.00 |
9.75 |
0.2% |
4,599.50 |
High |
4,705.50 |
4,700.75 |
-4.75 |
-0.1% |
4,705.50 |
Low |
4,661.75 |
4,670.25 |
8.50 |
0.2% |
4,581.00 |
Close |
4,683.75 |
4,687.75 |
4.00 |
0.1% |
4,683.75 |
Range |
43.75 |
30.50 |
-13.25 |
-30.3% |
124.50 |
ATR |
44.72 |
43.71 |
-1.02 |
-2.3% |
0.00 |
Volume |
5,271 |
2,492 |
-2,779 |
-52.7% |
35,024 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,777.75 |
4,763.25 |
4,704.50 |
|
R3 |
4,747.25 |
4,732.75 |
4,696.25 |
|
R2 |
4,716.75 |
4,716.75 |
4,693.25 |
|
R1 |
4,702.25 |
4,702.25 |
4,690.50 |
4,709.50 |
PP |
4,686.25 |
4,686.25 |
4,686.25 |
4,690.00 |
S1 |
4,671.75 |
4,671.75 |
4,685.00 |
4,679.00 |
S2 |
4,655.75 |
4,655.75 |
4,682.25 |
|
S3 |
4,625.25 |
4,641.25 |
4,679.25 |
|
S4 |
4,594.75 |
4,610.75 |
4,671.00 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,030.25 |
4,981.50 |
4,752.25 |
|
R3 |
4,905.75 |
4,857.00 |
4,718.00 |
|
R2 |
4,781.25 |
4,781.25 |
4,706.50 |
|
R1 |
4,732.50 |
4,732.50 |
4,695.25 |
4,757.00 |
PP |
4,656.75 |
4,656.75 |
4,656.75 |
4,669.00 |
S1 |
4,608.00 |
4,608.00 |
4,672.25 |
4,632.50 |
S2 |
4,532.25 |
4,532.25 |
4,661.00 |
|
S3 |
4,407.75 |
4,483.50 |
4,649.50 |
|
S4 |
4,283.25 |
4,359.00 |
4,615.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,705.50 |
4,587.75 |
117.75 |
2.5% |
35.00 |
0.7% |
85% |
False |
False |
6,000 |
10 |
4,705.50 |
4,537.50 |
168.00 |
3.6% |
35.50 |
0.8% |
89% |
False |
False |
6,368 |
20 |
4,705.50 |
4,311.00 |
394.50 |
8.4% |
39.50 |
0.8% |
96% |
False |
False |
4,498 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
54.75 |
1.2% |
96% |
False |
False |
3,348 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
50.00 |
1.1% |
96% |
False |
False |
2,341 |
80 |
4,705.50 |
4,206.75 |
498.75 |
10.6% |
46.50 |
1.0% |
96% |
False |
False |
1,772 |
100 |
4,705.50 |
4,110.75 |
594.75 |
12.7% |
44.25 |
0.9% |
97% |
False |
False |
1,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,830.50 |
2.618 |
4,780.50 |
1.618 |
4,750.00 |
1.000 |
4,731.25 |
0.618 |
4,719.50 |
HIGH |
4,700.75 |
0.618 |
4,689.00 |
0.500 |
4,685.50 |
0.382 |
4,682.00 |
LOW |
4,670.25 |
0.618 |
4,651.50 |
1.000 |
4,639.75 |
1.618 |
4,621.00 |
2.618 |
4,590.50 |
4.250 |
4,540.50 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,687.00 |
4,683.50 |
PP |
4,686.25 |
4,679.50 |
S1 |
4,685.50 |
4,675.25 |
|