| 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 |
2,424.0 |
2,390.2 |
-33.8 |
-1.4% |
2,301.8 |
| High |
2,431.4 |
2,419.7 |
-11.7 |
-0.5% |
2,450.3 |
| Low |
2,378.4 |
2,384.2 |
5.8 |
0.2% |
2,283.8 |
| Close |
2,389.3 |
2,408.1 |
18.8 |
0.8% |
2,434.3 |
| Range |
53.0 |
35.5 |
-17.5 |
-33.0% |
166.5 |
| ATR |
43.4 |
42.8 |
-0.6 |
-1.3% |
0.0 |
| Volume |
188,199 |
131,687 |
-56,512 |
-30.0% |
1,046,572 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.5 |
2,494.8 |
2,427.6 |
|
| R3 |
2,475.0 |
2,459.3 |
2,417.9 |
|
| R2 |
2,439.5 |
2,439.5 |
2,414.6 |
|
| R1 |
2,423.8 |
2,423.8 |
2,411.4 |
2,431.7 |
| PP |
2,404.0 |
2,404.0 |
2,404.0 |
2,407.9 |
| S1 |
2,388.3 |
2,388.3 |
2,404.8 |
2,396.2 |
| S2 |
2,368.5 |
2,368.5 |
2,401.6 |
|
| S3 |
2,333.0 |
2,352.8 |
2,398.3 |
|
| S4 |
2,297.5 |
2,317.3 |
2,388.6 |
|
|
| 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 |
2,378.4 |
82.4 |
3.4% |
46.5 |
1.9% |
36% |
False |
False |
183,499 |
| 10 |
2,460.8 |
2,283.8 |
177.0 |
7.4% |
44.1 |
1.8% |
70% |
False |
False |
185,665 |
| 20 |
2,460.8 |
2,247.7 |
213.1 |
8.8% |
41.2 |
1.7% |
75% |
False |
False |
171,069 |
| 40 |
2,460.8 |
2,146.9 |
313.9 |
13.0% |
44.1 |
1.8% |
83% |
False |
False |
187,278 |
| 60 |
2,460.8 |
2,104.7 |
356.1 |
14.8% |
42.3 |
1.8% |
85% |
False |
False |
145,320 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.8% |
41.4 |
1.7% |
85% |
False |
False |
109,038 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.1% |
41.7 |
1.7% |
86% |
False |
False |
87,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.6 |
|
2.618 |
2,512.6 |
|
1.618 |
2,477.1 |
|
1.000 |
2,455.2 |
|
0.618 |
2,441.6 |
|
HIGH |
2,419.7 |
|
0.618 |
2,406.1 |
|
0.500 |
2,402.0 |
|
0.382 |
2,397.8 |
|
LOW |
2,384.2 |
|
0.618 |
2,362.3 |
|
1.000 |
2,348.7 |
|
1.618 |
2,326.8 |
|
2.618 |
2,291.3 |
|
4.250 |
2,233.3 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.1 |
2,410.2 |
| PP |
2,404.0 |
2,409.5 |
| S1 |
2,402.0 |
2,408.8 |
|