| 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 |
1,851.5 |
1,864.3 |
12.8 |
0.7% |
1,820.6 |
| High |
1,868.7 |
1,871.4 |
2.7 |
0.1% |
1,871.4 |
| Low |
1,845.1 |
1,847.5 |
2.4 |
0.1% |
1,813.8 |
| Close |
1,863.9 |
1,868.5 |
4.6 |
0.2% |
1,868.5 |
| Range |
23.6 |
23.9 |
0.3 |
1.3% |
57.6 |
| ATR |
24.6 |
24.5 |
0.0 |
-0.2% |
0.0 |
| Volume |
205,312 |
201,358 |
-3,954 |
-1.9% |
1,184,276 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.2 |
1,925.2 |
1,881.6 |
|
| R3 |
1,910.3 |
1,901.3 |
1,875.1 |
|
| R2 |
1,886.4 |
1,886.4 |
1,872.9 |
|
| R1 |
1,877.4 |
1,877.4 |
1,870.7 |
1,881.9 |
| PP |
1,862.5 |
1,862.5 |
1,862.5 |
1,864.7 |
| S1 |
1,853.5 |
1,853.5 |
1,866.3 |
1,858.0 |
| S2 |
1,838.6 |
1,838.6 |
1,864.1 |
|
| S3 |
1,814.7 |
1,829.6 |
1,861.9 |
|
| S4 |
1,790.8 |
1,805.7 |
1,855.4 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,024.0 |
2,003.9 |
1,900.2 |
|
| R3 |
1,966.4 |
1,946.3 |
1,884.3 |
|
| R2 |
1,908.8 |
1,908.8 |
1,879.1 |
|
| R1 |
1,888.7 |
1,888.7 |
1,873.8 |
1,898.8 |
| PP |
1,851.2 |
1,851.2 |
1,851.2 |
1,856.3 |
| S1 |
1,831.1 |
1,831.1 |
1,863.2 |
1,841.2 |
| S2 |
1,793.6 |
1,793.6 |
1,857.9 |
|
| S3 |
1,736.0 |
1,773.5 |
1,852.7 |
|
| S4 |
1,678.4 |
1,715.9 |
1,836.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,871.4 |
1,813.8 |
57.6 |
3.1% |
24.7 |
1.3% |
95% |
True |
False |
236,855 |
| 10 |
1,871.4 |
1,758.5 |
112.9 |
6.0% |
24.8 |
1.3% |
97% |
True |
False |
225,304 |
| 20 |
1,871.4 |
1,758.5 |
112.9 |
6.0% |
23.1 |
1.2% |
97% |
True |
False |
210,404 |
| 40 |
1,871.4 |
1,721.1 |
150.3 |
8.0% |
23.7 |
1.3% |
98% |
True |
False |
194,817 |
| 60 |
1,871.4 |
1,721.1 |
150.3 |
8.0% |
23.3 |
1.2% |
98% |
True |
False |
183,016 |
| 80 |
1,871.4 |
1,675.9 |
195.5 |
10.5% |
23.6 |
1.3% |
99% |
True |
False |
178,835 |
| 100 |
1,871.4 |
1,675.9 |
195.5 |
10.5% |
22.9 |
1.2% |
99% |
True |
False |
148,569 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.2% |
23.8 |
1.3% |
78% |
False |
False |
124,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,973.0 |
|
2.618 |
1,934.0 |
|
1.618 |
1,910.1 |
|
1.000 |
1,895.3 |
|
0.618 |
1,886.2 |
|
HIGH |
1,871.4 |
|
0.618 |
1,862.3 |
|
0.500 |
1,859.5 |
|
0.382 |
1,856.6 |
|
LOW |
1,847.5 |
|
0.618 |
1,832.7 |
|
1.000 |
1,823.6 |
|
1.618 |
1,808.8 |
|
2.618 |
1,784.9 |
|
4.250 |
1,745.9 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,865.5 |
1,861.4 |
| PP |
1,862.5 |
1,854.3 |
| S1 |
1,859.5 |
1,847.2 |
|