| 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 |
2,427.0 |
2,436.3 |
9.3 |
0.4% |
2,301.8 |
| High |
2,460.8 |
2,442.0 |
-18.8 |
-0.8% |
2,450.3 |
| Low |
2,399.2 |
2,410.9 |
11.7 |
0.5% |
2,283.8 |
| Close |
2,441.8 |
2,426.8 |
-15.0 |
-0.6% |
2,434.3 |
| Range |
61.6 |
31.1 |
-30.5 |
-49.5% |
166.5 |
| ATR |
43.6 |
42.7 |
-0.9 |
-2.0% |
0.0 |
| Volume |
169,964 |
174,288 |
4,324 |
2.5% |
1,046,572 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.9 |
2,504.4 |
2,443.9 |
|
| R3 |
2,488.8 |
2,473.3 |
2,435.4 |
|
| R2 |
2,457.7 |
2,457.7 |
2,432.5 |
|
| R1 |
2,442.2 |
2,442.2 |
2,429.7 |
2,434.4 |
| PP |
2,426.6 |
2,426.6 |
2,426.6 |
2,422.7 |
| S1 |
2,411.1 |
2,411.1 |
2,423.9 |
2,403.3 |
| S2 |
2,395.5 |
2,395.5 |
2,421.1 |
|
| S3 |
2,364.4 |
2,380.0 |
2,418.2 |
|
| S4 |
2,333.3 |
2,348.9 |
2,409.7 |
|
|
| 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 |
2,354.1 |
106.7 |
4.4% |
47.5 |
2.0% |
68% |
False |
False |
201,575 |
| 10 |
2,460.8 |
2,248.8 |
212.0 |
8.7% |
45.4 |
1.9% |
84% |
False |
False |
189,469 |
| 20 |
2,460.8 |
2,211.0 |
249.8 |
10.3% |
40.2 |
1.7% |
86% |
False |
False |
170,086 |
| 40 |
2,460.8 |
2,146.9 |
313.9 |
12.9% |
43.5 |
1.8% |
89% |
False |
False |
188,041 |
| 60 |
2,460.8 |
2,104.7 |
356.1 |
14.7% |
42.5 |
1.7% |
90% |
False |
False |
140,005 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.7% |
41.8 |
1.7% |
90% |
False |
False |
105,043 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.0% |
41.9 |
1.7% |
91% |
False |
False |
84,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.2 |
|
2.618 |
2,523.4 |
|
1.618 |
2,492.3 |
|
1.000 |
2,473.1 |
|
0.618 |
2,461.2 |
|
HIGH |
2,442.0 |
|
0.618 |
2,430.1 |
|
0.500 |
2,426.5 |
|
0.382 |
2,422.8 |
|
LOW |
2,410.9 |
|
0.618 |
2,391.7 |
|
1.000 |
2,379.8 |
|
1.618 |
2,360.6 |
|
2.618 |
2,329.5 |
|
4.250 |
2,278.7 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,426.7 |
2,430.0 |
| PP |
2,426.6 |
2,428.9 |
| S1 |
2,426.5 |
2,427.9 |
|