| 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 |
4,515.0780 |
4,452.4380 |
-62.6400 |
-1.4% |
4,402.5880 |
| High |
4,571.2830 |
4,794.6680 |
223.3850 |
4.9% |
4,663.6210 |
| Low |
4,445.2210 |
4,331.6070 |
-113.6140 |
-2.6% |
4,158.2380 |
| Close |
4,452.4380 |
4,773.1170 |
320.6790 |
7.2% |
4,452.4380 |
| Range |
126.0620 |
463.0610 |
336.9990 |
267.3% |
505.3830 |
| ATR |
244.7570 |
260.3501 |
15.5931 |
6.4% |
0.0000 |
| Volume |
35 |
3,066 |
3,031 |
8,660.0% |
1,000,946 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,022.3137 |
5,860.7763 |
5,027.8006 |
|
| R3 |
5,559.2527 |
5,397.7153 |
4,900.4588 |
|
| R2 |
5,096.1917 |
5,096.1917 |
4,858.0115 |
|
| R1 |
4,934.6543 |
4,934.6543 |
4,815.5643 |
5,015.4230 |
| PP |
4,633.1307 |
4,633.1307 |
4,633.1307 |
4,673.5150 |
| S1 |
4,471.5933 |
4,471.5933 |
4,730.6697 |
4,552.3620 |
| S2 |
4,170.0697 |
4,170.0697 |
4,688.2225 |
|
| S3 |
3,707.0087 |
4,008.5323 |
4,645.7752 |
|
| S4 |
3,243.9477 |
3,545.4713 |
4,518.4335 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,940.9147 |
5,702.0593 |
4,730.3987 |
|
| R3 |
5,435.5317 |
5,196.6763 |
4,591.4183 |
|
| R2 |
4,930.1487 |
4,930.1487 |
4,545.0916 |
|
| R1 |
4,691.2933 |
4,691.2933 |
4,498.7648 |
4,810.7210 |
| PP |
4,424.7657 |
4,424.7657 |
4,424.7657 |
4,484.4795 |
| S1 |
4,185.9103 |
4,185.9103 |
4,406.1112 |
4,305.3380 |
| S2 |
3,919.3827 |
3,919.3827 |
4,359.7845 |
|
| S3 |
3,413.9997 |
3,680.5273 |
4,313.4577 |
|
| S4 |
2,908.6167 |
3,175.1443 |
4,174.4774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,794.6680 |
4,279.8000 |
514.8680 |
10.8% |
249.8116 |
5.2% |
96% |
True |
False |
200,794 |
| 10 |
4,794.6680 |
3,896.8760 |
897.7920 |
18.8% |
266.5584 |
5.6% |
98% |
True |
False |
292,151 |
| 20 |
4,794.6680 |
3,406.0190 |
1,388.6490 |
29.1% |
252.5130 |
5.3% |
98% |
True |
False |
216,737 |
| 40 |
4,794.6680 |
2,657.0130 |
2,137.6550 |
44.8% |
259.3141 |
5.4% |
99% |
True |
False |
485,500 |
| 60 |
4,794.6680 |
2,657.0130 |
2,137.6550 |
44.8% |
262.0499 |
5.5% |
99% |
True |
False |
623,063 |
| 80 |
4,794.6680 |
1,721.5890 |
3,073.0790 |
64.4% |
247.2635 |
5.2% |
99% |
True |
False |
796,095 |
| 100 |
4,794.6680 |
1,709.6900 |
3,084.9780 |
64.6% |
237.4218 |
5.0% |
99% |
True |
False |
908,472 |
| 120 |
4,794.6680 |
1,709.6900 |
3,084.9780 |
64.6% |
253.7274 |
5.3% |
99% |
True |
False |
966,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,762.6773 |
|
2.618 |
6,006.9617 |
|
1.618 |
5,543.9007 |
|
1.000 |
5,257.7290 |
|
0.618 |
5,080.8397 |
|
HIGH |
4,794.6680 |
|
0.618 |
4,617.7787 |
|
0.500 |
4,563.1375 |
|
0.382 |
4,508.4963 |
|
LOW |
4,331.6070 |
|
0.618 |
4,045.4353 |
|
1.000 |
3,868.5460 |
|
1.618 |
3,582.3743 |
|
2.618 |
3,119.3133 |
|
4.250 |
2,363.5978 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,703.1238 |
4,703.1238 |
| PP |
4,633.1307 |
4,633.1307 |
| S1 |
4,563.1375 |
4,563.1375 |
|