Trading Metrics calculated at close of trading on 08-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,792.6 |
1,820.6 |
28.0 |
1.6% |
1,785.3 |
High |
1,820.1 |
1,828.3 |
8.2 |
0.5% |
1,820.1 |
Low |
1,785.3 |
1,813.8 |
28.5 |
1.6% |
1,758.5 |
Close |
1,816.8 |
1,828.0 |
11.2 |
0.6% |
1,816.8 |
Range |
34.8 |
14.5 |
-20.3 |
-58.3% |
61.6 |
ATR |
24.3 |
23.6 |
-0.7 |
-2.9% |
0.0 |
Volume |
299,618 |
200,412 |
-99,206 |
-33.1% |
1,068,772 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.9 |
1,861.9 |
1,836.0 |
|
R3 |
1,852.4 |
1,847.4 |
1,832.0 |
|
R2 |
1,837.9 |
1,837.9 |
1,830.7 |
|
R1 |
1,832.9 |
1,832.9 |
1,829.3 |
1,835.4 |
PP |
1,823.4 |
1,823.4 |
1,823.4 |
1,824.6 |
S1 |
1,818.4 |
1,818.4 |
1,826.7 |
1,820.9 |
S2 |
1,808.9 |
1,808.9 |
1,825.3 |
|
S3 |
1,794.4 |
1,803.9 |
1,824.0 |
|
S4 |
1,779.9 |
1,789.4 |
1,820.0 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,983.3 |
1,961.6 |
1,850.7 |
|
R3 |
1,921.7 |
1,900.0 |
1,833.7 |
|
R2 |
1,860.1 |
1,860.1 |
1,828.1 |
|
R1 |
1,838.4 |
1,838.4 |
1,822.4 |
1,849.3 |
PP |
1,798.5 |
1,798.5 |
1,798.5 |
1,803.9 |
S1 |
1,776.8 |
1,776.8 |
1,811.2 |
1,787.7 |
S2 |
1,736.9 |
1,736.9 |
1,805.5 |
|
S3 |
1,675.3 |
1,715.2 |
1,799.9 |
|
S4 |
1,613.7 |
1,653.6 |
1,782.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,828.3 |
1,758.5 |
69.8 |
3.8% |
24.3 |
1.3% |
100% |
True |
False |
225,170 |
10 |
1,828.3 |
1,758.5 |
69.8 |
3.8% |
23.2 |
1.3% |
100% |
True |
False |
212,530 |
20 |
1,828.3 |
1,750.5 |
77.8 |
4.3% |
23.0 |
1.3% |
100% |
True |
False |
202,932 |
40 |
1,828.3 |
1,721.1 |
107.2 |
5.9% |
24.0 |
1.3% |
100% |
True |
False |
189,614 |
60 |
1,836.9 |
1,721.1 |
115.8 |
6.3% |
22.7 |
1.2% |
92% |
False |
False |
176,059 |
80 |
1,837.5 |
1,675.9 |
161.6 |
8.8% |
23.3 |
1.3% |
94% |
False |
False |
169,243 |
100 |
1,839.0 |
1,675.9 |
163.1 |
8.9% |
22.8 |
1.2% |
93% |
False |
False |
138,834 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.5% |
23.6 |
1.3% |
62% |
False |
False |
116,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.9 |
2.618 |
1,866.3 |
1.618 |
1,851.8 |
1.000 |
1,842.8 |
0.618 |
1,837.3 |
HIGH |
1,828.3 |
0.618 |
1,822.8 |
0.500 |
1,821.1 |
0.382 |
1,819.3 |
LOW |
1,813.8 |
0.618 |
1,804.8 |
1.000 |
1,799.3 |
1.618 |
1,790.3 |
2.618 |
1,775.8 |
4.250 |
1,752.2 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,825.7 |
1,818.3 |
PP |
1,823.4 |
1,808.5 |
S1 |
1,821.1 |
1,798.8 |
|