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 |
4,341.0 |
4,334.5 |
-6.5 |
-0.1% |
4,263.0 |
High |
4,357.0 |
4,350.0 |
-7.0 |
-0.2% |
4,367.0 |
Low |
4,328.0 |
4,314.0 |
-14.0 |
-0.3% |
4,252.5 |
Close |
4,335.0 |
4,340.5 |
5.5 |
0.1% |
4,350.0 |
Range |
29.0 |
36.0 |
7.0 |
24.1% |
114.5 |
ATR |
45.1 |
44.5 |
-0.7 |
-1.4% |
0.0 |
Volume |
556,410 |
501,089 |
-55,321 |
-9.9% |
2,796,946 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,442.8 |
4,427.7 |
4,360.3 |
|
R3 |
4,406.8 |
4,391.7 |
4,350.4 |
|
R2 |
4,370.8 |
4,370.8 |
4,347.1 |
|
R1 |
4,355.7 |
4,355.7 |
4,343.8 |
4,363.3 |
PP |
4,334.8 |
4,334.8 |
4,334.8 |
4,338.6 |
S1 |
4,319.7 |
4,319.7 |
4,337.2 |
4,327.3 |
S2 |
4,298.8 |
4,298.8 |
4,333.9 |
|
S3 |
4,262.8 |
4,283.7 |
4,330.6 |
|
S4 |
4,226.8 |
4,247.7 |
4,320.7 |
|
|
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 |
4,314.0 |
53.0 |
1.2% |
31.2 |
0.7% |
50% |
False |
True |
544,223 |
10 |
4,367.0 |
4,178.0 |
189.0 |
4.4% |
36.8 |
0.8% |
86% |
False |
False |
591,529 |
20 |
4,367.0 |
4,085.5 |
281.5 |
6.5% |
37.2 |
0.9% |
91% |
False |
False |
583,782 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
55.2 |
1.3% |
94% |
False |
False |
698,881 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
50.0 |
1.2% |
94% |
False |
False |
550,129 |
80 |
4,367.0 |
3,941.5 |
425.5 |
9.8% |
44.0 |
1.0% |
94% |
False |
False |
416,263 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.2% |
42.9 |
1.0% |
95% |
False |
False |
333,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,503.0 |
2.618 |
4,444.2 |
1.618 |
4,408.2 |
1.000 |
4,386.0 |
0.618 |
4,372.2 |
HIGH |
4,350.0 |
0.618 |
4,336.2 |
0.500 |
4,332.0 |
0.382 |
4,327.8 |
LOW |
4,314.0 |
0.618 |
4,291.8 |
1.000 |
4,278.0 |
1.618 |
4,255.8 |
2.618 |
4,219.8 |
4.250 |
4,161.0 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,337.7 |
4,339.3 |
PP |
4,334.8 |
4,338.0 |
S1 |
4,332.0 |
4,336.8 |
|