| 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 |
16,008.50 |
16,181.55 |
173.05 |
1.1% |
15,412.40 |
| High |
16,157.60 |
16,387.95 |
230.35 |
1.4% |
15,854.86 |
| Low |
15,950.59 |
16,170.10 |
219.51 |
1.4% |
15,338.49 |
| Close |
16,144.50 |
16,346.24 |
201.74 |
1.2% |
15,850.47 |
| Range |
207.01 |
217.85 |
10.84 |
5.2% |
516.37 |
| ATR |
185.63 |
189.76 |
4.13 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,954.98 |
16,868.46 |
16,466.06 |
|
| R3 |
16,737.13 |
16,650.61 |
16,406.15 |
|
| R2 |
16,519.28 |
16,519.28 |
16,386.18 |
|
| R1 |
16,432.76 |
16,432.76 |
16,366.21 |
16,476.02 |
| PP |
16,301.43 |
16,301.43 |
16,301.43 |
16,323.06 |
| S1 |
16,214.91 |
16,214.91 |
16,326.27 |
16,258.17 |
| S2 |
16,083.58 |
16,083.58 |
16,306.30 |
|
| S3 |
15,865.73 |
15,997.06 |
16,286.33 |
|
| S4 |
15,647.88 |
15,779.21 |
16,226.42 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,230.38 |
17,056.80 |
16,134.47 |
|
| R3 |
16,714.01 |
16,540.43 |
15,992.47 |
|
| R2 |
16,197.64 |
16,197.64 |
15,945.14 |
|
| R1 |
16,024.06 |
16,024.06 |
15,897.80 |
16,110.85 |
| PP |
15,681.27 |
15,681.27 |
15,681.27 |
15,724.67 |
| S1 |
15,507.69 |
15,507.69 |
15,803.14 |
15,594.48 |
| S2 |
15,164.90 |
15,164.90 |
15,755.80 |
|
| S3 |
14,648.53 |
14,991.32 |
15,708.47 |
|
| S4 |
14,132.16 |
14,474.95 |
15,566.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,387.95 |
15,642.58 |
745.37 |
4.6% |
173.97 |
1.1% |
94% |
True |
False |
|
| 10 |
16,387.95 |
15,291.95 |
1,096.00 |
6.7% |
174.58 |
1.1% |
96% |
True |
False |
|
| 20 |
16,387.95 |
14,636.33 |
1,751.62 |
10.7% |
159.85 |
1.0% |
98% |
True |
False |
|
| 40 |
16,387.95 |
14,384.93 |
2,003.02 |
12.3% |
186.06 |
1.1% |
98% |
True |
False |
|
| 60 |
16,387.95 |
14,384.93 |
2,003.02 |
12.3% |
167.76 |
1.0% |
98% |
True |
False |
|
| 80 |
16,387.95 |
14,384.93 |
2,003.02 |
12.3% |
162.41 |
1.0% |
98% |
True |
False |
|
| 100 |
16,387.95 |
13,847.32 |
2,540.63 |
15.5% |
157.18 |
1.0% |
98% |
True |
False |
|
| 120 |
16,387.95 |
12,994.35 |
3,393.60 |
20.8% |
154.28 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,313.81 |
|
2.618 |
16,958.28 |
|
1.618 |
16,740.43 |
|
1.000 |
16,605.80 |
|
0.618 |
16,522.58 |
|
HIGH |
16,387.95 |
|
0.618 |
16,304.73 |
|
0.500 |
16,279.03 |
|
0.382 |
16,253.32 |
|
LOW |
16,170.10 |
|
0.618 |
16,035.47 |
|
1.000 |
15,952.25 |
|
1.618 |
15,817.62 |
|
2.618 |
15,599.77 |
|
4.250 |
15,244.24 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,323.84 |
16,275.03 |
| PP |
16,301.43 |
16,203.82 |
| S1 |
16,279.03 |
16,132.61 |
|