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 |
4,334.5 |
4,329.0 |
-5.5 |
-0.1% |
4,263.0 |
High |
4,350.0 |
4,353.0 |
3.0 |
0.1% |
4,367.0 |
Low |
4,314.0 |
4,317.5 |
3.5 |
0.1% |
4,252.5 |
Close |
4,340.5 |
4,349.0 |
8.5 |
0.2% |
4,350.0 |
Range |
36.0 |
35.5 |
-0.5 |
-1.4% |
114.5 |
ATR |
44.5 |
43.8 |
-0.6 |
-1.4% |
0.0 |
Volume |
501,089 |
409,093 |
-91,996 |
-18.4% |
2,796,946 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,446.3 |
4,433.2 |
4,368.5 |
|
R3 |
4,410.8 |
4,397.7 |
4,358.8 |
|
R2 |
4,375.3 |
4,375.3 |
4,355.5 |
|
R1 |
4,362.2 |
4,362.2 |
4,352.3 |
4,368.8 |
PP |
4,339.8 |
4,339.8 |
4,339.8 |
4,343.1 |
S1 |
4,326.7 |
4,326.7 |
4,345.7 |
4,333.3 |
S2 |
4,304.3 |
4,304.3 |
4,342.5 |
|
S3 |
4,268.8 |
4,291.2 |
4,339.2 |
|
S4 |
4,233.3 |
4,255.7 |
4,329.5 |
|
|
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% |
34.5 |
0.8% |
66% |
False |
False |
512,549 |
10 |
4,367.0 |
4,178.0 |
189.0 |
4.3% |
37.7 |
0.9% |
90% |
False |
False |
567,751 |
20 |
4,367.0 |
4,119.0 |
248.0 |
5.7% |
35.9 |
0.8% |
93% |
False |
False |
567,856 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
55.0 |
1.3% |
96% |
False |
False |
690,836 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
50.3 |
1.2% |
96% |
False |
False |
556,607 |
80 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
43.7 |
1.0% |
96% |
False |
False |
421,375 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.2% |
42.8 |
1.0% |
96% |
False |
False |
337,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,503.9 |
2.618 |
4,445.9 |
1.618 |
4,410.4 |
1.000 |
4,388.5 |
0.618 |
4,374.9 |
HIGH |
4,353.0 |
0.618 |
4,339.4 |
0.500 |
4,335.3 |
0.382 |
4,331.1 |
LOW |
4,317.5 |
0.618 |
4,295.6 |
1.000 |
4,282.0 |
1.618 |
4,260.1 |
2.618 |
4,224.6 |
4.250 |
4,166.6 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,344.4 |
4,344.5 |
PP |
4,339.8 |
4,340.0 |
S1 |
4,335.3 |
4,335.5 |
|