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 |
4,329.0 |
4,355.5 |
26.5 |
0.6% |
4,347.5 |
High |
4,353.0 |
4,366.5 |
13.5 |
0.3% |
4,366.5 |
Low |
4,317.5 |
4,345.0 |
27.5 |
0.6% |
4,314.0 |
Close |
4,349.0 |
4,365.5 |
16.5 |
0.4% |
4,365.5 |
Range |
35.5 |
21.5 |
-14.0 |
-39.4% |
52.5 |
ATR |
43.8 |
42.2 |
-1.6 |
-3.6% |
0.0 |
Volume |
409,093 |
456,079 |
46,986 |
11.5% |
2,348,986 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,423.5 |
4,416.0 |
4,377.3 |
|
R3 |
4,402.0 |
4,394.5 |
4,371.4 |
|
R2 |
4,380.5 |
4,380.5 |
4,369.4 |
|
R1 |
4,373.0 |
4,373.0 |
4,367.5 |
4,376.8 |
PP |
4,359.0 |
4,359.0 |
4,359.0 |
4,360.9 |
S1 |
4,351.5 |
4,351.5 |
4,363.5 |
4,355.3 |
S2 |
4,337.5 |
4,337.5 |
4,361.6 |
|
S3 |
4,316.0 |
4,330.0 |
4,359.6 |
|
S4 |
4,294.5 |
4,308.5 |
4,353.7 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,506.2 |
4,488.3 |
4,394.4 |
|
R3 |
4,453.7 |
4,435.8 |
4,379.9 |
|
R2 |
4,401.2 |
4,401.2 |
4,375.1 |
|
R1 |
4,383.3 |
4,383.3 |
4,370.3 |
4,392.3 |
PP |
4,348.7 |
4,348.7 |
4,348.7 |
4,353.1 |
S1 |
4,330.8 |
4,330.8 |
4,360.7 |
4,339.8 |
S2 |
4,296.2 |
4,296.2 |
4,355.9 |
|
S3 |
4,243.7 |
4,278.3 |
4,351.1 |
|
S4 |
4,191.2 |
4,225.8 |
4,336.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,366.5 |
4,314.0 |
52.5 |
1.2% |
28.8 |
0.7% |
98% |
True |
False |
469,797 |
10 |
4,367.0 |
4,252.5 |
114.5 |
2.6% |
32.0 |
0.7% |
99% |
False |
False |
514,593 |
20 |
4,367.0 |
4,119.0 |
248.0 |
5.7% |
35.2 |
0.8% |
99% |
False |
False |
554,498 |
40 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
53.0 |
1.2% |
100% |
False |
False |
670,166 |
60 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
49.5 |
1.1% |
100% |
False |
False |
563,894 |
80 |
4,367.0 |
3,949.5 |
417.5 |
9.6% |
43.7 |
1.0% |
100% |
False |
False |
426,800 |
100 |
4,367.0 |
3,882.0 |
485.0 |
11.1% |
42.7 |
1.0% |
100% |
False |
False |
342,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,457.9 |
2.618 |
4,422.8 |
1.618 |
4,401.3 |
1.000 |
4,388.0 |
0.618 |
4,379.8 |
HIGH |
4,366.5 |
0.618 |
4,358.3 |
0.500 |
4,355.8 |
0.382 |
4,353.2 |
LOW |
4,345.0 |
0.618 |
4,331.7 |
1.000 |
4,323.5 |
1.618 |
4,310.2 |
2.618 |
4,288.7 |
4.250 |
4,253.6 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,362.3 |
4,357.1 |
PP |
4,359.0 |
4,348.7 |
S1 |
4,355.8 |
4,340.3 |
|