| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,315.50 |
16,201.25 |
-114.25 |
-0.7% |
15,885.25 |
| High |
16,391.75 |
16,243.00 |
-148.75 |
-0.9% |
16,448.50 |
| Low |
16,160.00 |
15,896.50 |
-263.50 |
-1.6% |
15,595.50 |
| Close |
16,212.75 |
15,980.50 |
-232.25 |
-1.4% |
16,351.75 |
| Range |
231.75 |
346.50 |
114.75 |
49.5% |
853.00 |
| ATR |
219.94 |
228.98 |
9.04 |
4.1% |
0.00 |
| Volume |
560,749 |
658,266 |
97,517 |
17.4% |
2,328,377 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,079.50 |
16,876.50 |
16,171.00 |
|
| R3 |
16,733.00 |
16,530.00 |
16,075.75 |
|
| R2 |
16,386.50 |
16,386.50 |
16,044.00 |
|
| R1 |
16,183.50 |
16,183.50 |
16,012.25 |
16,111.75 |
| PP |
16,040.00 |
16,040.00 |
16,040.00 |
16,004.00 |
| S1 |
15,837.00 |
15,837.00 |
15,948.75 |
15,765.25 |
| S2 |
15,693.50 |
15,693.50 |
15,917.00 |
|
| S3 |
15,347.00 |
15,490.50 |
15,885.25 |
|
| S4 |
15,000.50 |
15,144.00 |
15,790.00 |
|
|
| 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 |
15,896.50 |
552.00 |
3.5% |
234.75 |
1.5% |
15% |
False |
True |
536,705 |
| 10 |
16,448.50 |
15,591.75 |
856.75 |
5.4% |
229.00 |
1.4% |
45% |
False |
False |
494,462 |
| 20 |
16,448.50 |
14,767.50 |
1,681.00 |
10.5% |
216.75 |
1.4% |
72% |
False |
False |
481,556 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
245.25 |
1.5% |
78% |
False |
False |
551,946 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
219.75 |
1.4% |
78% |
False |
False |
402,875 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
13.0% |
205.75 |
1.3% |
78% |
False |
False |
302,397 |
| 100 |
16,448.50 |
14,057.00 |
2,391.50 |
15.0% |
198.50 |
1.2% |
80% |
False |
False |
242,041 |
| 120 |
16,448.50 |
13,341.00 |
3,107.50 |
19.4% |
193.50 |
1.2% |
85% |
False |
False |
201,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,715.50 |
|
2.618 |
17,150.25 |
|
1.618 |
16,803.75 |
|
1.000 |
16,589.50 |
|
0.618 |
16,457.25 |
|
HIGH |
16,243.00 |
|
0.618 |
16,110.75 |
|
0.500 |
16,069.75 |
|
0.382 |
16,028.75 |
|
LOW |
15,896.50 |
|
0.618 |
15,682.25 |
|
1.000 |
15,550.00 |
|
1.618 |
15,335.75 |
|
2.618 |
14,989.25 |
|
4.250 |
14,424.00 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,069.75 |
16,172.50 |
| PP |
16,040.00 |
16,108.50 |
| S1 |
16,010.25 |
16,044.50 |
|