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 |
7,253.0 |
7,311.0 |
58.0 |
0.8% |
7,252.5 |
High |
7,318.5 |
7,383.0 |
64.5 |
0.9% |
7,313.5 |
Low |
7,237.0 |
7,298.0 |
61.0 |
0.8% |
7,214.5 |
Close |
7,306.0 |
7,373.5 |
67.5 |
0.9% |
7,286.5 |
Range |
81.5 |
85.0 |
3.5 |
4.3% |
99.0 |
ATR |
61.7 |
63.4 |
1.7 |
2.7% |
0.0 |
Volume |
92,225 |
77,404 |
-14,821 |
-16.1% |
402,816 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,606.5 |
7,575.0 |
7,420.0 |
|
R3 |
7,521.5 |
7,490.0 |
7,397.0 |
|
R2 |
7,436.5 |
7,436.5 |
7,389.0 |
|
R1 |
7,405.0 |
7,405.0 |
7,381.5 |
7,421.0 |
PP |
7,351.5 |
7,351.5 |
7,351.5 |
7,359.5 |
S1 |
7,320.0 |
7,320.0 |
7,365.5 |
7,336.0 |
S2 |
7,266.5 |
7,266.5 |
7,358.0 |
|
S3 |
7,181.5 |
7,235.0 |
7,350.0 |
|
S4 |
7,096.5 |
7,150.0 |
7,327.0 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,568.5 |
7,526.5 |
7,341.0 |
|
R3 |
7,469.5 |
7,427.5 |
7,313.5 |
|
R2 |
7,370.5 |
7,370.5 |
7,304.5 |
|
R1 |
7,328.5 |
7,328.5 |
7,295.5 |
7,349.5 |
PP |
7,271.5 |
7,271.5 |
7,271.5 |
7,282.0 |
S1 |
7,229.5 |
7,229.5 |
7,277.5 |
7,250.5 |
S2 |
7,172.5 |
7,172.5 |
7,268.5 |
|
S3 |
7,073.5 |
7,130.5 |
7,259.5 |
|
S4 |
6,974.5 |
7,031.5 |
7,232.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,383.0 |
7,237.0 |
146.0 |
2.0% |
63.0 |
0.9% |
93% |
True |
False |
75,828 |
10 |
7,383.0 |
7,168.0 |
215.0 |
2.9% |
60.0 |
0.8% |
96% |
True |
False |
79,584 |
20 |
7,383.0 |
7,157.5 |
225.5 |
3.1% |
52.5 |
0.7% |
96% |
True |
False |
75,753 |
40 |
7,383.0 |
6,791.5 |
591.5 |
8.0% |
74.0 |
1.0% |
98% |
True |
False |
88,252 |
60 |
7,383.0 |
6,791.5 |
591.5 |
8.0% |
64.5 |
0.9% |
98% |
True |
False |
79,583 |
80 |
7,383.0 |
6,791.5 |
591.5 |
8.0% |
53.0 |
0.7% |
98% |
True |
False |
59,762 |
100 |
7,383.0 |
6,730.0 |
653.0 |
8.9% |
46.0 |
0.6% |
99% |
True |
False |
47,810 |
120 |
7,383.0 |
6,730.0 |
653.0 |
8.9% |
43.0 |
0.6% |
99% |
True |
False |
39,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,744.0 |
2.618 |
7,605.5 |
1.618 |
7,520.5 |
1.000 |
7,468.0 |
0.618 |
7,435.5 |
HIGH |
7,383.0 |
0.618 |
7,350.5 |
0.500 |
7,340.5 |
0.382 |
7,330.5 |
LOW |
7,298.0 |
0.618 |
7,245.5 |
1.000 |
7,213.0 |
1.618 |
7,160.5 |
2.618 |
7,075.5 |
4.250 |
6,937.0 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
7,362.5 |
7,352.5 |
PP |
7,351.5 |
7,331.0 |
S1 |
7,340.5 |
7,310.0 |
|