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 |
1,822.2 |
1,828.4 |
6.2 |
0.3% |
1,786.8 |
High |
1,830.4 |
1,836.9 |
6.5 |
0.4% |
1,822.2 |
Low |
1,815.9 |
1,823.2 |
7.3 |
0.4% |
1,761.0 |
Close |
1,830.2 |
1,832.9 |
2.7 |
0.1% |
1,819.0 |
Range |
14.5 |
13.7 |
-0.8 |
-5.5% |
61.2 |
ATR |
23.0 |
22.3 |
-0.7 |
-2.9% |
0.0 |
Volume |
39,665 |
54,480 |
14,815 |
37.4% |
82,653 |
|
Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.1 |
1,866.2 |
1,840.4 |
|
R3 |
1,858.4 |
1,852.5 |
1,836.7 |
|
R2 |
1,844.7 |
1,844.7 |
1,835.4 |
|
R1 |
1,838.8 |
1,838.8 |
1,834.2 |
1,841.8 |
PP |
1,831.0 |
1,831.0 |
1,831.0 |
1,832.5 |
S1 |
1,825.1 |
1,825.1 |
1,831.6 |
1,828.1 |
S2 |
1,817.3 |
1,817.3 |
1,830.4 |
|
S3 |
1,803.6 |
1,811.4 |
1,829.1 |
|
S4 |
1,789.9 |
1,797.7 |
1,825.4 |
|
|
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 |
1,836.9 |
1,761.0 |
75.9 |
4.1% |
24.4 |
1.3% |
95% |
True |
False |
31,442 |
10 |
1,836.9 |
1,761.0 |
75.9 |
4.1% |
21.4 |
1.2% |
95% |
True |
False |
20,135 |
20 |
1,836.9 |
1,760.0 |
76.9 |
4.2% |
22.1 |
1.2% |
95% |
True |
False |
12,276 |
40 |
1,836.9 |
1,723.7 |
113.2 |
6.2% |
22.7 |
1.2% |
96% |
True |
False |
8,108 |
60 |
1,838.7 |
1,723.7 |
115.0 |
6.3% |
21.6 |
1.2% |
95% |
False |
False |
6,067 |
80 |
1,838.7 |
1,680.0 |
158.7 |
8.7% |
22.0 |
1.2% |
96% |
False |
False |
5,110 |
100 |
1,840.3 |
1,680.0 |
160.3 |
8.7% |
21.4 |
1.2% |
95% |
False |
False |
4,412 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.3% |
22.2 |
1.2% |
63% |
False |
False |
3,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.1 |
2.618 |
1,872.8 |
1.618 |
1,859.1 |
1.000 |
1,850.6 |
0.618 |
1,845.4 |
HIGH |
1,836.9 |
0.618 |
1,831.7 |
0.500 |
1,830.1 |
0.382 |
1,828.4 |
LOW |
1,823.2 |
0.618 |
1,814.7 |
1.000 |
1,809.5 |
1.618 |
1,801.0 |
2.618 |
1,787.3 |
4.250 |
1,765.0 |
|
|
Fisher Pivots for day following 09-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,832.0 |
1,826.0 |
PP |
1,831.0 |
1,819.1 |
S1 |
1,830.1 |
1,812.3 |
|