| 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 |
36,107.46 |
36,268.75 |
161.29 |
0.4% |
35,833.65 |
| High |
36,168.03 |
36,484.75 |
316.72 |
0.9% |
36,484.75 |
| Low |
35,986.48 |
36,190.20 |
203.72 |
0.6% |
35,797.97 |
| Close |
36,124.23 |
36,327.95 |
203.72 |
0.6% |
36,327.95 |
| Range |
181.55 |
294.55 |
113.00 |
62.2% |
686.78 |
| ATR |
295.96 |
300.58 |
4.61 |
1.6% |
0.00 |
| Volume |
309,994,153 |
344,602,642 |
34,608,489 |
11.2% |
1,517,133,938 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,217.95 |
37,067.50 |
36,489.95 |
|
| R3 |
36,923.40 |
36,772.95 |
36,408.95 |
|
| R2 |
36,628.85 |
36,628.85 |
36,381.95 |
|
| R1 |
36,478.40 |
36,478.40 |
36,354.95 |
36,553.63 |
| PP |
36,334.30 |
36,334.30 |
36,334.30 |
36,371.91 |
| S1 |
36,183.85 |
36,183.85 |
36,300.95 |
36,259.08 |
| S2 |
36,039.75 |
36,039.75 |
36,273.95 |
|
| S3 |
35,745.20 |
35,889.30 |
36,246.95 |
|
| S4 |
35,450.65 |
35,594.75 |
36,165.95 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,263.90 |
37,982.70 |
36,705.68 |
|
| R3 |
37,577.12 |
37,295.92 |
36,516.81 |
|
| R2 |
36,890.34 |
36,890.34 |
36,453.86 |
|
| R1 |
36,609.14 |
36,609.14 |
36,390.90 |
36,749.74 |
| PP |
36,203.56 |
36,203.56 |
36,203.56 |
36,273.86 |
| S1 |
35,922.36 |
35,922.36 |
36,265.00 |
36,062.96 |
| S2 |
35,516.78 |
35,516.78 |
36,202.04 |
|
| S3 |
34,830.00 |
35,235.58 |
36,139.09 |
|
| S4 |
34,143.22 |
34,548.80 |
35,950.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,484.75 |
35,797.97 |
686.78 |
1.9% |
235.87 |
0.6% |
77% |
True |
False |
303,426,787 |
| 10 |
36,484.75 |
35,490.43 |
994.32 |
2.7% |
225.36 |
0.6% |
84% |
True |
False |
227,354,911 |
| 20 |
36,484.75 |
34,115.10 |
2,369.65 |
6.5% |
259.54 |
0.7% |
93% |
True |
False |
145,710,417 |
| 40 |
36,484.75 |
33,613.03 |
2,871.72 |
7.9% |
356.08 |
1.0% |
95% |
True |
False |
79,781,378 |
| 60 |
36,484.75 |
33,613.03 |
2,871.72 |
7.9% |
323.51 |
0.9% |
95% |
True |
False |
53,187,585 |
| 80 |
36,484.75 |
33,613.03 |
2,871.72 |
7.9% |
315.58 |
0.9% |
95% |
True |
False |
39,890,689 |
| 100 |
36,484.75 |
33,271.93 |
3,212.82 |
8.8% |
311.63 |
0.9% |
95% |
True |
False |
31,912,551 |
| 120 |
36,484.75 |
33,271.93 |
3,212.82 |
8.8% |
302.71 |
0.8% |
95% |
True |
False |
26,593,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,736.59 |
|
2.618 |
37,255.88 |
|
1.618 |
36,961.33 |
|
1.000 |
36,779.30 |
|
0.618 |
36,666.78 |
|
HIGH |
36,484.75 |
|
0.618 |
36,372.23 |
|
0.500 |
36,337.48 |
|
0.382 |
36,302.72 |
|
LOW |
36,190.20 |
|
0.618 |
36,008.17 |
|
1.000 |
35,895.65 |
|
1.618 |
35,713.62 |
|
2.618 |
35,419.07 |
|
4.250 |
34,938.36 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,337.48 |
36,281.38 |
| PP |
36,334.30 |
36,234.81 |
| S1 |
36,331.13 |
36,188.24 |
|