| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,390.2 |
2,407.8 |
17.6 |
0.7% |
2,427.0 |
| High |
2,419.7 |
2,418.5 |
-1.2 |
0.0% |
2,460.8 |
| Low |
2,384.2 |
2,402.8 |
18.6 |
0.8% |
2,378.4 |
| Close |
2,408.1 |
2,410.3 |
2.2 |
0.1% |
2,410.3 |
| Range |
35.5 |
15.7 |
-19.8 |
-55.8% |
82.4 |
| ATR |
42.8 |
40.9 |
-1.9 |
-4.5% |
0.0 |
| Volume |
131,687 |
115,877 |
-15,810 |
-12.0% |
780,015 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.6 |
2,449.7 |
2,418.9 |
|
| R3 |
2,441.9 |
2,434.0 |
2,414.6 |
|
| R2 |
2,426.2 |
2,426.2 |
2,413.2 |
|
| R1 |
2,418.3 |
2,418.3 |
2,411.7 |
2,422.3 |
| PP |
2,410.5 |
2,410.5 |
2,410.5 |
2,412.5 |
| S1 |
2,402.6 |
2,402.6 |
2,408.9 |
2,406.6 |
| S2 |
2,394.8 |
2,394.8 |
2,407.4 |
|
| S3 |
2,379.1 |
2,386.9 |
2,406.0 |
|
| S4 |
2,363.4 |
2,371.2 |
2,401.7 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.7 |
2,619.4 |
2,455.6 |
|
| R3 |
2,581.3 |
2,537.0 |
2,433.0 |
|
| R2 |
2,498.9 |
2,498.9 |
2,425.4 |
|
| R1 |
2,454.6 |
2,454.6 |
2,417.9 |
2,435.6 |
| PP |
2,416.5 |
2,416.5 |
2,416.5 |
2,407.0 |
| S1 |
2,372.2 |
2,372.2 |
2,402.7 |
2,353.2 |
| S2 |
2,334.1 |
2,334.1 |
2,395.2 |
|
| S3 |
2,251.7 |
2,289.8 |
2,387.6 |
|
| S4 |
2,169.3 |
2,207.4 |
2,365.0 |
|
|
| 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% |
39.4 |
1.6% |
39% |
False |
False |
156,003 |
| 10 |
2,460.8 |
2,283.8 |
177.0 |
7.3% |
43.8 |
1.8% |
71% |
False |
False |
182,658 |
| 20 |
2,460.8 |
2,247.7 |
213.1 |
8.8% |
40.2 |
1.7% |
76% |
False |
False |
168,094 |
| 40 |
2,460.8 |
2,146.9 |
313.9 |
13.0% |
43.9 |
1.8% |
84% |
False |
False |
184,325 |
| 60 |
2,460.8 |
2,105.9 |
354.9 |
14.7% |
41.7 |
1.7% |
86% |
False |
False |
147,246 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.8% |
40.9 |
1.7% |
86% |
False |
False |
110,486 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.1% |
41.6 |
1.7% |
86% |
False |
False |
88,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.2 |
|
2.618 |
2,459.6 |
|
1.618 |
2,443.9 |
|
1.000 |
2,434.2 |
|
0.618 |
2,428.2 |
|
HIGH |
2,418.5 |
|
0.618 |
2,412.5 |
|
0.500 |
2,410.7 |
|
0.382 |
2,408.8 |
|
LOW |
2,402.8 |
|
0.618 |
2,393.1 |
|
1.000 |
2,387.1 |
|
1.618 |
2,377.4 |
|
2.618 |
2,361.7 |
|
4.250 |
2,336.1 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.7 |
2,408.5 |
| PP |
2,410.5 |
2,406.7 |
| S1 |
2,410.4 |
2,404.9 |
|