| 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 |
15,975.50 |
16,139.25 |
163.75 |
1.0% |
15,320.00 |
| High |
16,149.00 |
16,379.00 |
230.00 |
1.4% |
15,865.00 |
| Low |
15,940.00 |
16,139.00 |
199.00 |
1.2% |
15,277.50 |
| Close |
16,132.50 |
16,334.25 |
201.75 |
1.3% |
15,842.75 |
| Range |
209.00 |
240.00 |
31.00 |
14.8% |
587.50 |
| ATR |
219.74 |
221.65 |
1.91 |
0.9% |
0.00 |
| Volume |
1,469 |
1,571 |
102 |
6.9% |
4,470 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,004.00 |
16,909.25 |
16,466.25 |
|
| R3 |
16,764.00 |
16,669.25 |
16,400.25 |
|
| R2 |
16,524.00 |
16,524.00 |
16,378.25 |
|
| R1 |
16,429.25 |
16,429.25 |
16,356.25 |
16,476.50 |
| PP |
16,284.00 |
16,284.00 |
16,284.00 |
16,307.75 |
| S1 |
16,189.25 |
16,189.25 |
16,312.25 |
16,236.50 |
| S2 |
16,044.00 |
16,044.00 |
16,290.25 |
|
| S3 |
15,804.00 |
15,949.25 |
16,268.25 |
|
| S4 |
15,564.00 |
15,709.25 |
16,202.25 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,424.25 |
17,221.00 |
16,166.00 |
|
| R3 |
16,836.75 |
16,633.50 |
16,004.25 |
|
| R2 |
16,249.25 |
16,249.25 |
15,950.50 |
|
| R1 |
16,046.00 |
16,046.00 |
15,896.50 |
16,147.50 |
| PP |
15,661.75 |
15,661.75 |
15,661.75 |
15,712.50 |
| S1 |
15,458.50 |
15,458.50 |
15,789.00 |
15,560.00 |
| S2 |
15,074.25 |
15,074.25 |
15,735.00 |
|
| S3 |
14,486.75 |
14,871.00 |
15,681.25 |
|
| S4 |
13,899.25 |
14,283.50 |
15,519.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,379.00 |
15,602.00 |
777.00 |
4.8% |
231.00 |
1.4% |
94% |
True |
False |
1,021 |
| 10 |
16,379.00 |
15,277.50 |
1,101.50 |
6.7% |
219.50 |
1.3% |
96% |
True |
False |
992 |
| 20 |
16,379.00 |
14,587.25 |
1,791.75 |
11.0% |
205.25 |
1.3% |
98% |
True |
False |
831 |
| 40 |
16,379.00 |
14,366.75 |
2,012.25 |
12.3% |
237.50 |
1.5% |
98% |
True |
False |
826 |
| 60 |
16,379.00 |
14,366.75 |
2,012.25 |
12.3% |
204.25 |
1.3% |
98% |
True |
False |
564 |
| 80 |
16,379.00 |
14,366.75 |
2,012.25 |
12.3% |
193.00 |
1.2% |
98% |
True |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,399.00 |
|
2.618 |
17,007.25 |
|
1.618 |
16,767.25 |
|
1.000 |
16,619.00 |
|
0.618 |
16,527.25 |
|
HIGH |
16,379.00 |
|
0.618 |
16,287.25 |
|
0.500 |
16,259.00 |
|
0.382 |
16,230.75 |
|
LOW |
16,139.00 |
|
0.618 |
15,990.75 |
|
1.000 |
15,899.00 |
|
1.618 |
15,750.75 |
|
2.618 |
15,510.75 |
|
4.250 |
15,119.00 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,309.25 |
16,262.00 |
| PP |
16,284.00 |
16,189.50 |
| S1 |
16,259.00 |
16,117.25 |
|