Trading Metrics calculated at close of trading on 12-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,544.2850 |
4,742.9140 |
198.6290 |
4.4% |
4,452.4380 |
High |
4,779.8010 |
4,806.0420 |
26.2410 |
0.5% |
4,865.4260 |
Low |
4,537.0540 |
4,514.2540 |
-22.8000 |
-0.5% |
4,331.6070 |
Close |
4,742.9270 |
4,657.6910 |
-85.2360 |
-1.8% |
4,657.6910 |
Range |
242.7470 |
291.7880 |
49.0410 |
20.2% |
533.8190 |
ATR |
256.4322 |
258.9577 |
2.5254 |
1.0% |
0.0000 |
Volume |
449,633 |
400,160 |
-49,473 |
-11.0% |
1,924,360 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,534.6930 |
5,387.9800 |
4,818.1744 |
|
R3 |
5,242.9050 |
5,096.1920 |
4,737.9327 |
|
R2 |
4,951.1170 |
4,951.1170 |
4,711.1855 |
|
R1 |
4,804.4040 |
4,804.4040 |
4,684.4382 |
4,731.8665 |
PP |
4,659.3290 |
4,659.3290 |
4,659.3290 |
4,623.0603 |
S1 |
4,512.6160 |
4,512.6160 |
4,630.9438 |
4,440.0785 |
S2 |
4,367.5410 |
4,367.5410 |
4,604.1965 |
|
S3 |
4,075.7530 |
4,220.8280 |
4,577.4493 |
|
S4 |
3,783.9650 |
3,929.0400 |
4,497.2076 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.6983 |
5,972.5137 |
4,951.2915 |
|
R3 |
5,685.8793 |
5,438.6947 |
4,804.4912 |
|
R2 |
5,152.0603 |
5,152.0603 |
4,755.5578 |
|
R1 |
4,904.8757 |
4,904.8757 |
4,706.6244 |
5,028.4680 |
PP |
4,618.2413 |
4,618.2413 |
4,618.2413 |
4,680.0375 |
S1 |
4,371.0567 |
4,371.0567 |
4,608.7576 |
4,494.6490 |
S2 |
4,084.4223 |
4,084.4223 |
4,559.8242 |
|
S3 |
3,550.6033 |
3,837.2377 |
4,510.8908 |
|
S4 |
3,016.7843 |
3,303.4187 |
4,364.0906 |
|
|
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 |
11.5% |
293.6782 |
6.3% |
61% |
False |
False |
384,872 |
10 |
4,865.4260 |
4,158.2380 |
707.1880 |
15.2% |
252.8545 |
5.4% |
71% |
False |
False |
292,530 |
20 |
4,865.4260 |
3,680.3850 |
1,185.0410 |
25.4% |
266.4456 |
5.7% |
82% |
False |
False |
265,429 |
40 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
47.4% |
264.8559 |
5.7% |
91% |
False |
False |
456,624 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
47.4% |
264.4608 |
5.7% |
91% |
False |
False |
591,521 |
80 |
4,865.4260 |
1,998.0910 |
2,867.3350 |
61.6% |
251.5590 |
5.4% |
93% |
False |
False |
756,266 |
100 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
67.6% |
236.2917 |
5.1% |
93% |
False |
False |
858,763 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
67.8% |
238.9875 |
5.1% |
93% |
False |
False |
923,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,046.1410 |
2.618 |
5,569.9430 |
1.618 |
5,278.1550 |
1.000 |
5,097.8300 |
0.618 |
4,986.3670 |
HIGH |
4,806.0420 |
0.618 |
4,694.5790 |
0.500 |
4,660.1480 |
0.382 |
4,625.7170 |
LOW |
4,514.2540 |
0.618 |
4,333.9290 |
1.000 |
4,222.4660 |
1.618 |
4,042.1410 |
2.618 |
3,750.3530 |
4.250 |
3,274.1550 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,660.1480 |
4,689.8400 |
PP |
4,659.3290 |
4,679.1237 |
S1 |
4,658.5100 |
4,668.4073 |
|