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 |
16,181.55 |
16,396.92 |
215.37 |
1.3% |
15,862.46 |
High |
16,387.95 |
16,454.48 |
66.53 |
0.4% |
16,454.48 |
Low |
16,170.10 |
16,302.06 |
131.96 |
0.8% |
15,785.31 |
Close |
16,346.24 |
16,359.38 |
13.14 |
0.1% |
16,359.38 |
Range |
217.85 |
152.42 |
-65.43 |
-30.0% |
669.17 |
ATR |
189.76 |
187.09 |
-2.67 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,829.23 |
16,746.73 |
16,443.21 |
|
R3 |
16,676.81 |
16,594.31 |
16,401.30 |
|
R2 |
16,524.39 |
16,524.39 |
16,387.32 |
|
R1 |
16,441.89 |
16,441.89 |
16,373.35 |
16,406.93 |
PP |
16,371.97 |
16,371.97 |
16,371.97 |
16,354.50 |
S1 |
16,289.47 |
16,289.47 |
16,345.41 |
16,254.51 |
S2 |
16,219.55 |
16,219.55 |
16,331.44 |
|
S3 |
16,067.13 |
16,137.05 |
16,317.46 |
|
S4 |
15,914.71 |
15,984.63 |
16,275.55 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,207.23 |
17,952.48 |
16,727.42 |
|
R3 |
17,538.06 |
17,283.31 |
16,543.40 |
|
R2 |
16,868.89 |
16,868.89 |
16,482.06 |
|
R1 |
16,614.14 |
16,614.14 |
16,420.72 |
16,741.52 |
PP |
16,199.72 |
16,199.72 |
16,199.72 |
16,263.41 |
S1 |
15,944.97 |
15,944.97 |
16,298.04 |
16,072.35 |
S2 |
15,530.55 |
15,530.55 |
16,236.70 |
|
S3 |
14,861.38 |
15,275.80 |
16,175.36 |
|
S4 |
14,192.21 |
14,606.63 |
15,991.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,454.48 |
15,785.31 |
669.17 |
4.1% |
162.00 |
1.0% |
86% |
True |
False |
|
10 |
16,454.48 |
15,338.49 |
1,115.99 |
6.8% |
171.59 |
1.0% |
91% |
True |
False |
|
20 |
16,454.48 |
14,636.33 |
1,818.15 |
11.1% |
160.34 |
1.0% |
95% |
True |
False |
|
40 |
16,454.48 |
14,384.93 |
2,069.55 |
12.7% |
183.87 |
1.1% |
95% |
True |
False |
|
60 |
16,454.48 |
14,384.93 |
2,069.55 |
12.7% |
167.94 |
1.0% |
95% |
True |
False |
|
80 |
16,454.48 |
14,384.93 |
2,069.55 |
12.7% |
161.99 |
1.0% |
95% |
True |
False |
|
100 |
16,454.48 |
13,954.88 |
2,499.60 |
15.3% |
156.18 |
1.0% |
96% |
True |
False |
|
120 |
16,454.48 |
12,994.35 |
3,460.13 |
21.2% |
153.98 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,102.27 |
2.618 |
16,853.52 |
1.618 |
16,701.10 |
1.000 |
16,606.90 |
0.618 |
16,548.68 |
HIGH |
16,454.48 |
0.618 |
16,396.26 |
0.500 |
16,378.27 |
0.382 |
16,360.28 |
LOW |
16,302.06 |
0.618 |
16,207.86 |
1.000 |
16,149.64 |
1.618 |
16,055.44 |
2.618 |
15,903.02 |
4.250 |
15,654.28 |
|
|
Fisher Pivots for day following 05-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
16,378.27 |
16,307.10 |
PP |
16,371.97 |
16,254.82 |
S1 |
16,365.68 |
16,202.54 |
|