| 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 |
16,139.25 |
16,335.25 |
196.00 |
1.2% |
15,896.25 |
| High |
16,379.00 |
16,451.25 |
72.25 |
0.4% |
16,451.25 |
| Low |
16,139.00 |
16,297.75 |
158.75 |
1.0% |
15,602.00 |
| Close |
16,334.25 |
16,355.00 |
20.75 |
0.1% |
16,355.00 |
| Range |
240.00 |
153.50 |
-86.50 |
-36.0% |
849.25 |
| ATR |
221.65 |
216.78 |
-4.87 |
-2.2% |
0.00 |
| Volume |
1,571 |
869 |
-702 |
-44.7% |
5,271 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,828.50 |
16,745.25 |
16,439.50 |
|
| R3 |
16,675.00 |
16,591.75 |
16,397.25 |
|
| R2 |
16,521.50 |
16,521.50 |
16,383.25 |
|
| R1 |
16,438.25 |
16,438.25 |
16,369.00 |
16,480.00 |
| PP |
16,368.00 |
16,368.00 |
16,368.00 |
16,388.75 |
| S1 |
16,284.75 |
16,284.75 |
16,341.00 |
16,326.50 |
| S2 |
16,214.50 |
16,214.50 |
16,326.75 |
|
| S3 |
16,061.00 |
16,131.25 |
16,312.75 |
|
| S4 |
15,907.50 |
15,977.75 |
16,270.50 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,683.75 |
18,368.75 |
16,822.00 |
|
| R3 |
17,834.50 |
17,519.50 |
16,588.50 |
|
| R2 |
16,985.25 |
16,985.25 |
16,510.75 |
|
| R1 |
16,670.25 |
16,670.25 |
16,432.75 |
16,827.75 |
| PP |
16,136.00 |
16,136.00 |
16,136.00 |
16,215.00 |
| S1 |
15,821.00 |
15,821.00 |
16,277.25 |
15,978.50 |
| S2 |
15,286.75 |
15,286.75 |
16,199.25 |
|
| S3 |
14,437.50 |
14,971.75 |
16,121.50 |
|
| S4 |
13,588.25 |
14,122.50 |
15,888.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,451.25 |
15,602.00 |
849.25 |
5.2% |
209.00 |
1.3% |
89% |
True |
False |
1,054 |
| 10 |
16,451.25 |
15,277.50 |
1,173.75 |
7.2% |
216.25 |
1.3% |
92% |
True |
False |
974 |
| 20 |
16,451.25 |
14,587.25 |
1,864.00 |
11.4% |
203.25 |
1.2% |
95% |
True |
False |
822 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.7% |
235.75 |
1.4% |
95% |
True |
False |
846 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.7% |
204.75 |
1.3% |
95% |
True |
False |
578 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.7% |
192.00 |
1.2% |
95% |
True |
False |
438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,103.50 |
|
2.618 |
16,853.00 |
|
1.618 |
16,699.50 |
|
1.000 |
16,604.75 |
|
0.618 |
16,546.00 |
|
HIGH |
16,451.25 |
|
0.618 |
16,392.50 |
|
0.500 |
16,374.50 |
|
0.382 |
16,356.50 |
|
LOW |
16,297.75 |
|
0.618 |
16,203.00 |
|
1.000 |
16,144.25 |
|
1.618 |
16,049.50 |
|
2.618 |
15,896.00 |
|
4.250 |
15,645.50 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,374.50 |
16,302.00 |
| PP |
16,368.00 |
16,248.75 |
| S1 |
16,361.50 |
16,195.50 |
|