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 |
1,787.0 |
1,781.9 |
-5.1 |
-0.3% |
1,798.7 |
High |
1,789.2 |
1,803.2 |
14.0 |
0.8% |
1,814.8 |
Low |
1,762.8 |
1,774.6 |
11.8 |
0.7% |
1,776.2 |
Close |
1,767.5 |
1,797.1 |
29.6 |
1.7% |
1,787.6 |
Range |
26.4 |
28.6 |
2.2 |
8.3% |
38.6 |
ATR |
20.9 |
22.0 |
1.1 |
5.1% |
0.0 |
Volume |
2,368 |
3,734 |
1,366 |
57.7% |
5,824 |
|
Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.4 |
1,865.9 |
1,812.8 |
|
R3 |
1,848.8 |
1,837.3 |
1,805.0 |
|
R2 |
1,820.2 |
1,820.2 |
1,802.3 |
|
R1 |
1,808.7 |
1,808.7 |
1,799.7 |
1,814.5 |
PP |
1,791.6 |
1,791.6 |
1,791.6 |
1,794.5 |
S1 |
1,780.1 |
1,780.1 |
1,794.5 |
1,785.9 |
S2 |
1,763.0 |
1,763.0 |
1,791.9 |
|
S3 |
1,734.4 |
1,751.5 |
1,789.2 |
|
S4 |
1,705.8 |
1,722.9 |
1,781.4 |
|
|
Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,908.7 |
1,886.7 |
1,808.8 |
|
R3 |
1,870.1 |
1,848.1 |
1,798.2 |
|
R2 |
1,831.5 |
1,831.5 |
1,794.7 |
|
R1 |
1,809.5 |
1,809.5 |
1,791.1 |
1,801.2 |
PP |
1,792.9 |
1,792.9 |
1,792.9 |
1,788.7 |
S1 |
1,770.9 |
1,770.9 |
1,784.1 |
1,762.6 |
S2 |
1,754.3 |
1,754.3 |
1,780.5 |
|
S3 |
1,715.7 |
1,732.3 |
1,777.0 |
|
S4 |
1,677.1 |
1,693.7 |
1,766.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,805.9 |
1,762.8 |
43.1 |
2.4% |
22.2 |
1.2% |
80% |
False |
False |
2,317 |
10 |
1,818.6 |
1,762.8 |
55.8 |
3.1% |
21.5 |
1.2% |
61% |
False |
False |
1,781 |
20 |
1,818.6 |
1,753.7 |
64.9 |
3.6% |
20.8 |
1.2% |
67% |
False |
False |
1,847 |
40 |
1,818.6 |
1,725.0 |
93.6 |
5.2% |
21.5 |
1.2% |
77% |
False |
False |
1,572 |
60 |
1,840.4 |
1,725.0 |
115.4 |
6.4% |
20.4 |
1.1% |
62% |
False |
False |
1,354 |
80 |
1,841.1 |
1,682.4 |
158.7 |
8.8% |
20.2 |
1.1% |
72% |
False |
False |
1,250 |
100 |
1,871.2 |
1,682.4 |
188.8 |
10.5% |
19.5 |
1.1% |
61% |
False |
False |
1,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,924.8 |
2.618 |
1,878.1 |
1.618 |
1,849.5 |
1.000 |
1,831.8 |
0.618 |
1,820.9 |
HIGH |
1,803.2 |
0.618 |
1,792.3 |
0.500 |
1,788.9 |
0.382 |
1,785.5 |
LOW |
1,774.6 |
0.618 |
1,756.9 |
1.000 |
1,746.0 |
1.618 |
1,728.3 |
2.618 |
1,699.7 |
4.250 |
1,653.1 |
|
|
Fisher Pivots for day following 04-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,794.4 |
1,792.4 |
PP |
1,791.6 |
1,787.7 |
S1 |
1,788.9 |
1,783.0 |
|