| 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 |
16,015.0 |
16,016.0 |
1.0 |
0.0% |
15,735.0 |
| High |
16,098.0 |
16,070.0 |
-28.0 |
-0.2% |
16,078.0 |
| Low |
15,986.0 |
15,977.0 |
-9.0 |
-0.1% |
15,716.0 |
| Close |
16,027.0 |
16,056.0 |
29.0 |
0.2% |
16,032.0 |
| Range |
112.0 |
93.0 |
-19.0 |
-17.0% |
362.0 |
| ATR |
158.6 |
153.9 |
-4.7 |
-3.0% |
0.0 |
| Volume |
58,676 |
62,823 |
4,147 |
7.1% |
282,774 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,313.3 |
16,277.7 |
16,107.2 |
|
| R3 |
16,220.3 |
16,184.7 |
16,081.6 |
|
| R2 |
16,127.3 |
16,127.3 |
16,073.1 |
|
| R1 |
16,091.7 |
16,091.7 |
16,064.5 |
16,109.5 |
| PP |
16,034.3 |
16,034.3 |
16,034.3 |
16,043.3 |
| S1 |
15,998.7 |
15,998.7 |
16,047.5 |
16,016.5 |
| S2 |
15,941.3 |
15,941.3 |
16,039.0 |
|
| S3 |
15,848.3 |
15,905.7 |
16,030.4 |
|
| S4 |
15,755.3 |
15,812.7 |
16,004.9 |
|
|
| 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 |
15,977.0 |
121.0 |
0.8% |
86.4 |
0.5% |
65% |
False |
True |
55,318 |
| 10 |
16,098.0 |
15,483.0 |
615.0 |
3.8% |
117.8 |
0.7% |
93% |
False |
False |
59,853 |
| 20 |
16,098.0 |
15,280.0 |
818.0 |
5.1% |
125.6 |
0.8% |
95% |
False |
False |
59,836 |
| 40 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
178.4 |
1.1% |
97% |
False |
False |
66,561 |
| 60 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
164.1 |
1.0% |
97% |
False |
False |
45,909 |
| 80 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
148.0 |
0.9% |
97% |
False |
False |
34,437 |
| 100 |
16,098.0 |
14,795.0 |
1,303.0 |
8.1% |
151.7 |
0.9% |
97% |
False |
False |
27,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,465.3 |
|
2.618 |
16,313.5 |
|
1.618 |
16,220.5 |
|
1.000 |
16,163.0 |
|
0.618 |
16,127.5 |
|
HIGH |
16,070.0 |
|
0.618 |
16,034.5 |
|
0.500 |
16,023.5 |
|
0.382 |
16,012.5 |
|
LOW |
15,977.0 |
|
0.618 |
15,919.5 |
|
1.000 |
15,884.0 |
|
1.618 |
15,826.5 |
|
2.618 |
15,733.5 |
|
4.250 |
15,581.8 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,045.2 |
16,049.8 |
| PP |
16,034.3 |
16,043.7 |
| S1 |
16,023.5 |
16,037.5 |
|