| 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 |
16,018.0 |
16,027.0 |
9.0 |
0.1% |
15,735.0 |
| High |
16,078.0 |
16,061.0 |
-17.0 |
-0.1% |
16,078.0 |
| Low |
15,982.0 |
16,000.0 |
18.0 |
0.1% |
15,716.0 |
| Close |
16,032.0 |
16,040.0 |
8.0 |
0.0% |
16,032.0 |
| Range |
96.0 |
61.0 |
-35.0 |
-36.5% |
362.0 |
| ATR |
169.9 |
162.2 |
-7.8 |
-4.6% |
0.0 |
| Volume |
56,393 |
42,237 |
-14,156 |
-25.1% |
282,774 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,216.7 |
16,189.3 |
16,073.6 |
|
| R3 |
16,155.7 |
16,128.3 |
16,056.8 |
|
| R2 |
16,094.7 |
16,094.7 |
16,051.2 |
|
| R1 |
16,067.3 |
16,067.3 |
16,045.6 |
16,081.0 |
| PP |
16,033.7 |
16,033.7 |
16,033.7 |
16,040.5 |
| S1 |
16,006.3 |
16,006.3 |
16,034.4 |
16,020.0 |
| S2 |
15,972.7 |
15,972.7 |
16,028.8 |
|
| S3 |
15,911.7 |
15,945.3 |
16,023.2 |
|
| S4 |
15,850.7 |
15,884.3 |
16,006.5 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,028.0 |
16,892.0 |
16,231.1 |
|
| R3 |
16,666.0 |
16,530.0 |
16,131.6 |
|
| R2 |
16,304.0 |
16,304.0 |
16,098.4 |
|
| R1 |
16,168.0 |
16,168.0 |
16,065.2 |
16,236.0 |
| PP |
15,942.0 |
15,942.0 |
15,942.0 |
15,976.0 |
| S1 |
15,806.0 |
15,806.0 |
15,998.8 |
15,874.0 |
| S2 |
15,580.0 |
15,580.0 |
15,965.6 |
|
| S3 |
15,218.0 |
15,444.0 |
15,932.5 |
|
| S4 |
14,856.0 |
15,082.0 |
15,832.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,078.0 |
15,760.0 |
318.0 |
2.0% |
105.8 |
0.7% |
88% |
False |
False |
53,588 |
| 10 |
16,078.0 |
15,483.0 |
595.0 |
3.7% |
120.8 |
0.8% |
94% |
False |
False |
60,986 |
| 20 |
16,078.0 |
14,992.0 |
1,086.0 |
6.8% |
133.7 |
0.8% |
97% |
False |
False |
60,595 |
| 40 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
180.2 |
1.1% |
97% |
False |
False |
65,145 |
| 60 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
163.0 |
1.0% |
97% |
False |
False |
43,885 |
| 80 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
153.6 |
1.0% |
97% |
False |
False |
32,919 |
| 100 |
16,078.0 |
14,795.0 |
1,283.0 |
8.0% |
154.1 |
1.0% |
97% |
False |
False |
26,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,320.3 |
|
2.618 |
16,220.7 |
|
1.618 |
16,159.7 |
|
1.000 |
16,122.0 |
|
0.618 |
16,098.7 |
|
HIGH |
16,061.0 |
|
0.618 |
16,037.7 |
|
0.500 |
16,030.5 |
|
0.382 |
16,023.3 |
|
LOW |
16,000.0 |
|
0.618 |
15,962.3 |
|
1.000 |
15,939.0 |
|
1.618 |
15,901.3 |
|
2.618 |
15,840.3 |
|
4.250 |
15,740.8 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,036.8 |
16,036.7 |
| PP |
16,033.7 |
16,033.3 |
| S1 |
16,030.5 |
16,030.0 |
|