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 |
4,328.0 |
4,347.5 |
19.5 |
0.5% |
4,263.0 |
High |
4,367.0 |
4,359.5 |
-7.5 |
-0.2% |
4,367.0 |
Low |
4,317.0 |
4,337.5 |
20.5 |
0.5% |
4,252.5 |
Close |
4,350.0 |
4,348.0 |
-2.0 |
0.0% |
4,350.0 |
Range |
50.0 |
22.0 |
-28.0 |
-56.0% |
114.5 |
ATR |
48.2 |
46.3 |
-1.9 |
-3.9% |
0.0 |
Volume |
669,840 |
426,315 |
-243,525 |
-36.4% |
2,796,946 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.3 |
4,403.2 |
4,360.1 |
|
R3 |
4,392.3 |
4,381.2 |
4,354.1 |
|
R2 |
4,370.3 |
4,370.3 |
4,352.0 |
|
R1 |
4,359.2 |
4,359.2 |
4,350.0 |
4,364.8 |
PP |
4,348.3 |
4,348.3 |
4,348.3 |
4,351.1 |
S1 |
4,337.2 |
4,337.2 |
4,346.0 |
4,342.8 |
S2 |
4,326.3 |
4,326.3 |
4,344.0 |
|
S3 |
4,304.3 |
4,315.2 |
4,342.0 |
|
S4 |
4,282.3 |
4,293.2 |
4,335.9 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.7 |
4,622.8 |
4,413.0 |
|
R3 |
4,552.2 |
4,508.3 |
4,381.5 |
|
R2 |
4,437.7 |
4,437.7 |
4,371.0 |
|
R1 |
4,393.8 |
4,393.8 |
4,360.5 |
4,415.8 |
PP |
4,323.2 |
4,323.2 |
4,323.2 |
4,334.1 |
S1 |
4,279.3 |
4,279.3 |
4,339.5 |
4,301.3 |
S2 |
4,208.7 |
4,208.7 |
4,329.0 |
|
S3 |
4,094.2 |
4,164.8 |
4,318.5 |
|
S4 |
3,979.7 |
4,050.3 |
4,287.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,367.0 |
4,262.0 |
105.0 |
2.4% |
33.2 |
0.8% |
82% |
False |
False |
531,492 |
10 |
4,367.0 |
4,178.0 |
189.0 |
4.3% |
37.1 |
0.9% |
90% |
False |
False |
598,605 |
20 |
4,367.0 |
4,004.0 |
363.0 |
8.3% |
39.3 |
0.9% |
95% |
False |
False |
591,903 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
55.9 |
1.3% |
95% |
False |
False |
728,695 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
49.9 |
1.1% |
95% |
False |
False |
534,369 |
80 |
4,367.0 |
3,882.0 |
485.0 |
11.2% |
44.9 |
1.0% |
96% |
False |
False |
403,156 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.2% |
43.4 |
1.0% |
96% |
False |
False |
322,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,453.0 |
2.618 |
4,417.1 |
1.618 |
4,395.1 |
1.000 |
4,381.5 |
0.618 |
4,373.1 |
HIGH |
4,359.5 |
0.618 |
4,351.1 |
0.500 |
4,348.5 |
0.382 |
4,345.9 |
LOW |
4,337.5 |
0.618 |
4,323.9 |
1.000 |
4,315.5 |
1.618 |
4,301.9 |
2.618 |
4,279.9 |
4.250 |
4,244.0 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,348.5 |
4,345.5 |
PP |
4,348.3 |
4,343.0 |
S1 |
4,348.2 |
4,340.5 |
|