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 |
4,674.75 |
4,645.00 |
-29.75 |
-0.6% |
4,608.00 |
High |
4,680.25 |
4,661.50 |
-18.75 |
-0.4% |
4,711.75 |
Low |
4,625.25 |
4,638.00 |
12.75 |
0.3% |
4,586.50 |
Close |
4,642.00 |
4,643.00 |
1.00 |
0.0% |
4,690.25 |
Range |
55.00 |
23.50 |
-31.50 |
-57.3% |
125.25 |
ATR |
44.80 |
43.28 |
-1.52 |
-3.4% |
0.00 |
Volume |
1,639,098 |
936,857 |
-702,241 |
-42.8% |
5,755,629 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,718.00 |
4,704.00 |
4,656.00 |
|
R3 |
4,694.50 |
4,680.50 |
4,649.50 |
|
R2 |
4,671.00 |
4,671.00 |
4,647.25 |
|
R1 |
4,657.00 |
4,657.00 |
4,645.25 |
4,652.25 |
PP |
4,647.50 |
4,647.50 |
4,647.50 |
4,645.00 |
S1 |
4,633.50 |
4,633.50 |
4,640.75 |
4,628.75 |
S2 |
4,624.00 |
4,624.00 |
4,638.75 |
|
S3 |
4,600.50 |
4,610.00 |
4,636.50 |
|
S4 |
4,577.00 |
4,586.50 |
4,630.00 |
|
|
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% |
38.25 |
0.8% |
21% |
False |
False |
1,265,071 |
10 |
4,711.75 |
4,559.25 |
152.50 |
3.3% |
37.00 |
0.8% |
55% |
False |
False |
1,204,012 |
20 |
4,711.75 |
4,426.25 |
285.50 |
6.1% |
37.50 |
0.8% |
76% |
False |
False |
1,167,372 |
40 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
55.00 |
1.2% |
85% |
False |
False |
1,460,971 |
60 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
50.25 |
1.1% |
85% |
False |
False |
1,147,966 |
80 |
4,711.75 |
4,260.00 |
451.75 |
9.7% |
46.25 |
1.0% |
85% |
False |
False |
861,785 |
100 |
4,711.75 |
4,214.25 |
497.50 |
10.7% |
45.25 |
1.0% |
86% |
False |
False |
689,700 |
120 |
4,711.75 |
4,117.00 |
594.75 |
12.8% |
43.75 |
0.9% |
88% |
False |
False |
574,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,761.50 |
2.618 |
4,723.00 |
1.618 |
4,699.50 |
1.000 |
4,685.00 |
0.618 |
4,676.00 |
HIGH |
4,661.50 |
0.618 |
4,652.50 |
0.500 |
4,649.75 |
0.382 |
4,647.00 |
LOW |
4,638.00 |
0.618 |
4,623.50 |
1.000 |
4,614.50 |
1.618 |
4,600.00 |
2.618 |
4,576.50 |
4.250 |
4,538.00 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,649.75 |
4,663.00 |
PP |
4,647.50 |
4,656.25 |
S1 |
4,645.25 |
4,649.50 |
|