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 |
1,831.62 |
1,848.90 |
17.28 |
0.9% |
1,782.93 |
High |
1,864.28 |
1,864.91 |
0.63 |
0.0% |
1,817.92 |
Low |
1,822.90 |
1,842.91 |
20.01 |
1.1% |
1,760.81 |
Close |
1,848.94 |
1,861.66 |
12.72 |
0.7% |
1,817.66 |
Range |
41.38 |
22.00 |
-19.38 |
-46.8% |
57.11 |
ATR |
21.20 |
21.26 |
0.06 |
0.3% |
0.00 |
Volume |
6,491 |
6,220 |
-271 |
-4.2% |
32,121 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.49 |
1,914.08 |
1,873.76 |
|
R3 |
1,900.49 |
1,892.08 |
1,867.71 |
|
R2 |
1,878.49 |
1,878.49 |
1,865.69 |
|
R1 |
1,870.08 |
1,870.08 |
1,863.68 |
1,874.29 |
PP |
1,856.49 |
1,856.49 |
1,856.49 |
1,858.60 |
S1 |
1,848.08 |
1,848.08 |
1,859.64 |
1,852.29 |
S2 |
1,834.49 |
1,834.49 |
1,857.63 |
|
S3 |
1,812.49 |
1,826.08 |
1,855.61 |
|
S4 |
1,790.49 |
1,804.08 |
1,849.56 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.13 |
1,951.00 |
1,849.07 |
|
R3 |
1,913.02 |
1,893.89 |
1,833.37 |
|
R2 |
1,855.91 |
1,855.91 |
1,828.13 |
|
R1 |
1,836.78 |
1,836.78 |
1,822.90 |
1,846.35 |
PP |
1,798.80 |
1,798.80 |
1,798.80 |
1,803.58 |
S1 |
1,779.67 |
1,779.67 |
1,812.42 |
1,789.24 |
S2 |
1,741.69 |
1,741.69 |
1,807.19 |
|
S3 |
1,684.58 |
1,722.56 |
1,801.95 |
|
S4 |
1,627.47 |
1,665.45 |
1,786.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,864.91 |
1,789.45 |
75.46 |
4.1% |
23.46 |
1.3% |
96% |
True |
False |
6,098 |
10 |
1,864.91 |
1,760.81 |
104.10 |
5.6% |
22.60 |
1.2% |
97% |
True |
False |
6,274 |
20 |
1,864.91 |
1,760.48 |
104.43 |
5.6% |
20.68 |
1.1% |
97% |
True |
False |
6,253 |
40 |
1,864.91 |
1,722.02 |
142.89 |
7.7% |
20.80 |
1.1% |
98% |
True |
False |
6,132 |
60 |
1,864.91 |
1,722.02 |
142.89 |
7.7% |
20.09 |
1.1% |
98% |
True |
False |
6,202 |
80 |
1,864.91 |
1,693.69 |
171.22 |
9.2% |
20.34 |
1.1% |
98% |
True |
False |
6,299 |
100 |
1,864.91 |
1,693.69 |
171.22 |
9.2% |
19.83 |
1.1% |
98% |
True |
False |
6,294 |
120 |
1,915.42 |
1,693.69 |
221.73 |
11.9% |
20.82 |
1.1% |
76% |
False |
False |
6,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.41 |
2.618 |
1,922.51 |
1.618 |
1,900.51 |
1.000 |
1,886.91 |
0.618 |
1,878.51 |
HIGH |
1,864.91 |
0.618 |
1,856.51 |
0.500 |
1,853.91 |
0.382 |
1,851.31 |
LOW |
1,842.91 |
0.618 |
1,829.31 |
1.000 |
1,820.91 |
1.618 |
1,807.31 |
2.618 |
1,785.31 |
4.250 |
1,749.41 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,859.08 |
1,855.18 |
PP |
1,856.49 |
1,848.69 |
S1 |
1,853.91 |
1,842.21 |
|