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 |
4,690.75 |
4,674.75 |
-16.00 |
-0.3% |
4,608.00 |
High |
4,700.50 |
4,680.25 |
-20.25 |
-0.4% |
4,711.75 |
Low |
4,663.25 |
4,625.25 |
-38.00 |
-0.8% |
4,586.50 |
Close |
4,678.25 |
4,642.00 |
-36.25 |
-0.8% |
4,690.25 |
Range |
37.25 |
55.00 |
17.75 |
47.7% |
125.25 |
ATR |
44.01 |
44.80 |
0.78 |
1.8% |
0.00 |
Volume |
1,289,857 |
1,639,098 |
349,241 |
27.1% |
5,755,629 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.25 |
4,783.00 |
4,672.25 |
|
R3 |
4,759.25 |
4,728.00 |
4,657.00 |
|
R2 |
4,704.25 |
4,704.25 |
4,652.00 |
|
R1 |
4,673.00 |
4,673.00 |
4,647.00 |
4,661.00 |
PP |
4,649.25 |
4,649.25 |
4,649.25 |
4,643.25 |
S1 |
4,618.00 |
4,618.00 |
4,637.00 |
4,606.00 |
S2 |
4,594.25 |
4,594.25 |
4,632.00 |
|
S3 |
4,539.25 |
4,563.00 |
4,627.00 |
|
S4 |
4,484.25 |
4,508.00 |
4,611.75 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,038.50 |
4,989.75 |
4,759.25 |
|
R3 |
4,913.25 |
4,864.50 |
4,724.75 |
|
R2 |
4,788.00 |
4,788.00 |
4,713.25 |
|
R1 |
4,739.25 |
4,739.25 |
4,701.75 |
4,763.50 |
PP |
4,662.75 |
4,662.75 |
4,662.75 |
4,675.00 |
S1 |
4,614.00 |
4,614.00 |
4,678.75 |
4,638.50 |
S2 |
4,537.50 |
4,537.50 |
4,667.25 |
|
S3 |
4,412.25 |
4,488.75 |
4,655.75 |
|
S4 |
4,287.00 |
4,363.50 |
4,621.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,711.75 |
4,625.25 |
86.50 |
1.9% |
38.50 |
0.8% |
19% |
False |
True |
1,311,677 |
10 |
4,711.75 |
4,545.25 |
166.50 |
3.6% |
39.25 |
0.8% |
58% |
False |
False |
1,229,905 |
20 |
4,711.75 |
4,354.00 |
357.75 |
7.7% |
40.50 |
0.9% |
81% |
False |
False |
1,183,753 |
40 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
55.50 |
1.2% |
85% |
False |
False |
1,474,795 |
60 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
51.00 |
1.1% |
85% |
False |
False |
1,132,456 |
80 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
46.50 |
1.0% |
85% |
False |
False |
850,089 |
100 |
4,711.75 |
4,196.50 |
515.25 |
11.1% |
45.25 |
1.0% |
86% |
False |
False |
680,339 |
120 |
4,711.75 |
4,117.00 |
594.75 |
12.8% |
44.00 |
1.0% |
88% |
False |
False |
567,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,914.00 |
2.618 |
4,824.25 |
1.618 |
4,769.25 |
1.000 |
4,735.25 |
0.618 |
4,714.25 |
HIGH |
4,680.25 |
0.618 |
4,659.25 |
0.500 |
4,652.75 |
0.382 |
4,646.25 |
LOW |
4,625.25 |
0.618 |
4,591.25 |
1.000 |
4,570.25 |
1.618 |
4,536.25 |
2.618 |
4,481.25 |
4.250 |
4,391.50 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,652.75 |
4,666.00 |
PP |
4,649.25 |
4,658.00 |
S1 |
4,645.50 |
4,650.00 |
|