| 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 |
16,027.0 |
16,015.0 |
-12.0 |
-0.1% |
15,735.0 |
| High |
16,061.0 |
16,098.0 |
37.0 |
0.2% |
16,078.0 |
| Low |
16,000.0 |
15,986.0 |
-14.0 |
-0.1% |
15,716.0 |
| Close |
16,040.0 |
16,027.0 |
-13.0 |
-0.1% |
16,032.0 |
| Range |
61.0 |
112.0 |
51.0 |
83.6% |
362.0 |
| ATR |
162.2 |
158.6 |
-3.6 |
-2.2% |
0.0 |
| Volume |
42,237 |
58,676 |
16,439 |
38.9% |
282,774 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,373.0 |
16,312.0 |
16,088.6 |
|
| R3 |
16,261.0 |
16,200.0 |
16,057.8 |
|
| R2 |
16,149.0 |
16,149.0 |
16,047.5 |
|
| R1 |
16,088.0 |
16,088.0 |
16,037.3 |
16,118.5 |
| PP |
16,037.0 |
16,037.0 |
16,037.0 |
16,052.3 |
| S1 |
15,976.0 |
15,976.0 |
16,016.7 |
16,006.5 |
| S2 |
15,925.0 |
15,925.0 |
16,006.5 |
|
| S3 |
15,813.0 |
15,864.0 |
15,996.2 |
|
| S4 |
15,701.0 |
15,752.0 |
15,965.4 |
|
|
| 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 |
16,098.0 |
15,909.0 |
189.0 |
1.2% |
90.2 |
0.6% |
62% |
True |
False |
53,113 |
| 10 |
16,098.0 |
15,483.0 |
615.0 |
3.8% |
117.1 |
0.7% |
88% |
True |
False |
60,009 |
| 20 |
16,098.0 |
15,092.0 |
1,006.0 |
6.3% |
130.7 |
0.8% |
93% |
True |
False |
60,108 |
| 40 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
180.4 |
1.1% |
95% |
True |
False |
65,847 |
| 60 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
163.9 |
1.0% |
95% |
True |
False |
44,862 |
| 80 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
148.3 |
0.9% |
95% |
True |
False |
33,652 |
| 100 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
152.1 |
0.9% |
95% |
True |
False |
26,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,574.0 |
|
2.618 |
16,391.2 |
|
1.618 |
16,279.2 |
|
1.000 |
16,210.0 |
|
0.618 |
16,167.2 |
|
HIGH |
16,098.0 |
|
0.618 |
16,055.2 |
|
0.500 |
16,042.0 |
|
0.382 |
16,028.8 |
|
LOW |
15,986.0 |
|
0.618 |
15,916.8 |
|
1.000 |
15,874.0 |
|
1.618 |
15,804.8 |
|
2.618 |
15,692.8 |
|
4.250 |
15,510.0 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,042.0 |
16,040.0 |
| PP |
16,037.0 |
16,035.7 |
| S1 |
16,032.0 |
16,031.3 |
|