| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,828.4 |
1,835.7 |
7.3 |
0.4% |
1,786.8 |
| High |
1,836.9 |
1,872.8 |
35.9 |
2.0% |
1,822.2 |
| Low |
1,823.2 |
1,825.2 |
2.0 |
0.1% |
1,761.0 |
| Close |
1,832.9 |
1,850.6 |
17.7 |
1.0% |
1,819.0 |
| Range |
13.7 |
47.6 |
33.9 |
247.4% |
61.2 |
| ATR |
22.3 |
24.1 |
1.8 |
8.1% |
0.0 |
| Volume |
54,480 |
73,437 |
18,957 |
34.8% |
82,653 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.3 |
1,969.1 |
1,876.8 |
|
| R3 |
1,944.7 |
1,921.5 |
1,863.7 |
|
| R2 |
1,897.1 |
1,897.1 |
1,859.3 |
|
| R1 |
1,873.9 |
1,873.9 |
1,855.0 |
1,885.5 |
| PP |
1,849.5 |
1,849.5 |
1,849.5 |
1,855.4 |
| S1 |
1,826.3 |
1,826.3 |
1,846.2 |
1,837.9 |
| S2 |
1,801.9 |
1,801.9 |
1,841.9 |
|
| S3 |
1,754.3 |
1,778.7 |
1,837.5 |
|
| S4 |
1,706.7 |
1,731.1 |
1,824.4 |
|
|
| 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 |
1,872.8 |
1,773.0 |
99.8 |
5.4% |
27.9 |
1.5% |
78% |
True |
False |
44,780 |
| 10 |
1,872.8 |
1,761.0 |
111.8 |
6.0% |
24.5 |
1.3% |
80% |
True |
False |
27,199 |
| 20 |
1,872.8 |
1,761.0 |
111.8 |
6.0% |
22.5 |
1.2% |
80% |
True |
False |
15,665 |
| 40 |
1,872.8 |
1,723.7 |
149.1 |
8.1% |
23.5 |
1.3% |
85% |
True |
False |
9,921 |
| 60 |
1,872.8 |
1,723.7 |
149.1 |
8.1% |
22.2 |
1.2% |
85% |
True |
False |
7,263 |
| 80 |
1,872.8 |
1,680.0 |
192.8 |
10.4% |
22.4 |
1.2% |
88% |
True |
False |
6,011 |
| 100 |
1,872.8 |
1,680.0 |
192.8 |
10.4% |
21.6 |
1.2% |
88% |
True |
False |
5,143 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.1% |
22.5 |
1.2% |
70% |
False |
False |
4,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.1 |
|
2.618 |
1,997.4 |
|
1.618 |
1,949.8 |
|
1.000 |
1,920.4 |
|
0.618 |
1,902.2 |
|
HIGH |
1,872.8 |
|
0.618 |
1,854.6 |
|
0.500 |
1,849.0 |
|
0.382 |
1,843.4 |
|
LOW |
1,825.2 |
|
0.618 |
1,795.8 |
|
1.000 |
1,777.6 |
|
1.618 |
1,748.2 |
|
2.618 |
1,700.6 |
|
4.250 |
1,622.9 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,850.1 |
1,848.5 |
| PP |
1,849.5 |
1,846.4 |
| S1 |
1,849.0 |
1,844.4 |
|