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 |
4,347.5 |
4,341.0 |
-6.5 |
-0.1% |
4,263.0 |
High |
4,359.5 |
4,357.0 |
-2.5 |
-0.1% |
4,367.0 |
Low |
4,337.5 |
4,328.0 |
-9.5 |
-0.2% |
4,252.5 |
Close |
4,348.0 |
4,335.0 |
-13.0 |
-0.3% |
4,350.0 |
Range |
22.0 |
29.0 |
7.0 |
31.8% |
114.5 |
ATR |
46.3 |
45.1 |
-1.2 |
-2.7% |
0.0 |
Volume |
426,315 |
556,410 |
130,095 |
30.5% |
2,796,946 |
|
Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.0 |
4,410.0 |
4,351.0 |
|
R3 |
4,398.0 |
4,381.0 |
4,343.0 |
|
R2 |
4,369.0 |
4,369.0 |
4,340.3 |
|
R1 |
4,352.0 |
4,352.0 |
4,337.7 |
4,346.0 |
PP |
4,340.0 |
4,340.0 |
4,340.0 |
4,337.0 |
S1 |
4,323.0 |
4,323.0 |
4,332.3 |
4,317.0 |
S2 |
4,311.0 |
4,311.0 |
4,329.7 |
|
S3 |
4,282.0 |
4,294.0 |
4,327.0 |
|
S4 |
4,253.0 |
4,265.0 |
4,319.1 |
|
|
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 |
4,280.0 |
87.0 |
2.0% |
32.9 |
0.8% |
63% |
False |
False |
548,990 |
10 |
4,367.0 |
4,178.0 |
189.0 |
4.4% |
35.9 |
0.8% |
83% |
False |
False |
593,900 |
20 |
4,367.0 |
4,026.0 |
341.0 |
7.9% |
38.4 |
0.9% |
91% |
False |
False |
590,745 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
55.7 |
1.3% |
92% |
False |
False |
709,119 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
49.8 |
1.1% |
92% |
False |
False |
542,823 |
80 |
4,367.0 |
3,902.5 |
464.5 |
10.7% |
44.1 |
1.0% |
93% |
False |
False |
410,013 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.2% |
42.8 |
1.0% |
93% |
False |
False |
328,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,480.3 |
2.618 |
4,432.9 |
1.618 |
4,403.9 |
1.000 |
4,386.0 |
0.618 |
4,374.9 |
HIGH |
4,357.0 |
0.618 |
4,345.9 |
0.500 |
4,342.5 |
0.382 |
4,339.1 |
LOW |
4,328.0 |
0.618 |
4,310.1 |
1.000 |
4,299.0 |
1.618 |
4,281.1 |
2.618 |
4,252.1 |
4.250 |
4,204.8 |
|
|
Fisher Pivots for day following 09-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,342.5 |
4,342.0 |
PP |
4,340.0 |
4,339.7 |
S1 |
4,337.5 |
4,337.3 |
|