| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,402.0 |
2,427.0 |
25.0 |
1.0% |
2,301.8 |
| High |
2,450.3 |
2,460.8 |
10.5 |
0.4% |
2,450.3 |
| Low |
2,399.2 |
2,399.2 |
0.0 |
0.0% |
2,283.8 |
| Close |
2,434.3 |
2,441.8 |
7.5 |
0.3% |
2,434.3 |
| Range |
51.1 |
61.6 |
10.5 |
20.5% |
166.5 |
| ATR |
42.2 |
43.6 |
1.4 |
3.3% |
0.0 |
| Volume |
253,361 |
169,964 |
-83,397 |
-32.9% |
1,046,572 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.7 |
2,591.9 |
2,475.7 |
|
| R3 |
2,557.1 |
2,530.3 |
2,458.7 |
|
| R2 |
2,495.5 |
2,495.5 |
2,453.1 |
|
| R1 |
2,468.7 |
2,468.7 |
2,447.4 |
2,482.1 |
| PP |
2,433.9 |
2,433.9 |
2,433.9 |
2,440.7 |
| S1 |
2,407.1 |
2,407.1 |
2,436.2 |
2,420.5 |
| S2 |
2,372.3 |
2,372.3 |
2,430.5 |
|
| S3 |
2,310.7 |
2,345.5 |
2,424.9 |
|
| S4 |
2,249.1 |
2,283.9 |
2,407.9 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.0 |
2,828.1 |
2,525.9 |
|
| R3 |
2,722.5 |
2,661.6 |
2,480.1 |
|
| R2 |
2,556.0 |
2,556.0 |
2,464.8 |
|
| R1 |
2,495.1 |
2,495.1 |
2,449.6 |
2,525.6 |
| PP |
2,389.5 |
2,389.5 |
2,389.5 |
2,404.7 |
| S1 |
2,328.6 |
2,328.6 |
2,419.0 |
2,359.1 |
| S2 |
2,223.0 |
2,223.0 |
2,403.8 |
|
| S3 |
2,056.5 |
2,162.1 |
2,388.5 |
|
| S4 |
1,890.0 |
1,995.6 |
2,342.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,460.8 |
2,341.4 |
119.4 |
4.9% |
45.9 |
1.9% |
84% |
True |
False |
202,384 |
| 10 |
2,460.8 |
2,248.8 |
212.0 |
8.7% |
45.4 |
1.9% |
91% |
True |
False |
189,757 |
| 20 |
2,460.8 |
2,193.6 |
267.2 |
10.9% |
40.9 |
1.7% |
93% |
True |
False |
169,101 |
| 40 |
2,460.8 |
2,146.9 |
313.9 |
12.9% |
44.2 |
1.8% |
94% |
True |
False |
190,400 |
| 60 |
2,460.8 |
2,104.7 |
356.1 |
14.6% |
42.5 |
1.7% |
95% |
True |
False |
137,111 |
| 80 |
2,460.8 |
2,096.4 |
364.4 |
14.9% |
42.2 |
1.7% |
95% |
True |
False |
102,866 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
14.9% |
42.1 |
1.7% |
95% |
True |
False |
82,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,722.6 |
|
2.618 |
2,622.1 |
|
1.618 |
2,560.5 |
|
1.000 |
2,522.4 |
|
0.618 |
2,498.9 |
|
HIGH |
2,460.8 |
|
0.618 |
2,437.3 |
|
0.500 |
2,430.0 |
|
0.382 |
2,422.7 |
|
LOW |
2,399.2 |
|
0.618 |
2,361.1 |
|
1.000 |
2,337.6 |
|
1.618 |
2,299.5 |
|
2.618 |
2,237.9 |
|
4.250 |
2,137.4 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,437.9 |
2,436.5 |
| PP |
2,433.9 |
2,431.2 |
| S1 |
2,430.0 |
2,425.9 |
|