Trading Metrics calculated at close of trading on 11-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,799.4520 |
4,544.2850 |
-255.1670 |
-5.3% |
4,402.5880 |
High |
4,865.4260 |
4,779.8010 |
-85.6250 |
-1.8% |
4,663.6210 |
Low |
4,517.8840 |
4,537.0540 |
19.1700 |
0.4% |
4,158.2380 |
Close |
4,553.0940 |
4,742.9270 |
189.8330 |
4.2% |
4,452.4380 |
Range |
347.5420 |
242.7470 |
-104.7950 |
-30.2% |
505.3830 |
ATR |
257.4850 |
256.4322 |
-1.0527 |
-0.4% |
0.0000 |
Volume |
511,261 |
449,633 |
-61,628 |
-12.1% |
1,000,946 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,414.8350 |
5,321.6280 |
4,876.4379 |
|
R3 |
5,172.0880 |
5,078.8810 |
4,809.6824 |
|
R2 |
4,929.3410 |
4,929.3410 |
4,787.4306 |
|
R1 |
4,836.1340 |
4,836.1340 |
4,765.1788 |
4,882.7375 |
PP |
4,686.5940 |
4,686.5940 |
4,686.5940 |
4,709.8958 |
S1 |
4,593.3870 |
4,593.3870 |
4,720.6752 |
4,639.9905 |
S2 |
4,443.8470 |
4,443.8470 |
4,698.4234 |
|
S3 |
4,201.1000 |
4,350.6400 |
4,676.1716 |
|
S4 |
3,958.3530 |
4,107.8930 |
4,609.4162 |
|
|
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 |
11.3% |
260.5330 |
5.5% |
77% |
False |
False |
304,847 |
10 |
4,865.4260 |
4,158.2380 |
707.1880 |
14.9% |
247.4705 |
5.2% |
83% |
False |
False |
315,429 |
20 |
4,865.4260 |
3,680.3850 |
1,185.0410 |
25.0% |
260.0151 |
5.5% |
90% |
False |
False |
245,699 |
40 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
46.6% |
263.2032 |
5.5% |
94% |
False |
False |
464,796 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
46.6% |
262.9348 |
5.5% |
94% |
False |
False |
592,548 |
80 |
4,865.4260 |
1,940.9490 |
2,924.4770 |
61.7% |
249.1684 |
5.3% |
96% |
False |
False |
767,343 |
100 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
66.3% |
235.5354 |
5.0% |
96% |
False |
False |
870,364 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
66.5% |
239.5242 |
5.1% |
96% |
False |
False |
932,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,811.4758 |
2.618 |
5,415.3126 |
1.618 |
5,172.5656 |
1.000 |
5,022.5480 |
0.618 |
4,929.8186 |
HIGH |
4,779.8010 |
0.618 |
4,687.0716 |
0.500 |
4,658.4275 |
0.382 |
4,629.7834 |
LOW |
4,537.0540 |
0.618 |
4,387.0364 |
1.000 |
4,294.3070 |
1.618 |
4,144.2894 |
2.618 |
3,901.5424 |
4.250 |
3,505.3793 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,714.7605 |
4,725.8363 |
PP |
4,686.5940 |
4,708.7457 |
S1 |
4,658.4275 |
4,691.6550 |
|