| 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 |
16,293.00 |
16,315.50 |
22.50 |
0.1% |
15,885.25 |
| High |
16,448.50 |
16,391.75 |
-56.75 |
-0.3% |
16,448.50 |
| Low |
16,256.00 |
16,160.00 |
-96.00 |
-0.6% |
15,595.50 |
| Close |
16,327.75 |
16,212.75 |
-115.00 |
-0.7% |
16,351.75 |
| Range |
192.50 |
231.75 |
39.25 |
20.4% |
853.00 |
| ATR |
219.03 |
219.94 |
0.91 |
0.4% |
0.00 |
| Volume |
414,326 |
560,749 |
146,423 |
35.3% |
2,328,377 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,950.00 |
16,813.25 |
16,340.25 |
|
| R3 |
16,718.25 |
16,581.50 |
16,276.50 |
|
| R2 |
16,486.50 |
16,486.50 |
16,255.25 |
|
| R1 |
16,349.75 |
16,349.75 |
16,234.00 |
16,302.25 |
| PP |
16,254.75 |
16,254.75 |
16,254.75 |
16,231.00 |
| S1 |
16,118.00 |
16,118.00 |
16,191.50 |
16,070.50 |
| S2 |
16,023.00 |
16,023.00 |
16,170.25 |
|
| S3 |
15,791.25 |
15,886.25 |
16,149.00 |
|
| S4 |
15,559.50 |
15,654.50 |
16,085.25 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,691.00 |
18,374.25 |
16,821.00 |
|
| R3 |
17,838.00 |
17,521.25 |
16,586.25 |
|
| R2 |
16,985.00 |
16,985.00 |
16,508.25 |
|
| R1 |
16,668.25 |
16,668.25 |
16,430.00 |
16,826.50 |
| PP |
16,132.00 |
16,132.00 |
16,132.00 |
16,211.00 |
| S1 |
15,815.25 |
15,815.25 |
16,273.50 |
15,973.50 |
| S2 |
15,279.00 |
15,279.00 |
16,195.25 |
|
| S3 |
14,426.00 |
14,962.25 |
16,117.25 |
|
| S4 |
13,573.00 |
14,109.25 |
15,882.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,448.50 |
15,935.25 |
513.25 |
3.2% |
207.50 |
1.3% |
54% |
False |
False |
494,679 |
| 10 |
16,448.50 |
15,507.25 |
941.25 |
5.8% |
215.25 |
1.3% |
75% |
False |
False |
482,082 |
| 20 |
16,448.50 |
14,591.00 |
1,857.50 |
11.5% |
209.50 |
1.3% |
87% |
False |
False |
476,446 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
241.75 |
1.5% |
89% |
False |
False |
548,275 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
218.00 |
1.3% |
89% |
False |
False |
391,933 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
204.50 |
1.3% |
89% |
False |
False |
294,177 |
| 100 |
16,448.50 |
13,945.75 |
2,502.75 |
15.4% |
197.00 |
1.2% |
91% |
False |
False |
235,465 |
| 120 |
16,448.50 |
13,341.00 |
3,107.50 |
19.2% |
192.00 |
1.2% |
92% |
False |
False |
196,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,376.75 |
|
2.618 |
16,998.50 |
|
1.618 |
16,766.75 |
|
1.000 |
16,623.50 |
|
0.618 |
16,535.00 |
|
HIGH |
16,391.75 |
|
0.618 |
16,303.25 |
|
0.500 |
16,276.00 |
|
0.382 |
16,248.50 |
|
LOW |
16,160.00 |
|
0.618 |
16,016.75 |
|
1.000 |
15,928.25 |
|
1.618 |
15,785.00 |
|
2.618 |
15,553.25 |
|
4.250 |
15,175.00 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,276.00 |
16,304.25 |
| PP |
16,254.75 |
16,273.75 |
| S1 |
16,233.75 |
16,243.25 |
|