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 |
1,848.90 |
1,861.66 |
12.76 |
0.7% |
1,814.64 |
High |
1,864.91 |
1,867.57 |
2.66 |
0.1% |
1,867.57 |
Low |
1,842.91 |
1,845.37 |
2.46 |
0.1% |
1,813.24 |
Close |
1,861.66 |
1,864.23 |
2.57 |
0.1% |
1,864.23 |
Range |
22.00 |
22.20 |
0.20 |
0.9% |
54.33 |
ATR |
21.26 |
21.33 |
0.07 |
0.3% |
0.00 |
Volume |
6,220 |
6,511 |
291 |
4.7% |
30,571 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.66 |
1,917.14 |
1,876.44 |
|
R3 |
1,903.46 |
1,894.94 |
1,870.34 |
|
R2 |
1,881.26 |
1,881.26 |
1,868.30 |
|
R1 |
1,872.74 |
1,872.74 |
1,866.27 |
1,877.00 |
PP |
1,859.06 |
1,859.06 |
1,859.06 |
1,861.19 |
S1 |
1,850.54 |
1,850.54 |
1,862.20 |
1,854.80 |
S2 |
1,836.86 |
1,836.86 |
1,860.16 |
|
S3 |
1,814.66 |
1,828.34 |
1,858.13 |
|
S4 |
1,792.46 |
1,806.14 |
1,852.02 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.34 |
1,992.11 |
1,894.11 |
|
R3 |
1,957.01 |
1,937.78 |
1,879.17 |
|
R2 |
1,902.68 |
1,902.68 |
1,874.19 |
|
R1 |
1,883.45 |
1,883.45 |
1,869.21 |
1,893.07 |
PP |
1,848.35 |
1,848.35 |
1,848.35 |
1,853.15 |
S1 |
1,829.12 |
1,829.12 |
1,859.25 |
1,838.74 |
S2 |
1,794.02 |
1,794.02 |
1,854.27 |
|
S3 |
1,739.69 |
1,774.79 |
1,849.29 |
|
S4 |
1,685.36 |
1,720.46 |
1,834.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.57 |
1,813.24 |
54.33 |
2.9% |
22.21 |
1.2% |
94% |
True |
False |
6,114 |
10 |
1,867.57 |
1,760.81 |
106.76 |
5.7% |
22.07 |
1.2% |
97% |
True |
False |
6,269 |
20 |
1,867.57 |
1,760.48 |
107.09 |
5.7% |
20.32 |
1.1% |
97% |
True |
False |
6,270 |
40 |
1,867.57 |
1,722.02 |
145.55 |
7.8% |
20.92 |
1.1% |
98% |
True |
False |
6,140 |
60 |
1,867.57 |
1,722.02 |
145.55 |
7.8% |
20.21 |
1.1% |
98% |
True |
False |
6,205 |
80 |
1,867.57 |
1,693.69 |
173.88 |
9.3% |
20.44 |
1.1% |
98% |
True |
False |
6,303 |
100 |
1,867.57 |
1,693.69 |
173.88 |
9.3% |
19.86 |
1.1% |
98% |
True |
False |
6,297 |
120 |
1,915.42 |
1,693.69 |
221.73 |
11.9% |
20.74 |
1.1% |
77% |
False |
False |
6,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,961.92 |
2.618 |
1,925.69 |
1.618 |
1,903.49 |
1.000 |
1,889.77 |
0.618 |
1,881.29 |
HIGH |
1,867.57 |
0.618 |
1,859.09 |
0.500 |
1,856.47 |
0.382 |
1,853.85 |
LOW |
1,845.37 |
0.618 |
1,831.65 |
1.000 |
1,823.17 |
1.618 |
1,809.45 |
2.618 |
1,787.25 |
4.250 |
1,751.02 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.64 |
1,857.90 |
PP |
1,859.06 |
1,851.57 |
S1 |
1,856.47 |
1,845.24 |
|