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 |
4,665.50 |
4,635.50 |
-30.00 |
-0.6% |
4,599.50 |
High |
4,673.50 |
4,654.50 |
-19.00 |
-0.4% |
4,705.50 |
Low |
4,619.00 |
4,632.00 |
13.00 |
0.3% |
4,581.00 |
Close |
4,635.50 |
4,636.50 |
1.00 |
0.0% |
4,683.75 |
Range |
54.50 |
22.50 |
-32.00 |
-58.7% |
124.50 |
ATR |
44.05 |
42.51 |
-1.54 |
-3.5% |
0.00 |
Volume |
2,497 |
3,880 |
1,383 |
55.4% |
35,024 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,708.50 |
4,695.00 |
4,649.00 |
|
R3 |
4,686.00 |
4,672.50 |
4,642.75 |
|
R2 |
4,663.50 |
4,663.50 |
4,640.50 |
|
R1 |
4,650.00 |
4,650.00 |
4,638.50 |
4,656.75 |
PP |
4,641.00 |
4,641.00 |
4,641.00 |
4,644.50 |
S1 |
4,627.50 |
4,627.50 |
4,634.50 |
4,634.25 |
S2 |
4,618.50 |
4,618.50 |
4,632.50 |
|
S3 |
4,596.00 |
4,605.00 |
4,630.25 |
|
S4 |
4,573.50 |
4,582.50 |
4,624.00 |
|
|
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 |
4,619.00 |
86.50 |
1.9% |
37.75 |
0.8% |
20% |
False |
False |
3,480 |
10 |
4,705.50 |
4,553.75 |
151.75 |
3.3% |
36.50 |
0.8% |
55% |
False |
False |
5,656 |
20 |
4,705.50 |
4,419.50 |
286.00 |
6.2% |
36.75 |
0.8% |
76% |
False |
False |
4,708 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.8% |
54.00 |
1.2% |
85% |
False |
False |
3,512 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.8% |
49.25 |
1.1% |
85% |
False |
False |
2,482 |
80 |
4,705.50 |
4,252.75 |
452.75 |
9.8% |
45.25 |
1.0% |
85% |
False |
False |
1,889 |
100 |
4,705.50 |
4,206.75 |
498.75 |
10.8% |
43.75 |
0.9% |
86% |
False |
False |
1,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,750.00 |
2.618 |
4,713.50 |
1.618 |
4,691.00 |
1.000 |
4,677.00 |
0.618 |
4,668.50 |
HIGH |
4,654.50 |
0.618 |
4,646.00 |
0.500 |
4,643.25 |
0.382 |
4,640.50 |
LOW |
4,632.00 |
0.618 |
4,618.00 |
1.000 |
4,609.50 |
1.618 |
4,595.50 |
2.618 |
4,573.00 |
4.250 |
4,536.50 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,643.25 |
4,656.25 |
PP |
4,641.00 |
4,649.75 |
S1 |
4,638.75 |
4,643.00 |
|