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 |
16,335.00 |
16,293.00 |
-42.00 |
-0.3% |
15,885.25 |
High |
16,448.50 |
16,448.50 |
0.00 |
0.0% |
16,448.50 |
Low |
16,292.00 |
16,256.00 |
-36.00 |
-0.2% |
15,595.50 |
Close |
16,351.75 |
16,327.75 |
-24.00 |
-0.1% |
16,351.75 |
Range |
156.50 |
192.50 |
36.00 |
23.0% |
853.00 |
ATR |
221.07 |
219.03 |
-2.04 |
-0.9% |
0.00 |
Volume |
525,824 |
414,326 |
-111,498 |
-21.2% |
2,328,377 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,921.50 |
16,817.25 |
16,433.50 |
|
R3 |
16,729.00 |
16,624.75 |
16,380.75 |
|
R2 |
16,536.50 |
16,536.50 |
16,363.00 |
|
R1 |
16,432.25 |
16,432.25 |
16,345.50 |
16,484.50 |
PP |
16,344.00 |
16,344.00 |
16,344.00 |
16,370.25 |
S1 |
16,239.75 |
16,239.75 |
16,310.00 |
16,292.00 |
S2 |
16,151.50 |
16,151.50 |
16,292.50 |
|
S3 |
15,959.00 |
16,047.25 |
16,274.75 |
|
S4 |
15,766.50 |
15,854.75 |
16,222.00 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,691.00 |
18,374.25 |
16,821.00 |
|
R3 |
17,838.00 |
17,521.25 |
16,586.25 |
|
R2 |
16,985.00 |
16,985.00 |
16,508.25 |
|
R1 |
16,668.25 |
16,668.25 |
16,430.00 |
16,826.50 |
PP |
16,132.00 |
16,132.00 |
16,132.00 |
16,211.00 |
S1 |
15,815.25 |
15,815.25 |
16,273.50 |
15,973.50 |
S2 |
15,279.00 |
15,279.00 |
16,195.25 |
|
S3 |
14,426.00 |
14,962.25 |
16,117.25 |
|
S4 |
13,573.00 |
14,109.25 |
15,882.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,448.50 |
15,849.50 |
599.00 |
3.7% |
187.25 |
1.1% |
80% |
True |
False |
466,239 |
10 |
16,448.50 |
15,503.00 |
945.50 |
5.8% |
212.00 |
1.3% |
87% |
True |
False |
484,617 |
20 |
16,448.50 |
14,585.50 |
1,863.00 |
11.4% |
208.00 |
1.3% |
94% |
True |
False |
478,377 |
40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
240.50 |
1.5% |
94% |
True |
False |
547,676 |
60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
217.75 |
1.3% |
94% |
True |
False |
382,607 |
80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.7% |
204.50 |
1.3% |
94% |
True |
False |
287,180 |
100 |
16,448.50 |
13,945.75 |
2,502.75 |
15.3% |
196.50 |
1.2% |
95% |
True |
False |
229,863 |
120 |
16,448.50 |
13,134.50 |
3,314.00 |
20.3% |
193.00 |
1.2% |
96% |
True |
False |
191,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,266.50 |
2.618 |
16,952.50 |
1.618 |
16,760.00 |
1.000 |
16,641.00 |
0.618 |
16,567.50 |
HIGH |
16,448.50 |
0.618 |
16,375.00 |
0.500 |
16,352.25 |
0.382 |
16,329.50 |
LOW |
16,256.00 |
0.618 |
16,137.00 |
1.000 |
16,063.50 |
1.618 |
15,944.50 |
2.618 |
15,752.00 |
4.250 |
15,438.00 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
16,352.25 |
16,314.75 |
PP |
16,344.00 |
16,302.00 |
S1 |
16,336.00 |
16,289.00 |
|