| 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 |
16,314.00 |
16,194.00 |
-120.00 |
-0.7% |
15,896.25 |
| High |
16,392.75 |
16,243.75 |
-149.00 |
-0.9% |
16,451.25 |
| Low |
16,165.00 |
15,902.00 |
-263.00 |
-1.6% |
15,602.00 |
| Close |
16,216.00 |
15,983.50 |
-232.50 |
-1.4% |
16,355.00 |
| Range |
227.75 |
341.75 |
114.00 |
50.1% |
849.25 |
| ATR |
215.21 |
224.25 |
9.04 |
4.2% |
0.00 |
| Volume |
1,169 |
1,551 |
382 |
32.7% |
5,271 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,068.25 |
16,867.75 |
16,171.50 |
|
| R3 |
16,726.50 |
16,526.00 |
16,077.50 |
|
| R2 |
16,384.75 |
16,384.75 |
16,046.25 |
|
| R1 |
16,184.25 |
16,184.25 |
16,014.75 |
16,113.50 |
| PP |
16,043.00 |
16,043.00 |
16,043.00 |
16,007.75 |
| S1 |
15,842.50 |
15,842.50 |
15,952.25 |
15,772.00 |
| S2 |
15,701.25 |
15,701.25 |
15,920.75 |
|
| S3 |
15,359.50 |
15,500.75 |
15,889.50 |
|
| S4 |
15,017.75 |
15,159.00 |
15,795.50 |
|
|
| 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 |
15,902.00 |
549.25 |
3.4% |
228.75 |
1.4% |
15% |
False |
True |
1,133 |
| 10 |
16,451.25 |
15,597.00 |
854.25 |
5.3% |
224.00 |
1.4% |
45% |
False |
False |
1,043 |
| 20 |
16,451.25 |
14,785.00 |
1,666.25 |
10.4% |
211.50 |
1.3% |
72% |
False |
False |
885 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
240.00 |
1.5% |
78% |
False |
False |
904 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
209.00 |
1.3% |
78% |
False |
False |
631 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
193.25 |
1.2% |
78% |
False |
False |
478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,696.25 |
|
2.618 |
17,138.50 |
|
1.618 |
16,796.75 |
|
1.000 |
16,585.50 |
|
0.618 |
16,455.00 |
|
HIGH |
16,243.75 |
|
0.618 |
16,113.25 |
|
0.500 |
16,073.00 |
|
0.382 |
16,032.50 |
|
LOW |
15,902.00 |
|
0.618 |
15,690.75 |
|
1.000 |
15,560.25 |
|
1.618 |
15,349.00 |
|
2.618 |
15,007.25 |
|
4.250 |
14,449.50 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,073.00 |
16,176.50 |
| PP |
16,043.00 |
16,112.25 |
| S1 |
16,013.25 |
16,048.00 |
|