Trading Metrics calculated at close of trading on 10-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,826.9 |
1,834.5 |
7.6 |
0.4% |
1,785.3 |
High |
1,834.8 |
1,870.6 |
35.8 |
2.0% |
1,820.1 |
Low |
1,821.0 |
1,823.0 |
2.0 |
0.1% |
1,758.5 |
Close |
1,830.8 |
1,848.3 |
17.5 |
1.0% |
1,816.8 |
Range |
13.8 |
47.6 |
33.8 |
244.9% |
61.6 |
ATR |
22.9 |
24.6 |
1.8 |
7.7% |
0.0 |
Volume |
224,407 |
352,787 |
128,380 |
57.2% |
1,068,772 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.1 |
1,966.8 |
1,874.5 |
|
R3 |
1,942.5 |
1,919.2 |
1,861.4 |
|
R2 |
1,894.9 |
1,894.9 |
1,857.0 |
|
R1 |
1,871.6 |
1,871.6 |
1,852.7 |
1,883.3 |
PP |
1,847.3 |
1,847.3 |
1,847.3 |
1,853.1 |
S1 |
1,824.0 |
1,824.0 |
1,843.9 |
1,835.7 |
S2 |
1,799.7 |
1,799.7 |
1,839.6 |
|
S3 |
1,752.1 |
1,776.4 |
1,835.2 |
|
S4 |
1,704.5 |
1,728.8 |
1,822.1 |
|
|
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 |
1,870.6 |
1,769.3 |
101.3 |
5.5% |
28.3 |
1.5% |
78% |
True |
False |
259,966 |
10 |
1,870.6 |
1,758.5 |
112.1 |
6.1% |
25.0 |
1.4% |
80% |
True |
False |
232,176 |
20 |
1,870.6 |
1,758.5 |
112.1 |
6.1% |
23.1 |
1.3% |
80% |
True |
False |
208,434 |
40 |
1,870.6 |
1,721.1 |
149.5 |
8.1% |
24.4 |
1.3% |
85% |
True |
False |
195,613 |
60 |
1,870.6 |
1,721.1 |
149.5 |
8.1% |
23.1 |
1.2% |
85% |
True |
False |
180,971 |
80 |
1,870.6 |
1,675.9 |
194.7 |
10.5% |
23.5 |
1.3% |
89% |
True |
False |
175,247 |
100 |
1,870.6 |
1,675.9 |
194.7 |
10.5% |
22.8 |
1.2% |
89% |
True |
False |
144,559 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.3% |
23.7 |
1.3% |
70% |
False |
False |
121,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,072.9 |
2.618 |
1,995.2 |
1.618 |
1,947.6 |
1.000 |
1,918.2 |
0.618 |
1,900.0 |
HIGH |
1,870.6 |
0.618 |
1,852.4 |
0.500 |
1,846.8 |
0.382 |
1,841.2 |
LOW |
1,823.0 |
0.618 |
1,793.6 |
1.000 |
1,775.4 |
1.618 |
1,746.0 |
2.618 |
1,698.4 |
4.250 |
1,620.7 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,847.8 |
1,846.3 |
PP |
1,847.3 |
1,844.2 |
S1 |
1,846.8 |
1,842.2 |
|