| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,299.50 |
16,314.00 |
14.50 |
0.1% |
15,896.25 |
| High |
16,451.25 |
16,392.75 |
-58.50 |
-0.4% |
16,451.25 |
| Low |
16,270.00 |
16,165.00 |
-105.00 |
-0.6% |
15,602.00 |
| Close |
16,331.50 |
16,216.00 |
-115.50 |
-0.7% |
16,355.00 |
| Range |
181.25 |
227.75 |
46.50 |
25.7% |
849.25 |
| ATR |
214.24 |
215.21 |
0.96 |
0.5% |
0.00 |
| Volume |
505 |
1,169 |
664 |
131.5% |
5,271 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,941.25 |
16,806.25 |
16,341.25 |
|
| R3 |
16,713.50 |
16,578.50 |
16,278.75 |
|
| R2 |
16,485.75 |
16,485.75 |
16,257.75 |
|
| R1 |
16,350.75 |
16,350.75 |
16,237.00 |
16,304.50 |
| PP |
16,258.00 |
16,258.00 |
16,258.00 |
16,234.75 |
| S1 |
16,123.00 |
16,123.00 |
16,195.00 |
16,076.50 |
| S2 |
16,030.25 |
16,030.25 |
16,174.25 |
|
| S3 |
15,802.50 |
15,895.25 |
16,153.25 |
|
| S4 |
15,574.75 |
15,667.50 |
16,090.75 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,683.75 |
18,368.75 |
16,822.00 |
|
| R3 |
17,834.50 |
17,519.50 |
16,588.50 |
|
| R2 |
16,985.25 |
16,985.25 |
16,510.75 |
|
| R1 |
16,670.25 |
16,670.25 |
16,432.75 |
16,827.75 |
| PP |
16,136.00 |
16,136.00 |
16,136.00 |
16,215.00 |
| S1 |
15,821.00 |
15,821.00 |
16,277.25 |
15,978.50 |
| S2 |
15,286.75 |
15,286.75 |
16,199.25 |
|
| S3 |
14,437.50 |
14,971.75 |
16,121.50 |
|
| S4 |
13,588.25 |
14,122.50 |
15,888.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,451.25 |
15,940.00 |
511.25 |
3.2% |
202.25 |
1.2% |
54% |
False |
False |
1,116 |
| 10 |
16,451.25 |
15,510.00 |
941.25 |
5.8% |
210.75 |
1.3% |
75% |
False |
False |
977 |
| 20 |
16,451.25 |
14,599.00 |
1,852.25 |
11.4% |
203.75 |
1.3% |
87% |
False |
False |
844 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
236.50 |
1.5% |
89% |
False |
False |
877 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
207.00 |
1.3% |
89% |
False |
False |
605 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
192.00 |
1.2% |
89% |
False |
False |
459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,360.75 |
|
2.618 |
16,989.00 |
|
1.618 |
16,761.25 |
|
1.000 |
16,620.50 |
|
0.618 |
16,533.50 |
|
HIGH |
16,392.75 |
|
0.618 |
16,305.75 |
|
0.500 |
16,279.00 |
|
0.382 |
16,252.00 |
|
LOW |
16,165.00 |
|
0.618 |
16,024.25 |
|
1.000 |
15,937.25 |
|
1.618 |
15,796.50 |
|
2.618 |
15,568.75 |
|
4.250 |
15,197.00 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,279.00 |
16,308.00 |
| PP |
16,258.00 |
16,277.50 |
| S1 |
16,237.00 |
16,246.75 |
|