Trading Metrics calculated at close of trading on 09-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,820.6 |
1,826.9 |
6.3 |
0.3% |
1,785.3 |
High |
1,828.3 |
1,834.8 |
6.5 |
0.4% |
1,820.1 |
Low |
1,813.8 |
1,821.0 |
7.2 |
0.4% |
1,758.5 |
Close |
1,828.0 |
1,830.8 |
2.8 |
0.2% |
1,816.8 |
Range |
14.5 |
13.8 |
-0.7 |
-4.8% |
61.6 |
ATR |
23.6 |
22.9 |
-0.7 |
-3.0% |
0.0 |
Volume |
200,412 |
224,407 |
23,995 |
12.0% |
1,068,772 |
|
Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.3 |
1,864.3 |
1,838.4 |
|
R3 |
1,856.5 |
1,850.5 |
1,834.6 |
|
R2 |
1,842.7 |
1,842.7 |
1,833.3 |
|
R1 |
1,836.7 |
1,836.7 |
1,832.1 |
1,839.7 |
PP |
1,828.9 |
1,828.9 |
1,828.9 |
1,830.4 |
S1 |
1,822.9 |
1,822.9 |
1,829.5 |
1,825.9 |
S2 |
1,815.1 |
1,815.1 |
1,828.3 |
|
S3 |
1,801.3 |
1,809.1 |
1,827.0 |
|
S4 |
1,787.5 |
1,795.3 |
1,823.2 |
|
|
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 |
1,834.8 |
1,758.5 |
76.3 |
4.2% |
25.0 |
1.4% |
95% |
True |
False |
240,894 |
10 |
1,834.8 |
1,758.5 |
76.3 |
4.2% |
21.9 |
1.2% |
95% |
True |
False |
215,178 |
20 |
1,834.8 |
1,757.9 |
76.9 |
4.2% |
22.7 |
1.2% |
95% |
True |
False |
205,747 |
40 |
1,834.8 |
1,721.1 |
113.7 |
6.2% |
23.6 |
1.3% |
96% |
True |
False |
190,276 |
60 |
1,836.9 |
1,721.1 |
115.8 |
6.3% |
22.6 |
1.2% |
95% |
False |
False |
177,504 |
80 |
1,837.5 |
1,675.9 |
161.6 |
8.8% |
23.2 |
1.3% |
96% |
False |
False |
171,281 |
100 |
1,839.0 |
1,675.9 |
163.1 |
8.9% |
22.6 |
1.2% |
95% |
False |
False |
141,055 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.5% |
23.5 |
1.3% |
63% |
False |
False |
118,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.5 |
2.618 |
1,870.9 |
1.618 |
1,857.1 |
1.000 |
1,848.6 |
0.618 |
1,843.3 |
HIGH |
1,834.8 |
0.618 |
1,829.5 |
0.500 |
1,827.9 |
0.382 |
1,826.3 |
LOW |
1,821.0 |
0.618 |
1,812.5 |
1.000 |
1,807.2 |
1.618 |
1,798.7 |
2.618 |
1,784.9 |
4.250 |
1,762.4 |
|
|
Fisher Pivots for day following 09-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,829.8 |
1,823.9 |
PP |
1,828.9 |
1,817.0 |
S1 |
1,827.9 |
1,810.1 |
|