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 |
1,794.8 |
1,822.2 |
27.4 |
1.5% |
1,786.8 |
High |
1,822.2 |
1,830.4 |
8.2 |
0.5% |
1,822.2 |
Low |
1,787.6 |
1,815.9 |
28.3 |
1.6% |
1,761.0 |
Close |
1,819.0 |
1,830.2 |
11.2 |
0.6% |
1,819.0 |
Range |
34.6 |
14.5 |
-20.1 |
-58.1% |
61.2 |
ATR |
23.6 |
23.0 |
-0.7 |
-2.8% |
0.0 |
Volume |
48,238 |
39,665 |
-8,573 |
-17.8% |
82,653 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.0 |
1,864.1 |
1,838.2 |
|
R3 |
1,854.5 |
1,849.6 |
1,834.2 |
|
R2 |
1,840.0 |
1,840.0 |
1,832.9 |
|
R1 |
1,835.1 |
1,835.1 |
1,831.5 |
1,837.6 |
PP |
1,825.5 |
1,825.5 |
1,825.5 |
1,826.7 |
S1 |
1,820.6 |
1,820.6 |
1,828.9 |
1,823.1 |
S2 |
1,811.0 |
1,811.0 |
1,827.5 |
|
S3 |
1,796.5 |
1,806.1 |
1,826.2 |
|
S4 |
1,782.0 |
1,791.6 |
1,822.2 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.3 |
1,962.9 |
1,852.7 |
|
R3 |
1,923.1 |
1,901.7 |
1,835.8 |
|
R2 |
1,861.9 |
1,861.9 |
1,830.2 |
|
R1 |
1,840.5 |
1,840.5 |
1,824.6 |
1,851.2 |
PP |
1,800.7 |
1,800.7 |
1,800.7 |
1,806.1 |
S1 |
1,779.3 |
1,779.3 |
1,813.4 |
1,790.0 |
S2 |
1,739.5 |
1,739.5 |
1,807.8 |
|
S3 |
1,678.3 |
1,718.1 |
1,802.2 |
|
S4 |
1,617.1 |
1,656.9 |
1,785.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,830.4 |
1,761.0 |
69.4 |
3.8% |
23.6 |
1.3% |
100% |
True |
False |
22,127 |
10 |
1,830.4 |
1,761.0 |
69.4 |
3.8% |
22.6 |
1.2% |
100% |
True |
False |
15,024 |
20 |
1,830.4 |
1,753.8 |
76.6 |
4.2% |
22.3 |
1.2% |
100% |
True |
False |
9,794 |
40 |
1,830.4 |
1,723.7 |
106.7 |
5.8% |
23.1 |
1.3% |
100% |
True |
False |
6,790 |
60 |
1,838.7 |
1,723.7 |
115.0 |
6.3% |
21.7 |
1.2% |
93% |
False |
False |
5,171 |
80 |
1,838.7 |
1,680.0 |
158.7 |
8.7% |
22.1 |
1.2% |
95% |
False |
False |
4,455 |
100 |
1,840.3 |
1,680.0 |
160.3 |
8.8% |
21.6 |
1.2% |
94% |
False |
False |
3,874 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.3% |
22.2 |
1.2% |
62% |
False |
False |
3,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.0 |
2.618 |
1,868.4 |
1.618 |
1,853.9 |
1.000 |
1,844.9 |
0.618 |
1,839.4 |
HIGH |
1,830.4 |
0.618 |
1,824.9 |
0.500 |
1,823.2 |
0.382 |
1,821.4 |
LOW |
1,815.9 |
0.618 |
1,806.9 |
1.000 |
1,801.4 |
1.618 |
1,792.4 |
2.618 |
1,777.9 |
4.250 |
1,754.3 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,827.9 |
1,820.7 |
PP |
1,825.5 |
1,811.2 |
S1 |
1,823.2 |
1,801.7 |
|