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 |
4,635.50 |
4,642.50 |
7.00 |
0.2% |
4,676.00 |
High |
4,654.50 |
4,679.25 |
24.75 |
0.5% |
4,700.75 |
Low |
4,632.00 |
4,637.50 |
5.50 |
0.1% |
4,619.00 |
Close |
4,636.50 |
4,672.00 |
35.50 |
0.8% |
4,672.00 |
Range |
22.50 |
41.75 |
19.25 |
85.6% |
81.75 |
ATR |
42.51 |
42.53 |
0.02 |
0.0% |
0.00 |
Volume |
3,880 |
2,991 |
-889 |
-22.9% |
15,120 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.25 |
4,771.75 |
4,695.00 |
|
R3 |
4,746.50 |
4,730.00 |
4,683.50 |
|
R2 |
4,704.75 |
4,704.75 |
4,679.75 |
|
R1 |
4,688.25 |
4,688.25 |
4,675.75 |
4,696.50 |
PP |
4,663.00 |
4,663.00 |
4,663.00 |
4,667.00 |
S1 |
4,646.50 |
4,646.50 |
4,668.25 |
4,654.75 |
S2 |
4,621.25 |
4,621.25 |
4,664.25 |
|
S3 |
4,579.50 |
4,604.75 |
4,660.50 |
|
S4 |
4,537.75 |
4,563.00 |
4,649.00 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,909.25 |
4,872.25 |
4,717.00 |
|
R3 |
4,827.50 |
4,790.50 |
4,694.50 |
|
R2 |
4,745.75 |
4,745.75 |
4,687.00 |
|
R1 |
4,708.75 |
4,708.75 |
4,679.50 |
4,686.50 |
PP |
4,664.00 |
4,664.00 |
4,664.00 |
4,652.75 |
S1 |
4,627.00 |
4,627.00 |
4,664.50 |
4,604.50 |
S2 |
4,582.25 |
4,582.25 |
4,657.00 |
|
S3 |
4,500.50 |
4,545.25 |
4,649.50 |
|
S4 |
4,418.75 |
4,463.50 |
4,627.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,700.75 |
4,619.00 |
81.75 |
1.7% |
37.25 |
0.8% |
65% |
False |
False |
3,024 |
10 |
4,705.50 |
4,581.00 |
124.50 |
2.7% |
36.25 |
0.8% |
73% |
False |
False |
5,014 |
20 |
4,705.50 |
4,429.50 |
276.00 |
5.9% |
37.00 |
0.8% |
88% |
False |
False |
4,753 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
53.50 |
1.1% |
93% |
False |
False |
3,515 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
49.00 |
1.0% |
93% |
False |
False |
2,530 |
80 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
45.25 |
1.0% |
93% |
False |
False |
1,926 |
100 |
4,705.50 |
4,206.75 |
498.75 |
10.7% |
44.00 |
0.9% |
93% |
False |
False |
1,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,856.75 |
2.618 |
4,788.50 |
1.618 |
4,746.75 |
1.000 |
4,721.00 |
0.618 |
4,705.00 |
HIGH |
4,679.25 |
0.618 |
4,663.25 |
0.500 |
4,658.50 |
0.382 |
4,653.50 |
LOW |
4,637.50 |
0.618 |
4,611.75 |
1.000 |
4,595.75 |
1.618 |
4,570.00 |
2.618 |
4,528.25 |
4.250 |
4,460.00 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,667.50 |
4,664.50 |
PP |
4,663.00 |
4,656.75 |
S1 |
4,658.50 |
4,649.00 |
|