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 |
1,837.2 |
1,854.0 |
16.8 |
0.9% |
1,784.4 |
High |
1,872.8 |
1,872.1 |
-0.7 |
0.0% |
1,823.0 |
Low |
1,826.8 |
1,849.4 |
22.6 |
1.2% |
1,762.8 |
Close |
1,852.0 |
1,867.7 |
15.7 |
0.8% |
1,820.6 |
Range |
46.0 |
22.7 |
-23.3 |
-50.7% |
60.2 |
ATR |
23.2 |
23.2 |
0.0 |
-0.2% |
0.0 |
Volume |
8,354 |
5,090 |
-3,264 |
-39.1% |
14,735 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.2 |
1,922.1 |
1,880.2 |
|
R3 |
1,908.5 |
1,899.4 |
1,873.9 |
|
R2 |
1,885.8 |
1,885.8 |
1,871.9 |
|
R1 |
1,876.7 |
1,876.7 |
1,869.8 |
1,881.3 |
PP |
1,863.1 |
1,863.1 |
1,863.1 |
1,865.3 |
S1 |
1,854.0 |
1,854.0 |
1,865.6 |
1,858.6 |
S2 |
1,840.4 |
1,840.4 |
1,863.5 |
|
S3 |
1,817.7 |
1,831.3 |
1,861.5 |
|
S4 |
1,795.0 |
1,808.6 |
1,855.2 |
|
|
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 |
1,872.8 |
1,789.2 |
83.6 |
4.5% |
25.8 |
1.4% |
94% |
False |
False |
5,670 |
10 |
1,872.8 |
1,762.8 |
110.0 |
5.9% |
24.0 |
1.3% |
95% |
False |
False |
3,994 |
20 |
1,872.8 |
1,762.8 |
110.0 |
5.9% |
21.9 |
1.2% |
95% |
False |
False |
2,583 |
40 |
1,872.8 |
1,725.0 |
147.8 |
7.9% |
21.8 |
1.2% |
97% |
False |
False |
2,138 |
60 |
1,872.8 |
1,725.0 |
147.8 |
7.9% |
21.1 |
1.1% |
97% |
False |
False |
1,736 |
80 |
1,872.8 |
1,682.4 |
190.4 |
10.2% |
21.1 |
1.1% |
97% |
False |
False |
1,593 |
100 |
1,872.8 |
1,682.4 |
190.4 |
10.2% |
19.3 |
1.0% |
97% |
False |
False |
1,374 |
120 |
1,922.4 |
1,682.4 |
240.0 |
12.9% |
19.3 |
1.0% |
77% |
False |
False |
1,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,968.6 |
2.618 |
1,931.5 |
1.618 |
1,908.8 |
1.000 |
1,894.8 |
0.618 |
1,886.1 |
HIGH |
1,872.1 |
0.618 |
1,863.4 |
0.500 |
1,860.8 |
0.382 |
1,858.1 |
LOW |
1,849.4 |
0.618 |
1,835.4 |
1.000 |
1,826.7 |
1.618 |
1,812.7 |
2.618 |
1,790.0 |
4.250 |
1,752.9 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,865.4 |
1,861.5 |
PP |
1,863.1 |
1,855.4 |
S1 |
1,860.8 |
1,849.2 |
|