Trading Metrics calculated at close of trading on 12-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,853.9 |
1,866.3 |
12.4 |
0.7% |
1,822.2 |
High |
1,870.8 |
1,873.3 |
2.5 |
0.1% |
1,873.3 |
Low |
1,847.6 |
1,849.9 |
2.3 |
0.1% |
1,815.9 |
Close |
1,866.3 |
1,870.8 |
4.5 |
0.2% |
1,870.8 |
Range |
23.2 |
23.4 |
0.2 |
0.9% |
57.4 |
ATR |
24.0 |
24.0 |
0.0 |
-0.2% |
0.0 |
Volume |
47,679 |
28,481 |
-19,198 |
-40.3% |
243,742 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.9 |
1,926.2 |
1,883.7 |
|
R3 |
1,911.5 |
1,902.8 |
1,877.2 |
|
R2 |
1,888.1 |
1,888.1 |
1,875.1 |
|
R1 |
1,879.4 |
1,879.4 |
1,872.9 |
1,883.8 |
PP |
1,864.7 |
1,864.7 |
1,864.7 |
1,866.8 |
S1 |
1,856.0 |
1,856.0 |
1,868.7 |
1,860.4 |
S2 |
1,841.3 |
1,841.3 |
1,866.5 |
|
S3 |
1,817.9 |
1,832.6 |
1,864.4 |
|
S4 |
1,794.5 |
1,809.2 |
1,857.9 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.5 |
2,005.6 |
1,902.4 |
|
R3 |
1,968.1 |
1,948.2 |
1,886.6 |
|
R2 |
1,910.7 |
1,910.7 |
1,881.3 |
|
R1 |
1,890.8 |
1,890.8 |
1,876.1 |
1,900.8 |
PP |
1,853.3 |
1,853.3 |
1,853.3 |
1,858.3 |
S1 |
1,833.4 |
1,833.4 |
1,865.5 |
1,843.4 |
S2 |
1,795.9 |
1,795.9 |
1,860.3 |
|
S3 |
1,738.5 |
1,776.0 |
1,855.0 |
|
S4 |
1,681.1 |
1,718.6 |
1,839.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.3 |
1,815.9 |
57.4 |
3.1% |
24.5 |
1.3% |
96% |
True |
False |
48,748 |
10 |
1,873.3 |
1,761.0 |
112.3 |
6.0% |
24.3 |
1.3% |
98% |
True |
False |
32,639 |
20 |
1,873.3 |
1,761.0 |
112.3 |
6.0% |
22.5 |
1.2% |
98% |
True |
False |
19,079 |
40 |
1,873.3 |
1,723.7 |
149.6 |
8.0% |
22.9 |
1.2% |
98% |
True |
False |
11,718 |
60 |
1,873.3 |
1,723.7 |
149.6 |
8.0% |
22.4 |
1.2% |
98% |
True |
False |
8,470 |
80 |
1,873.3 |
1,680.0 |
193.3 |
10.3% |
22.5 |
1.2% |
99% |
True |
False |
6,934 |
100 |
1,873.3 |
1,680.0 |
193.3 |
10.3% |
21.7 |
1.2% |
99% |
True |
False |
5,897 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.0% |
22.7 |
1.2% |
79% |
False |
False |
5,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.8 |
2.618 |
1,934.6 |
1.618 |
1,911.2 |
1.000 |
1,896.7 |
0.618 |
1,887.8 |
HIGH |
1,873.3 |
0.618 |
1,864.4 |
0.500 |
1,861.6 |
0.382 |
1,858.8 |
LOW |
1,849.9 |
0.618 |
1,835.4 |
1.000 |
1,826.5 |
1.618 |
1,812.0 |
2.618 |
1,788.6 |
4.250 |
1,750.5 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,867.7 |
1,863.6 |
PP |
1,864.7 |
1,856.4 |
S1 |
1,861.6 |
1,849.3 |
|