| 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 |
16,201.25 |
15,989.00 |
-212.25 |
-1.3% |
15,885.25 |
| High |
16,243.00 |
16,114.00 |
-129.00 |
-0.8% |
16,448.50 |
| Low |
15,896.50 |
15,976.00 |
79.50 |
0.5% |
15,595.50 |
| Close |
15,980.50 |
16,022.75 |
42.25 |
0.3% |
16,351.75 |
| Range |
346.50 |
138.00 |
-208.50 |
-60.2% |
853.00 |
| ATR |
228.98 |
222.48 |
-6.50 |
-2.8% |
0.00 |
| Volume |
658,266 |
434,778 |
-223,488 |
-34.0% |
2,328,377 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,451.50 |
16,375.25 |
16,098.75 |
|
| R3 |
16,313.50 |
16,237.25 |
16,060.75 |
|
| R2 |
16,175.50 |
16,175.50 |
16,048.00 |
|
| R1 |
16,099.25 |
16,099.25 |
16,035.50 |
16,137.50 |
| PP |
16,037.50 |
16,037.50 |
16,037.50 |
16,056.75 |
| S1 |
15,961.25 |
15,961.25 |
16,010.00 |
15,999.50 |
| S2 |
15,899.50 |
15,899.50 |
15,997.50 |
|
| S3 |
15,761.50 |
15,823.25 |
15,984.75 |
|
| S4 |
15,623.50 |
15,685.25 |
15,946.75 |
|
|
| 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 |
15,896.50 |
552.00 |
3.4% |
213.00 |
1.3% |
23% |
False |
False |
518,788 |
| 10 |
16,448.50 |
15,595.50 |
853.00 |
5.3% |
224.25 |
1.4% |
50% |
False |
False |
488,118 |
| 20 |
16,448.50 |
15,020.75 |
1,427.75 |
8.9% |
208.25 |
1.3% |
70% |
False |
False |
482,042 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
244.50 |
1.5% |
80% |
False |
False |
550,891 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
218.25 |
1.4% |
80% |
False |
False |
410,106 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
205.25 |
1.3% |
80% |
False |
False |
307,818 |
| 100 |
16,448.50 |
14,221.75 |
2,226.75 |
13.9% |
197.75 |
1.2% |
81% |
False |
False |
246,384 |
| 120 |
16,448.50 |
13,450.00 |
2,998.50 |
18.7% |
192.00 |
1.2% |
86% |
False |
False |
205,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,700.50 |
|
2.618 |
16,475.25 |
|
1.618 |
16,337.25 |
|
1.000 |
16,252.00 |
|
0.618 |
16,199.25 |
|
HIGH |
16,114.00 |
|
0.618 |
16,061.25 |
|
0.500 |
16,045.00 |
|
0.382 |
16,028.75 |
|
LOW |
15,976.00 |
|
0.618 |
15,890.75 |
|
1.000 |
15,838.00 |
|
1.618 |
15,752.75 |
|
2.618 |
15,614.75 |
|
4.250 |
15,389.50 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,045.00 |
16,144.00 |
| PP |
16,037.50 |
16,103.75 |
| S1 |
16,030.25 |
16,063.25 |
|