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 |
1,854.0 |
1,867.3 |
13.3 |
0.7% |
1,823.0 |
High |
1,872.1 |
1,875.0 |
2.9 |
0.2% |
1,875.0 |
Low |
1,849.4 |
1,851.9 |
2.5 |
0.1% |
1,818.0 |
Close |
1,867.7 |
1,872.2 |
4.5 |
0.2% |
1,872.2 |
Range |
22.7 |
23.1 |
0.4 |
1.8% |
57.0 |
ATR |
23.2 |
23.2 |
0.0 |
0.0% |
0.0 |
Volume |
5,090 |
1,979 |
-3,111 |
-61.1% |
26,203 |
|
Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.7 |
1,927.0 |
1,884.9 |
|
R3 |
1,912.6 |
1,903.9 |
1,878.6 |
|
R2 |
1,889.5 |
1,889.5 |
1,876.4 |
|
R1 |
1,880.8 |
1,880.8 |
1,874.3 |
1,885.2 |
PP |
1,866.4 |
1,866.4 |
1,866.4 |
1,868.5 |
S1 |
1,857.7 |
1,857.7 |
1,870.1 |
1,862.1 |
S2 |
1,843.3 |
1,843.3 |
1,868.0 |
|
S3 |
1,820.2 |
1,834.6 |
1,865.8 |
|
S4 |
1,797.1 |
1,811.5 |
1,859.5 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.1 |
2,006.1 |
1,903.6 |
|
R3 |
1,969.1 |
1,949.1 |
1,887.9 |
|
R2 |
1,912.1 |
1,912.1 |
1,882.7 |
|
R1 |
1,892.1 |
1,892.1 |
1,877.4 |
1,902.1 |
PP |
1,855.1 |
1,855.1 |
1,855.1 |
1,860.1 |
S1 |
1,835.1 |
1,835.1 |
1,867.0 |
1,845.1 |
S2 |
1,798.1 |
1,798.1 |
1,861.8 |
|
S3 |
1,741.1 |
1,778.1 |
1,856.5 |
|
S4 |
1,684.1 |
1,721.1 |
1,840.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.0 |
1,818.0 |
57.0 |
3.0% |
23.7 |
1.3% |
95% |
True |
False |
5,240 |
10 |
1,875.0 |
1,762.8 |
112.2 |
6.0% |
23.4 |
1.2% |
98% |
True |
False |
4,093 |
20 |
1,875.0 |
1,762.8 |
112.2 |
6.0% |
21.6 |
1.2% |
98% |
True |
False |
2,633 |
40 |
1,875.0 |
1,725.0 |
150.0 |
8.0% |
21.8 |
1.2% |
98% |
True |
False |
2,129 |
60 |
1,875.0 |
1,725.0 |
150.0 |
8.0% |
21.2 |
1.1% |
98% |
True |
False |
1,758 |
80 |
1,875.0 |
1,682.4 |
192.6 |
10.3% |
21.2 |
1.1% |
99% |
True |
False |
1,617 |
100 |
1,875.0 |
1,682.4 |
192.6 |
10.3% |
19.4 |
1.0% |
99% |
True |
False |
1,394 |
120 |
1,922.4 |
1,682.4 |
240.0 |
12.8% |
19.3 |
1.0% |
79% |
False |
False |
1,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.2 |
2.618 |
1,935.5 |
1.618 |
1,912.4 |
1.000 |
1,898.1 |
0.618 |
1,889.3 |
HIGH |
1,875.0 |
0.618 |
1,866.2 |
0.500 |
1,863.5 |
0.382 |
1,860.7 |
LOW |
1,851.9 |
0.618 |
1,837.6 |
1.000 |
1,828.8 |
1.618 |
1,814.5 |
2.618 |
1,791.4 |
4.250 |
1,753.7 |
|
|
Fisher Pivots for day following 12-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.3 |
1,865.1 |
PP |
1,866.4 |
1,858.0 |
S1 |
1,863.5 |
1,850.9 |
|