| 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 |
2,436.3 |
2,424.0 |
-12.3 |
-0.5% |
2,301.8 |
| High |
2,442.0 |
2,431.4 |
-10.6 |
-0.4% |
2,450.3 |
| Low |
2,410.9 |
2,378.4 |
-32.5 |
-1.3% |
2,283.8 |
| Close |
2,426.8 |
2,389.3 |
-37.5 |
-1.5% |
2,434.3 |
| Range |
31.1 |
53.0 |
21.9 |
70.4% |
166.5 |
| ATR |
42.7 |
43.4 |
0.7 |
1.7% |
0.0 |
| Volume |
174,288 |
188,199 |
13,911 |
8.0% |
1,046,572 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.7 |
2,527.0 |
2,418.5 |
|
| R3 |
2,505.7 |
2,474.0 |
2,403.9 |
|
| R2 |
2,452.7 |
2,452.7 |
2,399.0 |
|
| R1 |
2,421.0 |
2,421.0 |
2,394.2 |
2,410.4 |
| PP |
2,399.7 |
2,399.7 |
2,399.7 |
2,394.4 |
| S1 |
2,368.0 |
2,368.0 |
2,384.4 |
2,357.4 |
| S2 |
2,346.7 |
2,346.7 |
2,379.6 |
|
| S3 |
2,293.7 |
2,315.0 |
2,374.7 |
|
| S4 |
2,240.7 |
2,262.0 |
2,360.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.0 |
2,828.1 |
2,525.9 |
|
| R3 |
2,722.5 |
2,661.6 |
2,480.1 |
|
| R2 |
2,556.0 |
2,556.0 |
2,464.8 |
|
| R1 |
2,495.1 |
2,495.1 |
2,449.6 |
2,525.6 |
| PP |
2,389.5 |
2,389.5 |
2,389.5 |
2,404.7 |
| S1 |
2,328.6 |
2,328.6 |
2,419.0 |
2,359.1 |
| S2 |
2,223.0 |
2,223.0 |
2,403.8 |
|
| S3 |
2,056.5 |
2,162.1 |
2,388.5 |
|
| S4 |
1,890.0 |
1,995.6 |
2,342.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,460.8 |
2,378.4 |
82.4 |
3.4% |
46.1 |
1.9% |
13% |
False |
True |
194,222 |
| 10 |
2,460.8 |
2,249.5 |
211.3 |
8.8% |
45.9 |
1.9% |
66% |
False |
False |
189,043 |
| 20 |
2,460.8 |
2,238.6 |
222.2 |
9.3% |
41.3 |
1.7% |
68% |
False |
False |
171,034 |
| 40 |
2,460.8 |
2,146.9 |
313.9 |
13.1% |
44.0 |
1.8% |
77% |
False |
False |
187,944 |
| 60 |
2,460.8 |
2,104.7 |
356.1 |
14.9% |
42.5 |
1.8% |
80% |
False |
False |
143,133 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.9% |
41.5 |
1.7% |
80% |
False |
False |
107,393 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.3% |
41.7 |
1.7% |
80% |
False |
False |
85,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,656.7 |
|
2.618 |
2,570.2 |
|
1.618 |
2,517.2 |
|
1.000 |
2,484.4 |
|
0.618 |
2,464.2 |
|
HIGH |
2,431.4 |
|
0.618 |
2,411.2 |
|
0.500 |
2,404.9 |
|
0.382 |
2,398.6 |
|
LOW |
2,378.4 |
|
0.618 |
2,345.6 |
|
1.000 |
2,325.4 |
|
1.618 |
2,292.6 |
|
2.618 |
2,239.6 |
|
4.250 |
2,153.2 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,404.9 |
2,419.6 |
| PP |
2,399.7 |
2,409.5 |
| S1 |
2,394.5 |
2,399.4 |
|