Trading Metrics calculated at close of trading on 10-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,774.7830 |
4,799.4520 |
24.6690 |
0.5% |
4,402.5880 |
High |
4,838.9930 |
4,865.4260 |
26.4330 |
0.5% |
4,663.6210 |
Low |
4,715.7400 |
4,517.8840 |
-197.8560 |
-4.2% |
4,158.2380 |
Close |
4,799.6090 |
4,553.0940 |
-246.5150 |
-5.1% |
4,452.4380 |
Range |
123.2530 |
347.5420 |
224.2890 |
182.0% |
505.3830 |
ATR |
250.5575 |
257.4850 |
6.9275 |
2.8% |
0.0000 |
Volume |
560,240 |
511,261 |
-48,979 |
-8.7% |
1,000,946 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,688.0940 |
5,468.1360 |
4,744.2421 |
|
R3 |
5,340.5520 |
5,120.5940 |
4,648.6681 |
|
R2 |
4,993.0100 |
4,993.0100 |
4,616.8100 |
|
R1 |
4,773.0520 |
4,773.0520 |
4,584.9520 |
4,709.2600 |
PP |
4,645.4680 |
4,645.4680 |
4,645.4680 |
4,613.5720 |
S1 |
4,425.5100 |
4,425.5100 |
4,521.2360 |
4,361.7180 |
S2 |
4,297.9260 |
4,297.9260 |
4,489.3780 |
|
S3 |
3,950.3840 |
4,077.9680 |
4,457.5200 |
|
S4 |
3,602.8420 |
3,730.4260 |
4,361.9459 |
|
|
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 |
4,865.4260 |
4,331.6070 |
533.8190 |
11.7% |
252.8826 |
5.6% |
41% |
True |
False |
215,961 |
10 |
4,865.4260 |
3,896.8760 |
968.5500 |
21.3% |
262.7026 |
5.8% |
68% |
True |
False |
344,763 |
20 |
4,865.4260 |
3,569.0420 |
1,296.3840 |
28.5% |
260.5085 |
5.7% |
76% |
True |
False |
246,399 |
40 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.5% |
261.6809 |
5.7% |
86% |
True |
False |
471,997 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.5% |
261.7494 |
5.7% |
86% |
True |
False |
601,362 |
80 |
4,865.4260 |
1,758.8740 |
3,106.5520 |
68.2% |
249.3876 |
5.5% |
90% |
True |
False |
778,705 |
100 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
69.3% |
235.9654 |
5.2% |
90% |
True |
False |
891,375 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
69.3% |
245.2032 |
5.4% |
90% |
True |
False |
943,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,342.4795 |
2.618 |
5,775.2910 |
1.618 |
5,427.7490 |
1.000 |
5,212.9680 |
0.618 |
5,080.2070 |
HIGH |
4,865.4260 |
0.618 |
4,732.6650 |
0.500 |
4,691.6550 |
0.382 |
4,650.6450 |
LOW |
4,517.8840 |
0.618 |
4,303.1030 |
1.000 |
4,170.3420 |
1.618 |
3,955.5610 |
2.618 |
3,608.0190 |
4.250 |
3,040.8305 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,691.6550 |
4,598.5165 |
PP |
4,645.4680 |
4,583.3757 |
S1 |
4,599.2810 |
4,568.2348 |
|