| 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 |
1,835.7 |
1,853.9 |
18.2 |
1.0% |
1,786.8 |
| High |
1,872.8 |
1,870.8 |
-2.0 |
-0.1% |
1,822.2 |
| Low |
1,825.2 |
1,847.6 |
22.4 |
1.2% |
1,761.0 |
| Close |
1,850.6 |
1,866.3 |
15.7 |
0.8% |
1,819.0 |
| Range |
47.6 |
23.2 |
-24.4 |
-51.3% |
61.2 |
| ATR |
24.1 |
24.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
73,437 |
47,679 |
-25,758 |
-35.1% |
82,653 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.2 |
1,921.9 |
1,879.1 |
|
| R3 |
1,908.0 |
1,898.7 |
1,872.7 |
|
| R2 |
1,884.8 |
1,884.8 |
1,870.6 |
|
| R1 |
1,875.5 |
1,875.5 |
1,868.4 |
1,880.2 |
| PP |
1,861.6 |
1,861.6 |
1,861.6 |
1,863.9 |
| S1 |
1,852.3 |
1,852.3 |
1,864.2 |
1,857.0 |
| S2 |
1,838.4 |
1,838.4 |
1,862.0 |
|
| S3 |
1,815.2 |
1,829.1 |
1,859.9 |
|
| S4 |
1,792.0 |
1,805.9 |
1,853.5 |
|
|
| 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 |
1,787.6 |
85.2 |
4.6% |
26.7 |
1.4% |
92% |
False |
False |
52,699 |
| 10 |
1,872.8 |
1,761.0 |
111.8 |
6.0% |
24.9 |
1.3% |
94% |
False |
False |
30,712 |
| 20 |
1,872.8 |
1,761.0 |
111.8 |
6.0% |
23.0 |
1.2% |
94% |
False |
False |
17,845 |
| 40 |
1,872.8 |
1,723.7 |
149.1 |
8.0% |
22.8 |
1.2% |
96% |
False |
False |
11,071 |
| 60 |
1,872.8 |
1,723.7 |
149.1 |
8.0% |
22.3 |
1.2% |
96% |
False |
False |
8,037 |
| 80 |
1,872.8 |
1,680.0 |
192.8 |
10.3% |
22.4 |
1.2% |
97% |
False |
False |
6,588 |
| 100 |
1,872.8 |
1,680.0 |
192.8 |
10.3% |
21.7 |
1.2% |
97% |
False |
False |
5,615 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.0% |
22.7 |
1.2% |
77% |
False |
False |
4,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,969.4 |
|
2.618 |
1,931.5 |
|
1.618 |
1,908.3 |
|
1.000 |
1,894.0 |
|
0.618 |
1,885.1 |
|
HIGH |
1,870.8 |
|
0.618 |
1,861.9 |
|
0.500 |
1,859.2 |
|
0.382 |
1,856.5 |
|
LOW |
1,847.6 |
|
0.618 |
1,833.3 |
|
1.000 |
1,824.4 |
|
1.618 |
1,810.1 |
|
2.618 |
1,786.9 |
|
4.250 |
1,749.0 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,863.9 |
1,860.2 |
| PP |
1,861.6 |
1,854.1 |
| S1 |
1,859.2 |
1,848.0 |
|