| 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 |
16,016.0 |
16,021.0 |
5.0 |
0.0% |
15,735.0 |
| High |
16,070.0 |
16,110.0 |
40.0 |
0.2% |
16,078.0 |
| Low |
15,977.0 |
15,993.0 |
16.0 |
0.1% |
15,716.0 |
| Close |
16,056.0 |
16,075.0 |
19.0 |
0.1% |
16,032.0 |
| Range |
93.0 |
117.0 |
24.0 |
25.8% |
362.0 |
| ATR |
153.9 |
151.3 |
-2.6 |
-1.7% |
0.0 |
| Volume |
62,823 |
49,895 |
-12,928 |
-20.6% |
282,774 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,410.3 |
16,359.7 |
16,139.4 |
|
| R3 |
16,293.3 |
16,242.7 |
16,107.2 |
|
| R2 |
16,176.3 |
16,176.3 |
16,096.5 |
|
| R1 |
16,125.7 |
16,125.7 |
16,085.7 |
16,151.0 |
| PP |
16,059.3 |
16,059.3 |
16,059.3 |
16,072.0 |
| S1 |
16,008.7 |
16,008.7 |
16,064.3 |
16,034.0 |
| S2 |
15,942.3 |
15,942.3 |
16,053.6 |
|
| S3 |
15,825.3 |
15,891.7 |
16,042.8 |
|
| S4 |
15,708.3 |
15,774.7 |
16,010.7 |
|
|
| 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 |
16,110.0 |
15,977.0 |
133.0 |
0.8% |
95.8 |
0.6% |
74% |
True |
False |
54,004 |
| 10 |
16,110.0 |
15,483.0 |
627.0 |
3.9% |
120.5 |
0.7% |
94% |
True |
False |
58,543 |
| 20 |
16,110.0 |
15,380.0 |
730.0 |
4.5% |
121.2 |
0.8% |
95% |
True |
False |
59,062 |
| 40 |
16,110.0 |
14,795.0 |
1,315.0 |
8.2% |
178.6 |
1.1% |
97% |
True |
False |
66,754 |
| 60 |
16,110.0 |
14,795.0 |
1,315.0 |
8.2% |
164.7 |
1.0% |
97% |
True |
False |
46,741 |
| 80 |
16,110.0 |
14,795.0 |
1,315.0 |
8.2% |
146.5 |
0.9% |
97% |
True |
False |
35,060 |
| 100 |
16,110.0 |
14,795.0 |
1,315.0 |
8.2% |
151.2 |
0.9% |
97% |
True |
False |
28,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,607.3 |
|
2.618 |
16,416.3 |
|
1.618 |
16,299.3 |
|
1.000 |
16,227.0 |
|
0.618 |
16,182.3 |
|
HIGH |
16,110.0 |
|
0.618 |
16,065.3 |
|
0.500 |
16,051.5 |
|
0.382 |
16,037.7 |
|
LOW |
15,993.0 |
|
0.618 |
15,920.7 |
|
1.000 |
15,876.0 |
|
1.618 |
15,803.7 |
|
2.618 |
15,686.7 |
|
4.250 |
15,495.8 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,067.2 |
16,064.5 |
| PP |
16,059.3 |
16,054.0 |
| S1 |
16,051.5 |
16,043.5 |
|