| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,799.2 |
1,823.0 |
23.8 |
1.3% |
1,784.4 |
| High |
1,823.0 |
1,831.8 |
8.8 |
0.5% |
1,823.0 |
| Low |
1,789.2 |
1,818.0 |
28.8 |
1.6% |
1,762.8 |
| Close |
1,820.6 |
1,831.8 |
11.2 |
0.6% |
1,820.6 |
| Range |
33.8 |
13.8 |
-20.0 |
-59.2% |
60.2 |
| ATR |
22.8 |
22.2 |
-0.6 |
-2.8% |
0.0 |
| Volume |
4,129 |
4,621 |
492 |
11.9% |
14,735 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.6 |
1,864.0 |
1,839.4 |
|
| R3 |
1,854.8 |
1,850.2 |
1,835.6 |
|
| R2 |
1,841.0 |
1,841.0 |
1,834.3 |
|
| R1 |
1,836.4 |
1,836.4 |
1,833.1 |
1,838.7 |
| PP |
1,827.2 |
1,827.2 |
1,827.2 |
1,828.4 |
| S1 |
1,822.6 |
1,822.6 |
1,830.5 |
1,824.9 |
| S2 |
1,813.4 |
1,813.4 |
1,829.3 |
|
| S3 |
1,799.6 |
1,808.8 |
1,828.0 |
|
| S4 |
1,785.8 |
1,795.0 |
1,824.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.7 |
1,961.9 |
1,853.7 |
|
| R3 |
1,922.5 |
1,901.7 |
1,837.2 |
|
| R2 |
1,862.3 |
1,862.3 |
1,831.6 |
|
| R1 |
1,841.5 |
1,841.5 |
1,826.1 |
1,851.9 |
| PP |
1,802.1 |
1,802.1 |
1,802.1 |
1,807.4 |
| S1 |
1,781.3 |
1,781.3 |
1,815.1 |
1,791.7 |
| S2 |
1,741.9 |
1,741.9 |
1,809.6 |
|
| S3 |
1,681.7 |
1,721.1 |
1,804.0 |
|
| S4 |
1,621.5 |
1,660.9 |
1,787.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,831.8 |
1,762.8 |
69.0 |
3.8% |
22.4 |
1.2% |
100% |
True |
False |
3,186 |
| 10 |
1,831.8 |
1,762.8 |
69.0 |
3.8% |
21.5 |
1.2% |
100% |
True |
False |
2,422 |
| 20 |
1,831.8 |
1,755.2 |
76.6 |
4.2% |
21.2 |
1.2% |
100% |
True |
False |
2,009 |
| 40 |
1,831.8 |
1,725.0 |
106.8 |
5.8% |
22.0 |
1.2% |
100% |
True |
False |
1,703 |
| 60 |
1,840.4 |
1,725.0 |
115.4 |
6.3% |
20.5 |
1.1% |
93% |
False |
False |
1,455 |
| 80 |
1,840.7 |
1,682.4 |
158.3 |
8.6% |
20.6 |
1.1% |
94% |
False |
False |
1,355 |
| 100 |
1,841.1 |
1,682.4 |
158.7 |
8.7% |
18.9 |
1.0% |
94% |
False |
False |
1,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.5 |
|
2.618 |
1,867.9 |
|
1.618 |
1,854.1 |
|
1.000 |
1,845.6 |
|
0.618 |
1,840.3 |
|
HIGH |
1,831.8 |
|
0.618 |
1,826.5 |
|
0.500 |
1,824.9 |
|
0.382 |
1,823.3 |
|
LOW |
1,818.0 |
|
0.618 |
1,809.5 |
|
1.000 |
1,804.2 |
|
1.618 |
1,795.7 |
|
2.618 |
1,781.9 |
|
4.250 |
1,759.4 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.5 |
1,822.3 |
| PP |
1,827.2 |
1,812.7 |
| S1 |
1,824.9 |
1,803.2 |
|