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 |
1,834.5 |
1,851.5 |
17.0 |
0.9% |
1,785.3 |
High |
1,870.6 |
1,868.7 |
-1.9 |
-0.1% |
1,820.1 |
Low |
1,823.0 |
1,845.1 |
22.1 |
1.2% |
1,758.5 |
Close |
1,848.3 |
1,863.9 |
15.6 |
0.8% |
1,816.8 |
Range |
47.6 |
23.6 |
-24.0 |
-50.4% |
61.6 |
ATR |
24.6 |
24.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
352,787 |
205,312 |
-147,475 |
-41.8% |
1,068,772 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.0 |
1,920.6 |
1,876.9 |
|
R3 |
1,906.4 |
1,897.0 |
1,870.4 |
|
R2 |
1,882.8 |
1,882.8 |
1,868.2 |
|
R1 |
1,873.4 |
1,873.4 |
1,866.1 |
1,878.1 |
PP |
1,859.2 |
1,859.2 |
1,859.2 |
1,861.6 |
S1 |
1,849.8 |
1,849.8 |
1,861.7 |
1,854.5 |
S2 |
1,835.6 |
1,835.6 |
1,859.6 |
|
S3 |
1,812.0 |
1,826.2 |
1,857.4 |
|
S4 |
1,788.4 |
1,802.6 |
1,850.9 |
|
|
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 |
1,785.3 |
85.3 |
4.6% |
26.9 |
1.4% |
92% |
False |
False |
256,507 |
10 |
1,870.6 |
1,758.5 |
112.1 |
6.0% |
25.4 |
1.4% |
94% |
False |
False |
230,620 |
20 |
1,870.6 |
1,758.5 |
112.1 |
6.0% |
23.6 |
1.3% |
94% |
False |
False |
210,467 |
40 |
1,870.6 |
1,721.1 |
149.5 |
8.0% |
23.6 |
1.3% |
96% |
False |
False |
194,364 |
60 |
1,870.6 |
1,721.1 |
149.5 |
8.0% |
23.2 |
1.2% |
96% |
False |
False |
182,180 |
80 |
1,870.6 |
1,675.9 |
194.7 |
10.4% |
23.5 |
1.3% |
97% |
False |
False |
177,008 |
100 |
1,870.6 |
1,675.9 |
194.7 |
10.4% |
22.9 |
1.2% |
97% |
False |
False |
146,592 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.2% |
23.8 |
1.3% |
76% |
False |
False |
122,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.0 |
2.618 |
1,930.5 |
1.618 |
1,906.9 |
1.000 |
1,892.3 |
0.618 |
1,883.3 |
HIGH |
1,868.7 |
0.618 |
1,859.7 |
0.500 |
1,856.9 |
0.382 |
1,854.1 |
LOW |
1,845.1 |
0.618 |
1,830.5 |
1.000 |
1,821.5 |
1.618 |
1,806.9 |
2.618 |
1,783.3 |
4.250 |
1,744.8 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.6 |
1,857.9 |
PP |
1,859.2 |
1,851.8 |
S1 |
1,856.9 |
1,845.8 |
|