| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,194.00 |
15,989.75 |
-204.25 |
-1.3% |
15,896.25 |
| High |
16,243.75 |
16,116.25 |
-127.50 |
-0.8% |
16,451.25 |
| Low |
15,902.00 |
15,980.00 |
78.00 |
0.5% |
15,602.00 |
| Close |
15,983.50 |
16,025.75 |
42.25 |
0.3% |
16,355.00 |
| Range |
341.75 |
136.25 |
-205.50 |
-60.1% |
849.25 |
| ATR |
224.25 |
217.96 |
-6.29 |
-2.8% |
0.00 |
| Volume |
1,551 |
1,026 |
-525 |
-33.8% |
5,271 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,449.50 |
16,373.75 |
16,100.75 |
|
| R3 |
16,313.25 |
16,237.50 |
16,063.25 |
|
| R2 |
16,177.00 |
16,177.00 |
16,050.75 |
|
| R1 |
16,101.25 |
16,101.25 |
16,038.25 |
16,139.00 |
| PP |
16,040.75 |
16,040.75 |
16,040.75 |
16,059.50 |
| S1 |
15,965.00 |
15,965.00 |
16,013.25 |
16,003.00 |
| S2 |
15,904.50 |
15,904.50 |
16,000.75 |
|
| S3 |
15,768.25 |
15,828.75 |
15,988.25 |
|
| S4 |
15,632.00 |
15,692.50 |
15,950.75 |
|
|
| 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 |
15,902.00 |
549.25 |
3.4% |
208.00 |
1.3% |
23% |
False |
False |
1,024 |
| 10 |
16,451.25 |
15,602.00 |
849.25 |
5.3% |
219.50 |
1.4% |
50% |
False |
False |
1,022 |
| 20 |
16,451.25 |
15,023.50 |
1,427.75 |
8.9% |
204.25 |
1.3% |
70% |
False |
False |
908 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
239.00 |
1.5% |
80% |
False |
False |
913 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
207.75 |
1.3% |
80% |
False |
False |
648 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
13.0% |
193.00 |
1.2% |
80% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,695.25 |
|
2.618 |
16,473.00 |
|
1.618 |
16,336.75 |
|
1.000 |
16,252.50 |
|
0.618 |
16,200.50 |
|
HIGH |
16,116.25 |
|
0.618 |
16,064.25 |
|
0.500 |
16,048.00 |
|
0.382 |
16,032.00 |
|
LOW |
15,980.00 |
|
0.618 |
15,895.75 |
|
1.000 |
15,843.75 |
|
1.618 |
15,759.50 |
|
2.618 |
15,623.25 |
|
4.250 |
15,401.00 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,048.00 |
16,147.50 |
| PP |
16,040.75 |
16,106.75 |
| S1 |
16,033.25 |
16,066.25 |
|