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 |
4,676.00 |
4,682.50 |
6.50 |
0.1% |
4,599.50 |
High |
4,700.75 |
4,693.50 |
-7.25 |
-0.2% |
4,705.50 |
Low |
4,670.25 |
4,656.25 |
-14.00 |
-0.3% |
4,581.00 |
Close |
4,687.75 |
4,671.75 |
-16.00 |
-0.3% |
4,683.75 |
Range |
30.50 |
37.25 |
6.75 |
22.1% |
124.50 |
ATR |
43.71 |
43.24 |
-0.46 |
-1.1% |
0.00 |
Volume |
2,492 |
3,260 |
768 |
30.8% |
35,024 |
|
Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,785.50 |
4,766.00 |
4,692.25 |
|
R3 |
4,748.25 |
4,728.75 |
4,682.00 |
|
R2 |
4,711.00 |
4,711.00 |
4,678.50 |
|
R1 |
4,691.50 |
4,691.50 |
4,675.25 |
4,682.50 |
PP |
4,673.75 |
4,673.75 |
4,673.75 |
4,669.50 |
S1 |
4,654.25 |
4,654.25 |
4,668.25 |
4,645.50 |
S2 |
4,636.50 |
4,636.50 |
4,665.00 |
|
S3 |
4,599.25 |
4,617.00 |
4,661.50 |
|
S4 |
4,562.00 |
4,579.75 |
4,651.25 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,030.25 |
4,981.50 |
4,752.25 |
|
R3 |
4,905.75 |
4,857.00 |
4,718.00 |
|
R2 |
4,781.25 |
4,781.25 |
4,706.50 |
|
R1 |
4,732.50 |
4,732.50 |
4,695.25 |
4,757.00 |
PP |
4,656.75 |
4,656.75 |
4,656.75 |
4,669.00 |
S1 |
4,608.00 |
4,608.00 |
4,672.25 |
4,632.50 |
S2 |
4,532.25 |
4,532.25 |
4,661.00 |
|
S3 |
4,407.75 |
4,483.50 |
4,649.50 |
|
S4 |
4,283.25 |
4,359.00 |
4,615.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,705.50 |
4,607.00 |
98.50 |
2.1% |
35.75 |
0.8% |
66% |
False |
False |
5,552 |
10 |
4,705.50 |
4,537.50 |
168.00 |
3.6% |
36.50 |
0.8% |
80% |
False |
False |
6,294 |
20 |
4,705.50 |
4,313.00 |
392.50 |
8.4% |
39.00 |
0.8% |
91% |
False |
False |
4,593 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
54.50 |
1.2% |
93% |
False |
False |
3,404 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
49.75 |
1.1% |
93% |
False |
False |
2,385 |
80 |
4,705.50 |
4,236.25 |
469.25 |
10.0% |
45.75 |
1.0% |
93% |
False |
False |
1,810 |
100 |
4,705.50 |
4,110.75 |
594.75 |
12.7% |
44.25 |
0.9% |
94% |
False |
False |
1,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,851.75 |
2.618 |
4,791.00 |
1.618 |
4,753.75 |
1.000 |
4,730.75 |
0.618 |
4,716.50 |
HIGH |
4,693.50 |
0.618 |
4,679.25 |
0.500 |
4,675.00 |
0.382 |
4,670.50 |
LOW |
4,656.25 |
0.618 |
4,633.25 |
1.000 |
4,619.00 |
1.618 |
4,596.00 |
2.618 |
4,558.75 |
4.250 |
4,498.00 |
|
|
Fisher Pivots for day following 09-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,675.00 |
4,681.00 |
PP |
4,673.75 |
4,677.75 |
S1 |
4,672.75 |
4,674.75 |
|